How does AnomIQ monitor institutional order flow in real-time?

AnomIQ ingests tick-level market data from exchange WebSocket feeds and calculates rolling-window intensity and volume ratios to surface institutional order flow instantly. Custom multi-timeframe filters can be deployed to receive alerts the moment thresholds are breached — no candle close required.

How fast are AnomIQ monitors and notifications?

Notifications trigger instantly — no candle close required. Because AnomIQ uses rolling timeframes on tick-level data, if a significant volume surge happens in the first 20 seconds of a minute, you will see the data in exactly 20 seconds.

Do AnomIQ monitors work when I am offline?

Yes. Custom monitors run 24/7 on AnomIQ's servers. Up to 200 events per monitor are stored, allowing historical review and parameter refinement.

Which exchanges and assets does AnomIQ support?

AnomIQ is currently live on major exchanges including Coinbase and Binance, tracking full spot markets across diverse asset pairs.

Is AnomIQ a signal or prediction service?

No. AnomIQ surfaces raw, mathematically verified market activity. It is a data analytics tool — not financial advice, and not a trading signal service.

Institutional Order Flow Scanner

We scan the markets.
You get notified.

Q: What is a statistically verified data anomaly?

A statistically significant deviation from an asset's historical baseline, confirmed with Z-scores and rolling-window comparisons. AnomIQ flags anomalies in volume, trade count, and execution size — separating real structural shifts from random noise.

Q: Can I create custom multi-timeframe filters?

Yes. Dozens of parameters can be combined including price percentages, volume thresholds, relative volume ratios, and buy/sell imbalance across 5m, 15m, and 60m timeframes.

Real-time statistical anomaly monitoring for digital asset markets. Customize multi-timeframe filters to track institutional order flow and tick-level market data across major exchanges.

Start Scanning How it Works

Tick-Level Market Data Rolling Windows

We don't wait for candles to close. AnomIQ processes tick-level market data in real-time, calculating live metrics across 5m, 15m, and 60m rolling windows to notify you instantly.

Institutional Order Flow Detection (Intensity Z)

Separate retail noise from institutional capital. Our Intensity Z-Score detects when volume rises faster than trade count, identifying high-conviction institutional order flow.

Statistical Anomaly Monitoring (Relative Volume)

Compare live volume to yesterday's exact time-of-day baseline. Instantly spot when an asset is trading significantly hotter than its historical norm.

Multi-Timeframe Order Flow Filtering

Build ultimate custom scanners by mixing timeframes. For example, find coins with a 5m volume explosion that are also backed by sustained 60m institutional order flow

Proprietary Liquidity Score

Stop getting trapped in dead coins. Our 0-100 Liquidity Score measures 24-hour trading consistency to identify markets with consistent execution depth.

Z-Score Anomaly Engine

Ditch lagging indicators. We calculate statistical anomaly signals (Z-Scores) across volume, trades, and size to pinpoint the top 0.3% of market events.

Live Scanner

Tick-Level Market Data Scanners

Jump straight into the action with pre-built algorithms like Rapid Gainers, Volume Ignition, and Iceberg Accumulation. Monitor tick-level market data, track our proprietary Liquidity Scores, and filter thousands of assets in milliseconds to identify assets that meet your specific quantitative criteria.

Deep Dive

Institutional Order Flow Monitoring

Click into any asset for a granular view of its market structure. Track order flow bias (Buy vs. Sell percentage) and verify Timeframe Alignment across 5m, 15m, and 60m windows. Instantly gauge if a breakout is accelerating or losing steam so you can identify divergence between price and institutional order flow intensity.

Market Overview

Statistical Anomaly Monitoring at Market Scale

Get a complete macro perspective of top exchanges like Binance and Coinbase. Sort the entire market by real-time buy pressure, relative volume percentages, and multi-timeframe returns. Monitor statistical anomaly signals in liquidity flow and volume distribution across sectors.

Pricing

Pricing for Institutional Order Flow Monitoring

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14-Day Money-Back Guarantee

Try AnomIQ Pro risk-free. If the data engine doesn't fit your trading workflow, email support within 14 days for a full refund. One refund per user.

Institutional Order Flow FAQ

Institutional Order Flow & Statistical Anomaly Monitoring FAQs

How to monitor institutional order flow in real-time?

AnomIQ ingests tick-level market data from exchange WebSocket feeds, then calculates rolling-window intensity and volume ratios to surface institutional order flow the moment it appears. You can deploy multi-timeframe filters and receive instant alerts when statistically significant flow thresholds are breached.

What are mathematically verified data anomalies?

They are statistically significant deviations from an asset's historical baseline, confirmed with Z-scores and rolling-window comparisons. AnomIQ flags anomalies in volume, trade count, and execution size to separate real structural shifts from random noise.

What does AnomIQ actually do?

AnomIQ is a real-time market data visualization and monitoring platform for digital assets. It monitors raw execution data to detect unusual volume surges, liquidity shifts, and institutional participation, sending you instant notifications based on your custom parameters. Order-book and best bid/offer analytics are planned for a later release.

How fast are the scanners and notifications?

Notifications trigger instantly no candle close required. Because we use rolling timeframes on tick-level data, if a massive volume spike happens in the first 20 seconds of a minute, you will see it in exactly 20 seconds.

Can I create custom multi-timeframe filters?

Yes. You can combine dozens of parameters including price percentages, volume thresholds, relative volume ratios, and buy/sell imbalances. You can mix and match these filters across 5m, 15m, and 60m timeframes to fit your exact analytical workflow.

How does AnomIQ process exchange data?

We ingest raw WebSocket streams using Go and NATS JetStream, aggregate trades into precise rolling windows, and flag anomalies using real-time statistical Z-scores. It is built for absolute speed and zero lag.

Where are notifications delivered?

Notifications are delivered in real-time through three dedicated channels: your live web dashboard, a private Telegram bot integration, or directly to your iOS/Android device via native push notifications (powered by the open-source ntfy infrastructure).

Do the scanners work when I am offline?

Yes. Your custom scanners run 24/7 on our servers. Even if you are asleep or offline, AnomIQ keeps tracking the markets. We store up to the last 200 notifications per scanner, allowing you to review overnight price action and fine-tune your configuration parameters.

Which exchanges and markets are supported?

We are currently live on Coinbase spot, Binance spot, and Binance Perpetual Futures. We track full markets across diverse asset pairs on all three venues. Notifications work seamlessly across all supported symbols. Additional venues will be added based on demand.

Does AnomIQ support Binance Perpetual Futures?

Yes. AnomIQ ingests raw tick-level data from Binance Perpetual Futures using the same zero-lag rolling-window architecture as the spot markets. You can monitor aggressive taker flow, volume concentration, and statistical anomalies on perpetual contracts and compare them directly against spot activity to identify whether a move is driven by genuine spot accumulation or leveraged derivatives positioning.

Is this a signal or prediction service?

No. We surface raw, mathematically verified market activity so you can act on data, not hype. It is a tool for refining your own analytical models, not financial advice.

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