Taker flow splits each trade by the side that crossed the spread: a taker buy lifts the offer, a taker sell hits the bid. Net taker flow is taker buys minus taker sells in notional dollars (underlying exposure traded, not margin). A taker buy can open a long or close a short, so read it with the change in open interest. Where a venue publishes them, positioning shows the share of accounts holding a long (overall, and among the largest 20% of accounts, which hold most of the open interest), the funding rate (positive = longs pay shorts) and liquidations (positions force-closed). Days are US Eastern; only completed days are shown. Questions?
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