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Speed Print

Overview of the Search Tool for Anomalous Order Flow Accelerations

Resonance Team avatar
Written by Resonance Team
Updated over 4 months ago

About the Tool

Speed Print is a search algorithm designed to detect anomalous accelerations in order flow based on executed trades.

The primary function is monitoring "speed" exceedances in the number of trades across all order flows, exchanges, and trading pairs, which helps identify abnormal trading activity.

The tool can be accessed in the RTT window via the top menu.

Speed Print consists of two components:

  • Table (see details below).

  • Chart (see details below).

Table

Note: To open the chart, you need to click on any ticker in the table or click on the corresponding button in the table header.

Верхнее меню окна содержит:

  1. The top menu includes:

    • Filter by:

      • Ticker

      • Exchange type

      • Exchange

      • Index group

  2. Synchronization of Ticker Input Field.

  3. Table Columns.

  4. Filtering Options.

  5. Button that opens the SP chart

  6. Displayed Results / Total Results in the Table.

  7. Link to Documentation.

Table Columns

  • Exchange

  • Unified Ticker

  • Number of Trades

  • Average Number of Trades

  • Trade Count Delta

  • Change in Trade Count

  • Trade Count Coefficient (Z-Score)

  • Price

  • Price Coefficient (Z-Score)

  • Price Change (%) Over Timeframe

  • Timeframe Volume (BTC)

  • Daily Volume (BTC)

  • Bar Closing Time

Filtering Options

  • Filters are available for the following ranges:

  • Number of Trades (from/to)

  • Average Number of Trades (from/to)

  • Trade Count Delta (from/to)

  • Change in Trade Count (from/to)

  • Trade Count Coefficient (from/to)

  • Price Coefficient (from/to)

  • Price Change (%) (from/to)

  • Timeframe Volume (BTC) (from/to)

  • Daily Volume (BTC) (from/to)

Chart

Note: To open a chart, select any ticker from the table.

The chart header includes:

  1. Window Title.

  2. Exchange Icon and Name.

  3. Displayed Ticker Name.

  4. Data Selection Menu for Visualization:

    • Number of Trades per Minute.

    • Average Number of Trades per Minute.

    • Trade Count Coefficient (Z-Score per Minute).

    • Price Coefficient (Z-Score per Minute).

    • Trade Count Delta (number of buy trades minus sell trades per minute).

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