We would like a diagram which shows the direction of the data flow including the initiator.

The arrow indicates the direction in which the data flows, and we'll use a red circle at either end of the arrow to indicate which of the parties started the data flow.

Example: If the red circle is at the arrow part of the arrow, the destination system requested the data and is therefore the initiator. Had the red circle been at the non-arrow part of the arrow, the source system pushed the data to the destination system, and is therefore the initiator.