T2G OOS-F Detection — MBO
A crowd of small traders. One collective signal.
OOS-F reveals when many participants execute out of spread simultaneously — each individually insignificant, but collectively creating a readable microstructural signature. T2G detects it. Standard DOM cannot.
OOS-F · 7172.00 → 7172.50 287 lots · 25 aggressor IDs
6ms execution window
Multi-ID distributed
6ms execution window
Multi-ID distributed
Fragmentation signature 89.4% small prints <6 lots
1 big block 62% vol
25 IDs — not a single actor
1 big block 62% vol
25 IDs — not a single actor
Rating: 96 · Ask side Dominant ID: 63.8% vol
Classic OOS-F profile
Retail cascade or crowd momentum
Classic OOS-F profile
Retail cascade or crowd momentum
OOS-F · Microstructural signature decoded
287 lots · OOS-F
7172.00 → 7172.50 · ask
25 aggressor IDs
25 distinct participants
89.4% small prints <6
89.4% of all prints
96 rating
high conviction signal
OOS-F — Fragmented
287 lots executed out of spread by 25 distinct IDs in 6 milliseconds. 89.4% of prints are under 6 lots — extreme fragmentation. This is the signature of a retail crowd acting simultaneously, or a stop cascade. No single dominant institution behind it.
Why it still matters
One block >50 lots captured 62% of the volume. Even in a fragmented OOS-F, one participant acted decisively within the crowd. T2G reveals this internal structure — invisible in any standard order flow tool. The crowd moved, but someone led.
01
Out of spread
Executions beyond the BBO — rare, always intentional, always significant
02
Multi-ID detection
25 distinct aggressor IDs identified via MBO in one time window
03
Fragmentation score
89.4% small prints — distributed retail signature, not institutional block
04
Events column
OOS-F displayed at exact price, volume, speed, and participant profile
OOS-F out of spread
25 IDs distributed
89.4% small prints
6ms execution window