APAC-US Futures Session Analyzer

I've spent last weekend exploring Databento's API and this came out of it.
Built to analyze ES-NKD futures correlation across APAC and US trading sessions.
Feel free to reach out on 𝕏 brvno with feedback or questions.

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Global Trading Sessions --:-- UTC
Tokyo 00:00-08:00
Europe 07:00-16:00
US 13:00-21:00
View Divergence tab for details ↓
ES-NKD Correlation
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Avg: --
Correlation Regime
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Spread Z-Score
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Liquidity Status
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ES Last
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NKD Last
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Price Charts

ES (E-mini S&P 500) --
NKD (Nikkei 225) --

Rolling Correlation (ES vs NKD)

High (>0.7) Medium (0.4-0.7) Low (0.1-0.4) Decoupling (0-0.1) Negative (<0)
Current Regime: --

Spread Analysis (Z-Score)

Extreme (±2.5σ) High (±2σ) Moderate (±1.5σ)
Normalized Spread Z-Score

Divergence Analysis

Live

Liquidity Windows

Optimal execution timing based on historical volume and spread analysis

Current Liquidity
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Best Hours (UTC)
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Worst Hours (UTC)
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ES Volume Heatmap (24h UTC)

Correlation by Trading Session

How ES-NKD correlation varies throughout the 24-hour cycle

Hourly Correlation Heatmap (UTC)

Historical Correlation (ES vs NKD)

Rolling Correlation Over Selected Period --

Correlation Summary

Average Correlation
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Max Correlation
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Min Correlation
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Std Deviation
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Divergence Events Timeline

Spread Z-Score with Event Markers

Significant Divergence Events

Events where |Z-Score| exceeded 2.0

Date/Time (UTC) Z-Score Direction Level Reverted Within
Load historical data to see events

Session Performance Comparison

Average correlation and volatility by trading session over the selected period

Correlation Distribution by Session

Historical Hourly Correlation Heatmap

Average correlation by hour over the selected period

Fetching market data...