Short Liquidation Volume
Short liquidation volume, rolling.
What it measures
Notional volume of forced short liquidations over the rolling window, summed from exchange liquidation feeds. Short liquidations are forced buys into a rising market — the mechanical fuel of short squeezes. Read together with long-side volume to see which side of the leverage is being unwound.
References: Liquidation pulse + imbalance.
Point-in-time, leak-free
Like every QUANT_API feature, liquidations.liq_short_vol is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.
Windows & transforms
The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:
Plan & access
liquidations.liq_short_vol unlocks on the Signal plan ($99/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required.
Example call
Resolve the latest value for BTC (5m window, delta transform — both available on the Signal plan):
curl -G https://api.quant-api.dev/v1/features/live \
-H "Authorization: Bearer fk_live_<your_key>" \
--data-urlencode "asset=BTC" \
--data-urlencode "features=liquidations.liq_short_vol@5m:delta"Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.