Order Flow

Order Flow is a feed of unusually large orders — big enough to stand out against what the stock normally trades — newest first, with whether a buyer or a seller drove each one.

Reading a row

• Side — BUY or SELL. ·ASK means the buyer paid the asking price — they were in a hurry. ·BID means the seller accepted the bid.
• Value and Shares — the order’s size in dollars and shares.
• Fills — a big order often arrives as many small trades seconds apart; BreakoutScan stitches them back into one. “6×” means six fills.
• % avg — the order’s size against the stock’s average daily volume. A single order worth 10% of a normal day is a lot.
• D badge — the trade was reported from off-exchange (a “dark” venue) after it happened.

Filters worth knowing

Narrow by side, aggression, venue, order size or market cap. Ticker signal today finds stocks with a pattern in the day’s orders — for example Absorption (buyers keep taking shares on a red day) or One-sided $ (most of the big money went one way).