Feature Request - Level 3 MBO Single-Purchaser Order Filtering for Big Trades Indicator

Description: I would like to request an upgrade to the Big Trades / Adaptive Big Trades indicators to fully leverage CME/Rithmic Level 3 Market-by-Order (MBO) data by isolating singular market participants.

Implement a "Single Order ID" filter within the Big Trades indicator. Since ATAS already supports the MBO Bundle, the indicator should track the specific exchange-assigned Order IDs.

  1. Filter By Unique Entity: An option in the Big Trades settings to "Ignore Aggregated Time Stamps" and strictly analyze individual Order IDs.

  2. Map Single Large Orders: Highlight the visual marker on the chart only if a singular, continuous transaction ID satisfies the minimum volume threshold.

This should also allow ATAS to keep pace with competitors that already offer this granularity.

This addition would drastically improve the accuracy of volume analysis in ATAS by eliminating structural noise and mapping real, singular institutional intent.

I appreciate the consideration and your incorporation of user feedback.

Please authenticate to join the conversation.

Upvoters
Status

In review

Board

💡 Feature Request

Date

1 day ago

Author

Brent

Subscribe to post

Get notified by email when there are changes.