Where does the data come from?

VandaTrack uses actual retail flow data and does NOT use any other market-based indicators as inputs (Twitter references, call volumes or changes in price). In other words, the data is not derived or implied.

The notional flow looks small, is it only a subset of all retail flows?

VandaTrack data covers the vast majority of retail originated trades. Users can only visualize net purchases (total buy minus sell orders) rather than the total turnover. Total retail volumes are 17-20 times larger than the net numbers displayed on VandaTrack.

What do you include in "Aggregate flows"?

The aggregate flow is the sum of all net purchases of US-traded securities. 

When is the data updated?

VandaTrack updates daily at (T+1, 07:00 am GMT)

How many securities do you cover?

The entire US stock market (~9000 securities).