Block Trades
A block trade is an unusually large print relative to the symbol's normal activity. BlitzPulse flags these as context because size can change how a move should be interpreted.
What Counts As Unusual
The same print size can mean different things for different symbols. A trade that is ordinary for SPY may be extreme for a thinly traded small-cap stock.
BlitzPulse evaluates block activity against symbol-specific context, such as:
- recent average trade size
- notional value
- relative volume
- volatility regime
- time of day
What It Can Suggest
Large prints can point to meaningful participation, especially when they occur:
- near a volume profile level
- during a breakout or breakdown
- after a long consolidation
- with confirming price and approximate CVD behavior
What It Does Not Prove
A large print does not automatically mean informed buying or selling. It may be portfolio rebalancing, hedging, market making, delayed reporting, or a negotiated transaction. Direction and intent are uncertain without more context.
How BlitzPulse Uses It
Order Flow Insights treats block trades as one ingredient in a confluence score. The system should prefer repeated, context-aligned activity over a single large print.
Practical Guardrails
- Compare size to the symbol's own history.
- Avoid overreacting to one print near the open or close.
- Look for confirmation from price structure and risk context.
- Keep position sizing independent from any one order-flow clue.