Stocks Flow Outliers API

Endpoint

GET /v1/flow/stocks/outliers

Auth required (X-Api-Key) Rate Limited: Yes Alpha plan+

Parameters

Name	In	Required	Default	Description
`limit`	query	no	20	Rows returned, clamped to `1..200`
`minTrades`	query	no	20	Minimum trades for a symbol to qualify
`windowMinutes`	query	no	240	Lookback window, clamped to `1..10080`

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/stocks/outliers?limit=20&minTrades=100&windowMinutes=240"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/stocks/outliers",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"{data['qualified']} of {data['tracked']} symbols qualified")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/stocks/outliers",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.qualified + " of " + data.tracked + " symbols qualified");

API Key

Response

{
  "generatedUtc": "2026-05-12T18:42:10Z",
  "windowMinutes": 240,
  "tracked": 1840,
  "qualified": 845,
  "limit": 20,
  "outliers": [
    {
      "symbol": "NVDA",
      "tradeCount": 184200,
      "buyVolume": 2845000,
      "sellVolume": 1999800,
      "midVolume": 84200,
      "netVolume": 845200,
      "imbalancePct": 0.42,
      "skew": 1.42,
      "notional": 5840000000,
      "netNotional": 1015800000,
      "biggestTrade": 250000,
      "biggestTradeUtc": "2026-05-12T17:18:42Z",
      "biggestAgeSec": 5008,
      "lastVwap": 1202.18,
      "lastTradeUtc": "2026-05-12T18:42:08Z",
      "lastTradeAgeSec": 2
    }
  ]
}

Key Response Fields

Field	Type	Description
`generatedUtc`	string	Generation timestamp
`windowMinutes`	integer	Effective lookback window
`tracked`	integer	Symbols scanned
`qualified`	integer	Symbols that met filters
`limit`	integer	Effective output limit
`outliers[]`	array	Outlier rows (same shape as options outliers): `symbol`, `tradeCount`, `buyVolume`, `sellVolume`, `midVolume`, `netVolume`, `imbalancePct`, `skew`, `notional`, `netNotional`, `biggestTrade`, `biggestTradeUtc`, `biggestAgeSec`, `lastVwap`, `lastTradeUtc`, `lastTradeAgeSec`

Errors

Status	Description
`403`	Requires Alpha plan or higher
`502`	Upstream flow data source unavailable

About

Same response shape as options outliers, applied to the equity universe. Use minTrades to filter out thin tape and limit to cap output size. Cached 30 seconds on the server.

Common Use Cases

Scan for unusual equity activity - rank outliers[] by skew and absolute netNotional to surface the most one-sided names across the universe
Quantify directional lean - read imbalancePct and signed netVolume to size how far buyers or sellers dominate each outlier's tape
Run a fresh big-print radar - filter on a low biggestAgeSec (with biggestTrade/biggestTradeUtc) to catch institutional prints that landed seconds ago
Filter out thin tape - raise minTrades and check qualified vs tracked to confirm enough symbols cleared the participation floor before trusting the ranking
Add execution and freshness context - pull lastVwap for slippage and lastTradeAgeSec to drop stale names from alerts
Generate pairs ideas - contrast skew across correlated tickers to find divergent flow for a relative-value setup

Complementary endpoints

Stocks Leaderboard - the net-notional top-N ranking that pairs with this skew/imbalance view
Stocks Summary - drill into a single outlier's flow totals
Stocks Recent - inspect the per-trade tape behind a flagged symbol
Options Outliers - the matching outlier scan for the options tape (same response shape)