SPY Imbalance Dashboard¶
The SPY Imbalance dashboard visualises intraday buy/sell order-flow imbalance for SPY (S&P 500 ETF) using real-time tick-level trade data.
Every trade is classified as buyer-initiated or seller-initiated. The dashboard aggregates those trades into 1-minute candles and calculates the net buy/sell volume for each minute. Candles with unusually heavy one-sided activity are flagged with markers, making it easy to spot potential institutional accumulation or distribution at a glance.
Quick links¶
Understand candlesticks, imbalance markers, and the volume delta panel.
How buy-heavy and sell-heavy candles are identified.
Common questions about signals, data freshness, and accuracy.
How it works¶
Every trade printed to the tape is classified as buyer-initiated or seller-initiated based on whether it hit the ask or the bid. The dashboard rolls those trades up into 1-minute candles and compares each minute's one-sided volume against recent history. When a minute shows a statistically significant surge of buying or selling activity, it is flagged with a marker on the chart.
The chart refreshes automatically every few seconds — no page reload needed.
Historical mode
Use the Date dropdown on the chart page to switch between today's live data and any previous day. When a historical date is selected the Live indicator disappears and the chart loads that day's complete session. Switch back to Today (Live) to re-enable the real-time feed.