Whale Tape · Microstructure

Large trade tape, filtered for size.

Monitor aggressor-side flow and individual large trades across exact venue / market selections with flexible notional thresholds.

Asset Exchange Market Min trade

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Trade side BUY / SELL = aggressor side

It describes which side crossed the spread, not a LONG / SHORT recommendation.

Flow delta Descriptive notional

Buy-minus-sell notional is a tape observation, not a forecast probability.

Coverage Exact venue + market

No current events means unavailable for that selection; it is never interpreted as neutral.