The Sandbox (SAND) Futures market data

Five-minute candles with a range several times the usual one. 3 in the last 24 hours, 7 in 7 days.

• Oct 7, 15:55 Volatility spike 5m range 8.47% — 5.7× average, move +4.80%
• Oct 7, 01:25 Volatility spike 5m range 3.75% — 4.0× average, move +2.54%
• Oct 7, 00:45 Volatility spike 5m range 3.63% — 9.4× average, move +2.96%
• Oct 5, 14:35 Volatility spike 5m range 4.64% — 8.1× average, move −2.22%
• Oct 3, 03:00 Volatility spike 5m range 8.79% — 4.1× average, move +5.07%
• Oct 3, 00:20 Volatility spike 5m range 15.55% — 7.6× average, move −5.48%
• Oct 2, 07:05 Volatility spike 5m range 6.58% — 10.6× average, move +5.15%

Single futures trades large enough to matter, and bursts of them, with side and size. 4 in the last 24 hours, 10 in 7 days.

• Oct 7, 16:35 Whale sell $1.57M at 0.08297
• Oct 7, 16:02 Whale buy $1.04M at 0.08635
• Oct 7, 15:52 Whale buy $1.06M at 0.08026
• Oct 7, 08:40 Whale sell $1.15M at 0.07152
• Oct 5, 14:34 2 whale trades $3.58M total · buys $0 · sells $3.58M
• Oct 4, 04:52 Whale buy $1.94M at 0.07743
• Oct 3, 08:11 Whale sell $1.34M at 0.07445
• Oct 3, 07:33 Whale sell $1.37M at 0.07556
• Oct 3, 02:59 Whale buy $3.68M at 0.07369
• Oct 2, 11:25 Whale buy $1.39M at 0.0647

Five-minute candles with volume well above the recent average while the price moves. 15 in the last 24 hours, 82 in 7 days.

• Oct 7, 17:35 Volume spike $10.3M in 5m — 1.9× average, price −1.96%
• Oct 7, 16:35 Volume spike $11.3M in 5m — 2.8× average, price −2.39%
• Oct 7, 16:15 Volume spike $6.35M in 5m — 1.8× average, price +1.12%
• Oct 7, 15:55 Volume spike $29.2M in 5m — 16.0× average, price +4.80%
• Oct 7, 15:40 Volume spike $2.28M in 5m — 1.6× average, price +1.01%
• Oct 7, 15:05 Volume spike $2.99M in 5m — 2.4× average, price −1.08%
• Oct 7, 14:35 Volume spike $3.02M in 5m — 3.0× average, price +1.21%
• Oct 7, 11:40 Volume spike $2.83M in 5m — 3.0× average, price −1.12%
• Oct 7, 10:05 Volume spike $2.18M in 5m — 2.0× average, price +1.43%
• Oct 7, 06:15 Volume spike $1.9M in 5m — 1.5× average, price +1.05%

Large bid and ask orders close to the price that held for at least 30 seconds. 0 in the last 24 hours, 7 in 7 days.

• Oct 4, 12:36 Ask wall $320K at 0.07586 (+0.05% from price), 41.5× median level
• Oct 4, 02:15 Bid wall $259K at 0.0725 (−0.12% from price), 29.1× median level
• Oct 3, 20:29 Bid wall $297K at 0.07313 (−0.13% from price), 39.2× median level
• Oct 3, 07:02 Ask wall $446K at 0.07861 (+0.07% from price), 113.6× median level
• Oct 3, 03:29 Ask wall $571K at 0.07874 (+0.21% from price), 101.6× median level
• Oct 3, 00:03 Ask wall $251K at 0.06772 (+0.10% from price), 49.2× median level
• Oct 2, 11:13 Ask wall $1.48M at 0.064 (+0.19% from price), 196.0× median level

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 1 in the last 24 hours, 7 in 7 days.

• Oct 7, 15:56 Open interest up +5.32% New longs entering · OI $29.7M · price +11.75% in 15m
• Oct 5, 14:41 Open interest down −5.04% Longs closing · OI $24.1M · price −2.44% in 15m
• Oct 2, 14:35 Open interest down −5.67% Longs closing · OI $24.4M · price −4.65% in 15m
• Oct 2, 08:35 Open interest up +5.12% New longs entering · OI $17.6M · price +7.74% in 15m
• Oct 2, 08:01 Open interest up +7.86% New longs entering · OI $15.3M · price +0.76% in 15m
• Oct 2, 07:30 Open interest up +11.92% New longs entering · OI $12.8M · price +1.26% in 15m
• Oct 2, 07:00 Open interest up +5.23% New longs entering · OI $8.88M · price +3.15% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 3 in the last 24 hours, 12 in 7 days.

• Oct 7, 16:30 Price / funding divergence −0.0996% per 8h — shorts pay longs
• Oct 7, 04:46 Extreme negative funding −0.1914% per 8h — shorts pay longs
• Oct 7, 00:46 Price / funding divergence −0.0864% per 8h — shorts pay longs
• Oct 6, 04:31 Funding spike −0.0746% per 8h — shorts pay longs
• Oct 6, 00:30 Extreme negative funding −0.1714% per 8h — shorts pay longs
• Oct 5, 20:05 Extreme negative funding −0.1005% per 8h — shorts pay longs
• Oct 5, 11:08 Extreme negative funding −0.1003% per 8h — shorts pay longs
• Oct 5, 02:09 Extreme negative funding −0.1004% per 8h — shorts pay longs
• Oct 4, 21:49 Funding spike −0.0758% per 8h — shorts pay longs
• Oct 4, 12:45 Funding spike −0.0997% per 8h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 2 in the last 24 hours, 5 in 7 days.

• Oct 7, 16:00 Positioning divergence 54.7% of accounts long · long/short ratio 1.21
• Oct 7, 06:35 Positioning divergence 56.4% of accounts long · long/short ratio 1.30
• Oct 3, 01:20 Positioning divergence 53.0% of accounts long · long/short ratio 1.13
• Oct 2, 14:35 Positioning shift to short 46.3% of accounts long · long/short ratio 0.86
• Oct 2, 07:30 Positioning divergence 59.8% of accounts long · long/short ratio 1.49

Forced closes of long and short positions, grouped when several hit at once. 2 in the last 24 hours, 2 in 7 days.

• Oct 7, 15:52 Shorts liquidated $121K at 0.08154
• Oct 7, 04:52 Shorts liquidated $102K at 0.07145