MICROSTRUCTURE
Real-Time Order Flow · Whale Tracking · HFT Detection
Live Scanning
VWAP
22,448.5
Bid/Ask Imbalance
65%
BUY PRESSURE
Order Flow Imbalance
72%
OFI Score
Effective Spread
₹2.5
Tick
Whale Prints Today
8
Institutional
BID PRESSURE 65%REAL-TIME ORDER FLOW35% ASK PRESSURE
Institutional Block Feed
Time
Symbol
Type
Side
Amount
Size
10:14:22RELIANCEBLOCK
▲ BUY
₹12.4 Cr10:15:45HDFCBANKSWEEP
▼ SELL
₹8.1 Cr10:17:12INFYBLOCK
▲ BUY
₹5.2 Cr10:18:01TCSINSTITUTIONAL
▲ BUY
₹15.0 Cr10:19:33WIPROALGO
▼ SELL
₹3.8 Cr10:21:05BAJFININSTITUTIONAL
▲ BUY
₹22.5 Cr10:22:18ICICIBANKSWEEP
▼ SELL
₹9.2 Cr10:24:01NIFTYINDEX_BLOCK
▲ BUY
₹45.0 CrAI Signal Analysis
Order ImbalanceBULLISH
Strong bid-side absorption at ₹22,440–22,460 — institutions accumulating
VWAP DeviationBULLISH
Price trading 0.12% above VWAP. Upward momentum confirmed.
HFT DetectionBEARISH
Algo quote-stuffing detected in HDFCBANK — high-frequency sell pressure
Spoofing AlertBEARISH
Large bid orders placed then pulled in INFY 3x in last 60 seconds
Order Flow Metrics
OFI Score72%
Bid Pressure65%
Aggressor Ratio44%
HFT Activity47%