Large-tick instrument

A large-tick instrument is one whose minimum price increment is large relative to how much its price usually moves, so that the bid-ask spread sits at one tick almost all the time and long queues form at each price. Price then moves in discrete jumps when a queue is exhausted. A small-tick instrument is the opposite: spreads of several ticks, thin queues and a nearly continuous price.

Senzoukria · Glossary · Updated September 2026


What makes a tick large

Whether a tick is large is relative: it depends on the tick compared with the instrument's price, its volatility and the size traders want to trade. The practical signs are a spread that is almost always the minimum, deep queues at the best bid and ask, and price changes that happen one tick at a time when one of those queues runs out. ES behaves this way during regular hours: the spread is usually one tick of 0.25 index points and the best levels hold hundreds of contracts.

Many crypto pairs sit at the other end. Their native price increments are tiny relative to price, so the book is spread over many ticks, the spread often spans several of them and each level holds little size.

What changes for order flow reading

Large-tick versus small-tick behavior
AspectLarge-tickSmall-tick
SpreadPinned at one tickSeveral ticks, variable
QueuesDeep; priority mattersThin; price matters more than place
Price movesDiscrete, when a queue is exhaustedNear-continuous
Informative book signalQueue sizes at the best bid and askDepth over several levels
Footprint at one tick per rowReadableMostly empty rows unless grouped

A worked comparison

At an index level of 5,000, one ES tick of 0.25 is 0.005% of price. A pair trading near 60,000 with a native increment of 0.1 has a tick of about 0.00017% of price, roughly thirty times smaller in relative terms. Drawn one row per native tick, a footprint of that pair spreads its volume across hundreds of nearly empty rows, which is why crypto footprints are grouped into a coarser price step.

In Senzoukria

On crypto charts the footprint step is chosen automatically per pair: from the pair catalogue when it defines one, otherwise 0.005% of the last price rounded to a 1-2-5 value, otherwise the quote step, and the chart shows the step and its origin. On futures the footprint uses the contract's tick, and price level grouping is available when a coarser row is wanted. The Microstructure overlay's queue imbalance, which compares the sizes at the best bid and ask, is the kind of reading that is most informative on large-tick books such as ES.

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Frequently asked questions

Is ES a large-tick instrument?
During regular trading hours it behaves like one: the spread is usually a single tick and the best bid and ask hold deep queues, so price moves when those queues are consumed. Outside regular hours the book is thinner and the distinction is less sharp.
Why does the distinction matter for a trader?
Because the source of execution cost changes. On a large-tick instrument the price is fixed by the grid and the difficulty is getting through the queue; on a small-tick instrument queues are short but the spread and the price level chosen matter more. Signals built from queue sizes travel poorly from one kind to the other.

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