---
title: "SIX Exfeed's SIX Flow Analytics Hourly product guide at SIX Swiss Exchange; per-day order-flow insights by market participant groups"
sdDatePublished: "2026-04-27T16:05:00Z"
source: "https://www.six-group.com/dam/download/market-data/exfeed/analytics/six-flow-analytics-hourly-product-guide.pdf"
topics:
  - name: "financial service"
    identifier: "medtop:20001370"
  - name: "stock broking"
    identifier: "medtop:20000292"
  - name: "financial and business service"
    identifier: "medtop:20000271"
locations:
  - "Zürich"
---


SIX Exfeed's SIX Flow Analytics Hourly product guide at SIX Swiss Exchange; per-day order-flow insights by market participant groups

SIX

© SIX 02.2026
SIX-SFAH-GDE-120/E
Version 1.20, 10.02.2026
C1 Public

SIX Exfeed
SIX Flow Analytics Hourly (SFAH) Product Guide

SIX Exfeed
SIX Flow Analytics Hourly (SFAH) Product Guide
SIX-SFAH-GDE-120/E
Version 1.20, 10.02.2026

C1 Public
Page 2

Table of Contents
1
Introduction ................................................................................................................................................................ 3
1.1
Purpose and Scope ............................................................................................................................................................... 3
2
Data Format ................................................................................................................................................................ 3
2.1
File Format ............................................................................................................................................................................. 3
2.2
File Name ............................................................................................................................................................................... 3
3
Data Content ............................................................................................................................................................... 3
3.1
Security Universe .................................................................................................................................................................. 3
3.2
Execution Venues Covered .................................................................................................................................................. 4
3.3
Market Participant Classification ........................................................................................................................................ 4
3.4
Data Fields ............................................................................................................................................................................. 4

SIX Exfeed
SIX Flow Analytics Hourly (SFAH) Product Guide
SIX-SFAH-GDE-120/E
Version 1.20, 10.02.2026

C1 Public
Page 3

1
Introduction
1.1
Purpose and Scope
This Product Guide provides relevant information on SIX Flow Analytics Hourly (SFAH) according to the General
Terms and Conditions for SIX Flow Analytics Services (cf. Section 2 and 3.1 GTC).
This Product Guide does not take precedent over the Agreement on SIX Flow Analytics Services (including the
General Terms and Conditions for SIX Flow Analytics Services).
2
Data Format
2.1
File Format
SFAH is provided in a delimited text file (CSV) that uses a semicolon (“;”) to separate values.
2.2
File Name
The CSV file containing data for trading day YYYY-MM-DD has the file name “six_flow_hourly_YYYYMMDD.csv”. For
example, the data for June 20, 2022 is provided in the file called “six_flow_hourly_20220620.csv”.
3
Data Content
SFAH provides insights into the order flow on SIX Swiss Exchange by market participant groups per day and security.
3.1
Security Universe
SFAH is computed for securities in the following trading segments subject to the corresponding inclusion
requirements:
Trading Segment Name
Trading segment ID
Inclusion requirements
Blue Chip Shares
26 (until and including 4 December 2020)
and 25 (from 7 December 2020)
-
At least 20 trades
Mid-/Small-Cap Shares
591
-
At least 20 trades
ETF
584
-
At least 20 trades
-
At least three registered market makers
ETP
588
-
At least 20 trades
-
At least three registered market makers
Table 1
Security universe
The inclusion requirements are evaluated for each day, separately.

SIX Exfeed
SIX Flow Analytics Hourly (SFAH) Product Guide
SIX-SFAH-GDE-120/E
Version 1.20, 10.02.2026

C1 Public
Page 4

3.2
Execution Venues Covered
SFAH is computed for executions on the following order books:
Trading Segment Name
Order books
Blue Chip Shares
CLOB
Mid-/Small-Cap Shares
CLOB
ETF
QDM
ETP
QDM
Table 2
Execution venues covered
3.3
Market Participant Classification
The order flow is classified into «Customer» flow and «Non-customer» flow according to the following procedure:
Classification
Order books
«Customer» flow
Trading under the risk-less principal capacity and not
originating from a Sponsored Access User
«Non-customer» flow
Order flow not classified as «Customer» flow
Table 3
Market participant classification
3.4
Data Fields
Field name
Format
Definition
date
str
Date in YYYY-MM-DD format
isin
str
ISIN code
currency
str
Trading currency
group
str
ID for symbol grouping (board only)
trading_segment_id
str
ID for trading segment
time_bucket
time
09:00-10:00
10:00-11:00
11:00-12:00
12:00-13:00
13:00-14:00
14:00-15:00
15:00-16:00
16:00-17:00
17:00-18:00
Time intervals are left-closed and right-open, i.e. [x,y).
The full hour at time y is assigned to the next interval.
trade_imbalance_customer
int
Buy minus sell number of shares executed of customers
aggressive_trade_imbalance_customer
int
Buy minus sell number of shares aggressively executed of
customers during continuous trading
passive_trade_imbalance_customer
int
Buy minus sell number of shares passively executed of
customers during continuous trading
auction_trade_imbalance_customer
int
Buy minus sell number of shares executed of customers during
the auctions and Trading-At-Last

SIX Exfeed
SIX Flow Analytics Hourly (SFAH) Product Guide
SIX-SFAH-GDE-120/E
Version 1.20, 10.02.2026

C1 Public
Page 5

Field name
Format
Definition
trade_volume_customer
int
Total buy and sell number of shares executed of customers
aggressive_trade_volume_customer
int
Total buy and sell number of shares aggressively executed of
customers during continuous trading
passive_trade_volume_customer
int
Total buy and sell number of shares passively executed of
customers during continuous trading
auction_trade_volume_customer
int
Total buy and sell number of shares executed of customers
during the auctions and Trading-At-Last
trade_volume
int
Total buy and sell number of shares executed
aggressive_trade_volume
int
Total buy and sell number of shares aggressively executed
during continuous trading
passive_trade_volume
int
Total buy and sell number of shares passively executed during
continuous trading
auction_trade_volume
int
Total buy and sell number of shares executed during the
auctions and Trading-At-Last
trade_value
float64
Total buy and sell value executed denominated in trading
currency
aggressive_trade_value
float64
Total buy and sell value aggressively executed during
continuous trading denominated in trading currency
passive_trade_value
float64
Total buy and sell value passively executed during continuous
trading denominated in trading currency
auction_trade_value
float64
Total buy and sell value executed during auctions and Trading-
At-Last denominated in trading currency
Table 4
Data fields

SIX Exfeed Ltd
Hardturmstrasse 201
8005 Zurich
Switzerland
T +41 58 399 2977
© SIX 02.2026