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Signals are read from recorded prices and trades. They describe what happened, not why.

Moves

GET /v1/insights/moves — the day’s biggest price changes on markets still worth trading.

Large fills

GET /v1/insights/tape — the biggest single trades, newest first.

One-sided money

GET /v1/insights/flows — net money toward Yes or No over a window.

Unusual flow

GET /v1/flow — trading far outside a market’s own normal.

Moves

The biggest 24-hour price changes among markets with at least $1,000 traded, each with its unusual-flow signals, trades and net money toward Yes, and how many markets the graph relates to it. Markets whose event is under way, priced outside 10¢–90¢, or that moved more than 40¢ are left out: those are results arriving, not prices changing their minds.

Large fills

GET /v1/insights/tape?min_usd=10000&hours=24 returns fills of at least min_usd, newest first, with toward naming the outcome each backs: buying Yes or selling No backs yes. Windows reach back 30 days; fills from before the live trade feed come from imported history and are marked archived.

One-sided money

GET /v1/insights/flows?hours=24 ranks markets with at least $2,000 traded by net money toward Yes (net_usd positive) or No (negative), with the price change over the window. Windows are 1, 6 and 24 hours, a week (168) or a month (720).

Unusual flow

GET /v1/flow lists markets whose last 15 minutes of trading were unusual against their own previous week, scored every five minutes. score is the strength: for bursts and one-sided flow, −log10 of the chance of that much trading given the market’s history; for large fills, the fill’s multiple of its mean fill. Scores are capped at 1000, which means the chance was too small to measure: a market that rarely trades suddenly trading heavily reaches it easily, so read metrics for the size. metrics carries the measurements behind it. Repeated detections of the same market and kind within an hour extend one signal, counted in detections.

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