Algoindex distils billions of raw microstructure data points into one thing you can act on: a composite sentiment signal. 104 labelled features including VPIN, Kyle's Lambda, Order Flow Imbalance, and 19 advanced microstructure indicators — updated every 5 minutes across 25+ instruments. Because reading candlesticks in 2026 is like navigating by the stars when GPS exists.
Raw volume treats a $10M institutional sweep the same as 10,000 retail market orders. Without order flow decomposition, you're mistaking noise for information.
Commercial feeds deliver raw OHLCV. Building VPIN, Kyle's Lambda, Order Flow Imbalance, Fragility Index, and Variance Ratio requires deep academic knowledge and months of engineering.
Building 104 derived features requires months of feature engineering. Training ML models requires labelled, structured data that raw feeds simply do not provide.
Even with data, teams need a Bloomberg-style terminal showing live sentiment, microstructure health, and composite signals. Building this from scratch doubles the timeline.
Open your browser, check the composite sentiment, and know the microstructure state of 25+ instruments. No engineering required. No months of feature development. Just signals, updated every 5 minutes.
Professional and Enterprise clients get API access and full historical feature vectors for model training — the same labelled datasets our own signals are built on.
Every 5-minute bar, Algoindex computes the full market microstructure state. These aren't lagging indicators — they measure the structural health of the market: who's trading, how efficiently price moves, and where fragility hides.
Each feature is derived from peer-reviewed research, not ad-hoc heuristics. VPIN detects informed trading via volume-synchronised buckets. Kyle's Lambda measures price impact per unit volume. The Fragility Index combines illiquidity and volatility z-scores to warn of amplification risk.
Click any feature on the dashboard to see a full 7-day chart with price overlay, statistical summary, and academic description. Every indicator includes its citation, rolling window, and interpretation guide.
1 billion+ data points processed and counting. Running continuously with near-perfect uptime. Coverage scales on demand — add instruments without performance degradation.
We don't just watch the tape. Full order book depth, individual trade decomposition, funding rates, and cross-instrument correlation. This is the raw material that feeds 104 features and 19 microstructure indicators every 5 minutes.
Sub-100ms signal latency. Decreases with allocated bandwidth. The dashboard and API always reflect the most current market microstructure state.
Hundreds of millions of data points are processed daily across every covered instrument. Redundant architecture, automatic recovery, and continuous validation ensure zero data gaps — even during exchange-level disruptions and high-volatility windows.
Standard clients see signals in the browser. Professional clients stream them via API. Enterprise clients get full historical feature vectors for research and model training. Same intelligence, different consumption.
Request access to the analytics dashboard or schedule a live walkthrough of the signal engine.
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