SpyGate Detection Table: December 28, 2021

SpyGate detected 105 programs on the tape Tuesday which was 13 less than Monday. Total detected trade was average at $32B. There were more buys (56) than sells (49) but the imbalance on the whole day was negative at $6B to the sell-side. Excluding the open and the close, the inside day was slightly negative at about $187M. The open was neutral with a sell of $6M but the close was a large sell of $6B. The AM session was light with only 2 sell programs detected and left just a $24M sell-imbalance on the session. The mid-day session had 2 buy and 2 sell programs for a net of $106M to the sell-side. The final-2 had a large sell program go off 23 seconds after the start of the session at 14:00 and left the session with a $117M sell. The close was negative after a selling MOC.
Daily Action

Two sell programs sank the tape, one at 12:28 and the other at 14:00. Closing year adjustments are cracking moves in a light tape.
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What is an STTProgram trade?
SpyGate detects several different types of programs trades. An STT program is a simultaneous triggered trade. The detector looks for a basket of symbols trading at the same time. The price action around these detected trades helps us deduce if the program was a buy or a sell. Our detector reports the number of symbols in the trade, the number of individual trades executed, and the dollar amount of those trades.
What is SpyGate?
SpyGate is a proprietary tape reader that analyzes price action on all the exchanges and sniffs out unusual trades. The detector follows price action and accumulates adaptive knowledge using Machine Learning (ML) and Artificial Intelligence (AI) to recognize algorithms and program trades as they execute. The first implementation detects STT Programs ( Simultaneously Triggered Trades). These basket trades execute thousands of transactions in milliseconds. The transactions are in millions of dollars. This product is under heavy development and is currently available free for our traders in our Trade Chat trading room along with the MiM and live breaking news. You can join us by purchasing a subscription to the MiM.
What are the Intraday Trading Sessions?
To fully understand how the bots are trading, we have broken down each trading day into sessions. These sessions overlap sometimes, but they feed into our ever-increasing datasets for our AI and ML training. These sessions are defined as:
Time Of Day | Session | |
09:30 => 16:00 | Total | |
09:31 => 15:59 | ALL (Excludes the open and the close) | |
09:30 | Open (only the opening minute) | |
09:31 => 12:00 | AM Trading session | |
12:00 => 14:00 | Mid-day session | |
14:00 => 15:49 | Final 2 hours (excludes the last ten minutes) | |
15:50 | MOC Reveal (trading around the MOC release) | |
15:55 | Dquotes (trading around Dquotes release) | |
15:50 => 15:59 | Final 10 minutes (actually 9, does not include the close) | |
16:00 | Closing minute |