Overview
Tsize highlights individual trade prints by size, making unusually large trades visually stand out from the surrounding order flow.
What's covered
- What Tsize flags — Individual trades above a chosen size threshold are visually marked (color/highlight), separate from the aggregate cluster or DOM data — a way to catch standout single prints as they happen.
- Set the size thresholds — The size cutoff determines when a trade gets flagged, and it is instrument- and liquidity-dependent — what counts as a "large" trade on a thin altcoin pair is routine size on BTC, so it needs recalibrating per market rather than reused as one global number. Tuning it separates genuinely significant size from routine flow.
- Multiple thresholds — You can typically layer more than one size tier (e.g., a mid-size and a large-size threshold with different colors) to distinguish moderately large prints from truly outsized ones at a glance.
- Relationship to the tape — Tsize is functionally the chart-level counterpart to filtering large trades in the DOM's tape — the same underlying idea (surface unusually large size), applied directly on the price chart instead of a scrolling list.