Where the data comes from
The service records trades, the order book, liquidations, funding and open interest around the clock. The terminal draws from that record and from the live feed, joined without a seam.
Which exchanges an instrument has is shown in the chart's picker: each exchange's own book, and All venues.
At the time of writing the service carries BTCUSDT and ETHUSDT. The picker is always the truth.
The merged tape
All venues is one tape that merges the exchanges' trades. An exchange is part of it from the day it joined. The chart marks that point, and a profile that crosses it says so, because volume before and after it is not like for like.
How far back
History is bounded by what was recorded. The History window shows how far back you can look on each instrument, for each kind of data.
Candles go back furthest. Trade-by-trade data, which the footprint and delta need, goes back less. The order book goes back least, because it is the heaviest to keep.
Gaps
If recording was interrupted, the gap is kept and shown. Bars built across it are marked, and a layer that needs the missing data says it has none for that range. A gap is never filled with invented data.
Not every reading exists for every instrument
- Spot-versus-perp readings need the spot market to be recorded.
- Options gamma needs an options market.
- Counterparty flow and the absorption map need an exchange that publishes who traded with whom, which today is Hyperliquid.
A reading without its data is switched off, with the reason, rather than drawn empty.