Not who would like to buy: who is crossing the spread this second. Two cards with the split, the size of the sample, and a second window telling you whether the push runs with the recent flow or against it.
The split right now beside the one from the last few minutes. A 60/40 buy reading means one thing if the previous stretch was 47/53 and something else entirely if it was 70/30.
With the sample size
92 % on forty contracts and 92 % on five thousand are not the same, and the percentage alone cannot tell them apart. The card shows the volume and dims below your minimum.
It expires on its own
If the market stalls, the time window lapses and the card says so. It never freezes showing the last figure as though it were still true.
The two cards
Buys and sells with their percentage, sample volume and delta. On the right, the contrast window: here the moment reads 40/60 while the last five minutes run 53/47.
The two cards
Screenshot of the tool running.
What each term means
The names the indicator uses, and what each one means.
Aggression. Volume executed at market, crossing the spread.
Window. The stretch being measured: seconds, trades, contracts, the bar or the session.
Contrast window. A second, longer stretch to compare against.
Delta. Aggressive buys minus aggressive sells inside the window.
