A replay drill for spotting sweeps

A replay drill for spotting sweeps is a fixed routine you run on a recorded session to practise telling sweeps apart from other fast moves. A sweep is an aggressive order, or a burst of orders on one side, that trades through several price levels within a very short time. The note on what a sweep looks like on a heatmap measured one sweep price by price. This drill runs on one invented NQ hour in Liquivue and scores eight fast moves. Two other kinds of fast move look like a sweep on the screen, and the labels below separate them.

Three labels for a fast move

A fast move crosses several prices, and three different things can cause it.

1. Sweep. Aggressive orders trade through the resting size at three or more consecutive prices within 1 second, and at least half of the displayed size trades.
2. Pulled. Price crosses three or more prices within 1 second, but traders cancelled the resting orders first, so less than half of the displayed size trades.
3. Walk. Price crosses three or more prices on one side, and the move takes longer than 1 second.

These thresholds are drill rules, not market definitions. Keep them fixed for the whole hour.

The rules before you start

1. An event starts when trades print at three or more consecutive prices on the same side within 2 seconds.
2. Pause at the last price of the move. Write your first label before you read any numbers.
3. Step back to the moment before the move. Note the displayed size at each crossed price, add the sizes up, and note the time from the first trade to the last.
4. Read the volume profile rows at the crossed prices before and after the move. The difference is the traded volume.
5. Label the measured result. A move over 1 second is a walk. Otherwise, traded volume of at least half the displayed size is a sweep, and less than half is pulled.

The ratio in the log is traded volume divided by displayed size.

Setting up the replay in Liquivue

All numbers below are invented. The recording covers NQZ6, the December 2026 E-mini Nasdaq 100 contract, from 9:30 to 10:30 New York time. One tick is 0.25 points, worth $5 per contract.

Import the recording and check its time zone, tick size and depth before you start. The note on replaying an imported recording in a browser platform covers those checks. Run the replay at normal speed. A 0.4 second sweep at four times speed passes in a tenth of a second.

Keep the Liquivue heatmap layer, trade bubbles, CVD and volume profile on screen. At event 1 below, the offers at 18,402.25, 18,402.50, 18,402.75 and 18,403.00 showed 14, 18, 11 and 22 contracts before the move, 65 in total. The volume profile rows at those four prices grew by 58 contracts across the move. The ratio is 0.89 and the move took 0.4 seconds, so the measured label is a sweep. CVD rose by 58 in the same 0.4 seconds, because every trade in the move was a buy.

Liquivue lists sweep markers on its heatmap. This site has not verified that they run in replay. If they do, log them in their own column and keep them out of the answer key, because the drill measures your own read.

The drill log for one hour

Liquivue has no verified trade journal, so keep this log in a spreadsheet.

Scoring the hour

The first label matched the measured label at events 1, 4, 5, 6 and 7. That is 5 matches out of 8.

The three misses each have a cause you can name.

• At event 2 the bid bands at five prices disappeared and price fell 5 ticks in 0.6 seconds. Only 21 of the 90 contracts shown traded. Traders cancelled the rest, and the trade bubbles at those prices were small.
• At event 3, 44 of 48 contracts traded, so the ratio fit a sweep. The move took 1.7 seconds, which makes it a walk under the rules.
• At event 8, 49 of 60 contracts traded over 1.4 seconds. This miss repeats the one at event 3.

Two of the three misses were walks read as sweeps. At normal speed, 0.4 seconds and 1.7 seconds both look fast, so read the time column before you label a move. The third miss came from reading the vanishing bands without checking the bubble sizes.

The score counts how often your label matched the measurement. It is not a win rate, and it says nothing about profit.

Running the drill over a week

Run the same rules on five sessions before you change the 1 second limit or the half size threshold. Sort the misses by type. If most misses are walks read as sweeps, replay the next session at half speed and count the timing misses again.

Replay on other platforms

Bookmap lists recording and replay from its Digital+ tier on desktop, at US$19 a month. ATAS lists replay on Plus and higher plans. Quantower replays from provider history at tick, minute or day inputs, and this site has not verified historical full depth replay there. A sweep drill needs depth in the recording, because the displayed size column comes from the book. Liquivue costs €20 a month after a 7-day trial, with data fees from your provider on top.

A check you can run

Replay 20 minutes of today's NQ session and find the first three moves that meet rule 1. Write a label for each before you measure it. Then fill in the displayed size, the traded volume and the time, and count how many labels match.