The adaptive model tracks spikes in market high-frequency algorithm activity

Widget appearance

Widget Placement

To add the "HFT activity” tool to your workspace, first click on the "Widget menu" button at the top of the platform. Then click on the button with the same name in the "Microstructure" section.

Widget location

Access to the model

The model is available on the Pro plan.

Functionality of the tool

HFT activity is a scanner that displays in real time abnormal spikes in market high-frequency algorithms and acceleration of tape prints. The user receives the information in the form of a table.

The visualization model has 12 color values - 6 shades of different tones of green (for purchases) and red (for sales) depending on the intensity and significance of the volume.

Three filters are used in the widget:

1. filter by timeframe;
2. filter by weight;
3. filter by instrument.

By default, the filter value for the timeframe is 5m. This means that the tool will evaluate the intensity of the order flow with aggregation on a 5-minute timeframe and in case of detecting any abnormal activity, it will send a signal to the user. The following timeframes are available:

• 1m (one minute);
• 5m (five minutes);