Volume modes and every threshold
Understand what each volume mode measures and how to control the density of sound.
Individual and rolling modes
Individual trade uses the size of each execution. Rolling time window sums captured executions over Window (ms). Rolling volume at price groups executions at the current price inside that window. Nearby price volume adds activity within Nearby price range (ticks). These modes summarize executions, not resting orders.
Adaptive and profile modes
Adaptive trade intensity compares size with a smoothed average; Sensitivity and Smoothing affect its response. It is separate from automatic alert thresholds. Captured volume profile accumulates volume at price from monitoring start. Relative profile volume compares activity with that captured distribution. Analysis lookback controls retained context. Neither captured profile is a guaranteed complete exchange session.
Size and timing controls
Minimum trade size, Maximum audible trade size and Audible trade side filter ordinary trade sounds and spoken trades, not the underlying analytics. New price only reduces repeated-price cues. Sound interval limits ordinary tone frequency. Alert cooldown spaces alerts. Voice interval limits spoken updates. Shorter intervals are more detailed but can make the tape harder to follow.
Alert thresholds and switches
Large trade threshold measures a single print. Volume surge threshold measures accumulated activity in the configured window. Imbalance ratio compares classified buy and sell activity. Volume alerts is the master switch for large prints, surges and imbalance, each of which also has its own switch. Delta and fast-tape switches are independent. Alert sounds controls audible alert tones; inspect the event log alongside audio.
A practical manual example
Choose thresholds after observing the same contract and session. Templates are starting points, not a promise that a particular size is unusual.
Still need a hand?
Get in touch with the EdgeX team.