Large orders: Big Trades and Deep Trades

On a classic candlestick chart, nothing distinguishes a minute in which a thousand small orders traded from a minute in which a single player bought 300 contracts at once. Large order detection tools fill that gap: they isolate the significant executions and mark them on the chart, at their price and time.

In DeepChart, two tools do this job. Big Trades spots executions above a threshold and extends their level on the chart. Deep Trades relies on MBO data to isolate and classify large activity. They are read the same way: a large order is not a signal, it is a level, whose value depends on what price does next.