Flows and catalysts
Price is the output of who was buying and who was made to sell. Earnings are the story the flow tells afterwards.
Flow rows
A flow row is one investor type, one session, one market or symbol.
| Field | Note |
|---|---|
date |
Session date in the venue's local calendar. |
investorType |
individual, foreigner, institution,
other_corporation.
|
netBuyValue |
Buy minus sell, in the market's own currency. |
turnoverValue |
Session turnover. Stored on the same row on purpose. |
source |
Where the figure came from, because same-day numbers are provisional until the close. |
Net buying without turnover is a half-fact. Foreigners selling on collapsing volume and foreigners selling into a record tape are opposite events with the same net number, so the two fields live on one row and are read together.
Catalysts
A forced seller is on a schedule, and the schedule is usually public: index deletions, lockup expiries, filing deadlines, scheduled prints. The catalyst table holds dated forward events and the assets each one touches, so position sizing accounts for the next known event rather than only the idea in front of you.
The decisions queue reads the same calendar. A decision whose trigger is "after the print" is not a decision until the print has a date.