Finding Large-Order Flow Indicators in A-Share Data

Summary

This short BigQuant help entry answers where to find indicators that classify trading activity as super-large, large, medium, or small orders. It directs users to search for large-order measures in the platform’s A-share data section. For users seeking to construct such measures from finer-grained data, it points to a minute-data processing example as a source of strategy code.

The entry offers no definitions of the order-size buckets, calculation formula, signal interpretation, or evidence that these measures predict returns. It is primarily a platform navigation tip rather than a complete description of an order-flow strategy. The page explicitly says its instructions refer to an older version of the platform and may not apply to the current tools, so users should verify availability and implementation details before relying on it.

Key ideas

• The platform’s A-share data section can be searched for large-order indicators.
• The listed measures distinguish super-large, large, medium, and small orders.
• Minute-data processing is suggested as a route for examining or constructing related measures.
• The entry does not explain the indicator formulas or establish their predictive value.
• Its platform guidance is marked as outdated and may not match current features.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.