Calibrate Order Flow for your instrument
Adjust quantity, time and price thresholds to the data you actually observe.
Start with a baseline
The initial configuration is an interface starting point, not a validated trading preset: a 5-second window, 100-contract volume floor, 3 refill samples and a 2-to-1 executed-to-visible ratio. Observe representative market activity before selecting thresholds. Do not transfer a contract-volume threshold between unrelated instruments without recalibrating it.
Time and volume
Window (ms) controls non-overlapping time buckets for execution patterns. Only completed buckets fully observed after the latest gap are evaluated. Minimum volume applies separately to each aggressor direction. Raise it to show fewer small patterns; lower it to include more activity. A longer window can combine unrelated executions.
Iceberg and absorption
Refill samples is the number of consecutive-snapshot comparisons at a traded price that must contain executions while retaining at least 80% of the previous displayed size. Executed / visible compares executed volume with the largest displayed size measured in those comparisons. Absorption span limits the high-to-low price range of same-direction executions in a bucket. These rules identify candidates, not hidden-order identity.
Sweeps and the order book
Sweep span is the minimum tick distance, with at least three traded prices progressing monotonically in the aggressor direction. Book levels per side selects up to 30 available depth levels. Imbalance (%) applies to 100 × (bid quantity − ask quantity) / (bid quantity + ask quantity). Liquidity change requires both its quantity and percentage thresholds across matched prices.
Change one setting at a time
Use Activity and the chart to compare the evidence before and after a threshold change. Reset thresholds restores the starting configuration. Settings recalculate the retained recent history. Thin markets, fast markets and different sessions need different observation windows; the software does not promise an optimal instrument preset.
Still need a hand?
Get in touch with the EdgeX team.