FREE Big Trades Indicator
Detect large individual trades and sustained same-level aggression. See where size is hitting the market in real-time.
No account required
Standard NT8 chart with Big Trades bubbles highlighting reversal points
Standard volume bars hide the truth.
A 2,000 volume print over 5 minutes looks identical to a 2,000 volume block printed in 50 milliseconds. But the intent is completely different. WickLabs Big Trades cuts through the noise of aggregate volume and highlights exact moments of urgent execution and resting liquidity absorption.
Core Detection Engines
Two dedicated models for identifying aggressive intent.
Single Print
Detects large single-ticket executions instantly. Identifies block orders happening in a single transaction.
Close-up of a single massive block trade (Single Print mode)
Market Aggression
Accumulates consecutive prints hitting the exact same quote level to reveal sustained resting liquidity, before the price can shift.
Accumulated aggression at a support level (Market Aggression mode)
Complete Configuration Guide
Everything you need to know to dial in Big Trades for your specific instrument and trading style.
Detection Mode
Switch between Single Print and Market Aggression modes depending on whether you want to spot block orders or sustained absorption.
Note: Aggressor detection uses precise Bid/Ask tick logic by default.
Detection Mode selection dropdown
Volume Threshold & Cooldown
The Min Volume Threshold dictates exactly how much volume is required to emit a bubble, keeping your chart free of noise. Signal Cooldown enforces a slight delay between visual signals to prevent bubble clustering in dense environments.
Min Volume Threshold setting
Idle Timeout & Side Filters
When using Market Aggression, the Idle Timeout (ms) automatically closes the accumulation bucket if the market goes quiet—perfect for slower thick markets. Use the Side Filter to isolate only Buy or only Sell bubbles.
Idle Timeout and Side Filter settings
Visual Mapping & Limits
Bubbles scale dynamically between your configured Min/Max Sizes based on the volume processed. Anchor the bubbles to the Last traded price or the High/Low of the event. To ensure peak NT8 performance, historical bubbles max out at 500.
Visual Mapping and Limits settings
Platform & Data Requirements
Core infrastructure settings that must be correctly configured for Big Trades to function as intended.
Range Charts
DATA CLEANINGRange bars filter out time-based noise. By trading on pure price movement (e.g., 10 Range on ES), Big Trades signals become pinpoint accurate reversal indicators because the chart inherently ignores low-volume drift periods.
Tick Replay Requirement
REQUIREDBig Trades relies on raw Bid/Ask tick data. NinjaTrader 8 requires Tick Replay to be enabled on your Data Series for the indicator to calculate accurately on historical bars.
How to Install
From download to first signal in under two minutes.
Download the .zip
Click any download button on this page. No account required — the file downloads immediately.
Import into NinjaTrader 8
In NinjaTrader 8: Tools → Import → NinjaScript Add-On… and select the downloaded .zip file.
Add to Your Chart
Right-click any chart → Indicators → search for WickLabs Big Trades → click Add.
Enable Tick Replay
In the Data Series properties (right-click your chart → Data Series), check Tick Replay. Required for accurate signals on historical bars.
NinjaTrader data feed required
Big Trades uses raw Bid/Ask tick data. Make sure your NinjaTrader data connection supplies full tick data (e.g., Rithmic, Kinetick, or CQG). Without tick data, signals will not fire on live bars.
Pro-Tips: Market-Specific Scenarios
Baseline recommendations for identifying genuine outliers on the most traded futures instruments.
ES: Large BlocksSINGLE PRINT
- Min Volume Threshold100+
Logic: Single market orders over 100 contracts on ES represent significant block trades hitting the limit order book in a single transaction.
ES: Localized AbsorptionMARKET AGGRESSION
- Min Volume / Timeout300 / 600ms
Logic: ES is a thick market; a 300+ volume accumulation within 600ms at a single quote verifies that a limit player is actively absorbing aggressive market orders.
NQ: Large PrintsSINGLE PRINT
- Min Volume Threshold50+
Logic: NQ rarely sees large single blocks. 50+ contracts in a single print is a solid baseline for identifying momentum bursts in a thinner market.
NQ: Aggressive ClustersMARKET AGGRESSION
- Min Volume / Timeout100 / 400ms
Logic: Catching 100+ volume accumulated within 400ms helps filter out the noise of small NQ fills and reveals urgent aggressive intent before price shifts.
WickLabs Big Trades FAQ
Yes. Big Trades is provided 100% free to the NinjaTrader community. There are no subscriptions, no credit card requirements, and no expiration dates. It is our way of giving back to the trading community.
No. Like all WickLabs indicators, Big Trades calculates aggression and block trades directly from raw tick data. You do not need the $59/month Order Flow+ add-on from NinjaTrader to use this indicator.
To reconstruct historical 'Big Trades' bubbles accurately when you reload a chart, NinjaTrader needs to 'replay' the individual ticks. Without Tick Replay enabled on your Data Series, NinjaTrader only provides OHLC data, which hides the intra-bar bid/ask intent required for detection.
Big Trades identifies specific *moments* of significant intent (bubbles), such as a single massive block trade or a burst of aggression. Cumulative Delta tracks the *net balance* of all buying and selling over a session or a bar. They are complementary tools.
Use **Single Print** if you want to spot literal 'block trades' (one massive ticket). Use **Market Aggression** if you want to spot 'absorption' (many smaller aggressive orders hitting a single price level over a short period).
Yes. Big Trades is instrument-agnostic and works on any chart type supported by NinjaTrader 8. It performs exceptionally well on Range bars because they filter out the time-based noise that can clutter aggression signals.
Absolutely. Big Trades is a standard NinjaTrader 8 indicator and is compatible with all prop firm data feeds (Rithmic, Tradovate, etc.) that support tick data.
Every market has different liquidity 'thickness.' A 200-lot trade on the ES is common, but 200-lots on the NQ is an extreme outlier. We provide baseline recommendations for ES and NQ directly on this page to get you started.
Download the .zip file from this page, then in NinjaTrader 8, go to Tools -> Import -> NinjaScript Add-On and select the downloaded file. Restart NinjaTrader, and you'll find 'WickLabs Big Trades' in your Indicators list.
Yes. We maintain all our tools to ensure compatibility with the latest NinjaTrader 8 releases. As a free user, you will have access to all future stability updates and performance optimizations.
Disclaimer: This indicator is a technical analysis tool provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. WickLabs is not a registered investment advisor, broker-dealer, or financial planner. Past performance is not indicative of future results. All trading decisions are made at your sole risk. See our Terms of Service and Disclosures for full details.
NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service.
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WickLabs Big Trades is provided 100% free to the NinjaTrader 8 community. No expiration, no hidden fees.
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