The Futures Buying Volume Intraday metric measures the total trading volume (in USD value) where buyers were the aggressors, focusing on the native asset against USD-related currencies (both fiat and stablecoins) within a specific intraday time frame. This metric encapsulates both perpetual and expiry futures contracts, providing a comprehensive view of short-term market sentiment and immediate buying pressure.
This is the Point-in-Time (PiT) variant of Futures Buy Volume. PiT metrics are strictly append-only and their history is immutable. The historic data does not necessarily reflect the best current knowledge, but the information at the time when a data point was first computed. PiT metrics are ideal candidates for applications in model backtesting and related quantitative purposes. Read our article on PiT metrics for more information.