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Big Trade

Large trades

Every large block, at its exact price and time.

Big Trade
The add-on window, drawn by its own code over a hundred seconds of synthetic session — range, buying pressure and absorption. It is not a mock-up, but it is not live market either: it shows what the tool measures, not a trade.

What it is for

Marks every large trade on the chart, and defines “large” without an absolute number: a print counts when it sits in the upper tail of the recent distribution AND is a real multiple of the typical print. Both conditions are needed, because each one alone breaks down.

Mode

Heuristic

Trades and BBO. The threshold is recomputed over the recent distribution; it is not a constant.

Requirements

  • Bookmap with live data
  • Futures (ES/MES) or crypto
  • miggy-big-trade.jar

What it measures

How to read it

Three tiers
Large, very large and huge. A print right at the threshold and one ten times bigger are not the same event.
The median, not the mean
The baseline for “normal” is the median: on a one-lot tape with occasional blocks, the mean is dragged by the very events being measured against it.
Measured follow-through
“Size comes in and price follows”, but always with its sample count beside it. A percentage without its n cannot be checked.

What it does NOT mean

A large block does not say who is right: it says someone with size crossed the spread. The measured follow-through describes what happened the last n times, not what happens now.

⚠️ Decision support for 100% manual execution. It places no orders, automates nothing and is not financial advice.