by TrueDataIndicator — Big Trades
Big Trades marks large aggressive executions at the price they traded, sized by how many lots went through. Historical markers are rebuilt from raw ticks; live markers come from the realtime trade feed. Buy or sell is decided from the bid and ask quotes when they are available and from the tick rule otherwise. A marker is evidence of executed aggressive volume, not proof that it came from one institution.
It is an indicator, so it works on a plain candlestick chart as well as the cluster (footprint) chart. Traders who want a clean chart with the information that matters can add it on candles, OHLC, Heikin Ashi, range bar, tick range and tick number charts.
Labels follow zoom
Labels behave like the numbers inside a cluster chart. Zoomed in, every marker shows its size. Zoom out and the markers stay while the labels thin out, largest first, until only the biggest prints keep theirs. A print above the Always Label From size is labelled at any zoom, so a 500-lot execution is still readable on a full-day view where ten-lot prints have collapsed to plain bubbles.
| Candle width | What is labelled |
|---|---|
| 12 px or wider | Every marker large enough to hold a label. |
| Between 5 and 12 px | The threshold slides from the minimum lots up to the always-label size as you zoom out. |
| 5 px or narrower | Only prints at or above the always-label size. |
Set Labels to Always for the old behaviour or Never for markers only.
Settings
Open Indicators, click the Big Trades entry under Added, and use the Settings pane.
| Setting | What it does |
|---|---|
| Detection | Individual prints evaluates each exchange print. Cumulative prints groups consecutive same-side prints to reveal split execution. |
| Group Window / Price Tolerance | Cumulative only. How far apart in time and price executions may be while still counting as one print. |
| Aggressor Side | Show both sides, buys only or sells only. |
| Minimum / Maximum Lots | The displayed size band. Zero disables the upper boundary. |
| Marker / Size Scaling / Marker Scale / Minimum and Maximum Size | Shape and threshold-relative sizing. Square-root scaling is the clearest default for heavy-tailed sizes. |
| Marker Opacity / Buy and Sell Color | Appearance by aggressor side. Labels stay fully opaque. |
| Visible Marker Budget | Caps work per frame; the largest prints are kept in exceptionally dense views. |
| Labels | Follow zoom (default), Always or Never. |
| Always Label From | Lots from which a print keeps its label at any zoom. Zero uses five times the minimum lots. |
| Label Unit | Lots or the raw executed quantity. |
Changing a detection setting reprocesses the cached ticks in a background worker and does not request the same history again.
Plans and history
Big Trades is available on the Pro and Max plans. Live markers work the same on both. Historical markers are rebuilt from raw ticks: the Pro plan loads the last three trading days (weekdays, including the current one), while the Max plan has no limit and keeps loading older history as you scroll back.
Moved from Footprint settings
Big Trades used to be a group inside the Footprint settings tab, which made it cluster-chart only. A layout saved with that switch on is carried over: the indicator is added to the chart automatically and appears in the legend, and removing it from the chart turns detection off.