Big Trades (volume bubbles)

Big Trades draws large executions as bubbles on the chart. Prints are merged within a fixed millisecond window at the same price and side, filtered by an absolute, relative or automatic threshold, and only the largest bubbles are drawn on top.

Senzoukria · Documentation · Updated September 2026


Where to find it

Where
Chart → Indicators → Overlays → Big Trades
Default
On; Manual mode, Window 100 ms, Absolute filter, Min trade size 50, Max shown 500
Radii (manual)
Min 15 px, Max 25 px; Auto mode 3–34 px
History
Historique 0 = whole loaded history; older installs keep their persisted 15 min

What it does

Big Trades groups consecutive prints that share a price and an aggressor side inside an aggregation window (100 ms by default, MotiveWave parity) and keeps the aggregates that pass the filter. Each kept aggregate is drawn as a bubble whose radius follows the chosen scale law (square root by default, so area is proportional to volume), colored by aggressor (buy #4ade80, sell #fb7185) or neutral, with an optional label. Only the Max shown largest bubbles are painted, largest on top.

Composition distinguishes a 50-lot block from fifty 1-lot prints: an aggregate with at least Creuse dès prints (10 by default) is drawn hollow, a block is drawn full. Power bursts (Rafales) are a separate detection: a zone is flagged when the volume of a short window exceeds a multiple of the normal 30-minute rate, above a floor.

Auto mode calibrates the threshold and the radii together on the 100 ms aggregates of the last 30 minutes of detailed flow (at least 200), independently of the zoom. Its five-step selectivity gauge keeps roughly one aggregate in 100, 300, 1 000, 3 000 or 10 000; archives are excluded from calibration and Auto is unavailable with second-resolution ticks. The step, threshold and warm-up state are printed on the chart.

Settings

Main Big Trades parameters as declared in the Indicators modal
SettingDefaultWhat it changes
Auto (off = Manual)OffCalibrates threshold and radii on recent flow; manual values are kept
Selectivity (Auto)Medium · 1 in 300Gauge: Weak 1/100, Medium 1/300, Strong 1/1 000, Extreme 1/3 000, Ultra 1/10 000
Min / max radius (Auto)3 / 34 pxRadii used in Auto mode
AggregationWindow ms (fixed)Fixed millisecond window, or the older zoom-following column
Window100 ms (10–2000)Prints merged within this window at the same price and side
FilterAbsolute thresholdAbsolute (feed unit), Relative (× median) or rolling percentile (Auto)
Min trade size50 (0–5000)Absolute threshold; ignored by the Auto filter
Percentile (auto)99.5 % (90–99.9)Rolling percentile of recent aggregates, 30 min window smoothed 5 s
Sensitivity50 % (5–100)Relative filter only: threshold = ratio × median
Max shown500 (0–4000, 0 = inf)Cap on drawn bubbles; Auto uses the gauge with a 3 000 render guard
Composition / Creuse dèsOn / 10 printsHollow bubble when an aggregate has at least N prints
Rafales (zones)Off; 5 s, 8×, floor 100, #c084fcPower-burst zones on volume spikes versus the normal rate
Historique0 min (= all)N minutes before the visible right edge; 0 = whole loaded history
Value / Size / TextVolume / Volume total / AutoWhat the bubble measures, what sizes it, what is written in it
Style, colors, opacityNormal, aggressor, 79 %Normal / 3D / Néon / Verre; body opacity leaves outlines at full strength
Rayon min / max15 / 25 pxManual radii (MotiveWave counts diameters 30/50)
Outline / Text min radiusOn #000000 / 9 pxBubble outline and the radius below which no text is written

Rebuilding the bubble history

Historical bubbles come from the big_trades table, which is filled by the live tap and by the history drain of missing windows only. Once the bar cache is complete, no drain is scheduled and older days stay empty of bubbles. The "Rebuild the bubble history" button under the Big Trades settings re-drains ticks for bubbles only (bars and coverage untouched) over 24 h (~2.7 M ticks, a few minutes), 3 days (~8 M ticks) or 7 days (~19 M ticks, long, run outside session hours). It needs a chart context (symbol, exchange) and reports progress; a broker that refuses tick history (rp_code 13) stops it.

Limits or pitfalls

  • Sensitivity is disabled with the Absolute filter and Min trade size with the Auto filter; the modal greys them with the reason.
  • Bubble sizes are computed on the drawn bubbles, so changing Max shown changes the scale.
  • Tick history is billed by the data provider; rebuilding 7 days mobilises the gateway for a long time.

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Frequently asked questions

Why do I see far too many bubbles?
In Manual mode raise Min trade size or lower Max shown. In Auto mode move the selectivity gauge one step: each step keeps about three times fewer bubbles.
What does a hollow bubble mean?
With Composition on, an aggregate made of at least the configured number of prints (10 by default) is drawn hollow: many small executions rather than one block.
Why is the past empty of bubbles?
Bubbles are stored only for periods the app tapped live or drained as missing. Use the rebuild button to re-drain 24 h, 3 days or 7 days for bubbles only.

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