[{"data":1,"prerenderedAt":1568},["ShallowReactive",2],{"kscript:cookbook/tape-reader":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":14,"tree":15},"cookbook/tape-reader","cookbook/tape-reader.md",{"title":7,"description":8,"verified":9},"Whale vs Retail CVD","Separate whale flow from retail flow using the tape pre-bucketed into real USD order-size bands, with months of history and per-bar trade counts.",{"engine":10,"probes":11},"3.0.67",[12,13],"scripts/probes/tape/tape_tvbs_whale.ks","scripts/probes/tape/tape_htf.ks","---\ntitle: Whale vs Retail CVD\ndescription: >-\n  Separate whale flow from retail flow using the tape pre-bucketed into real\n  USD order-size bands, with months of history and per-bar trade counts.\nverified:\n  engine: 3.0.67\n  probes:\n    - scripts/probes/tape/tape_tvbs_whale.ks\n    - scripts/probes/tape/tape_htf.ks\n---\n\n\u003Cdiv class=\"flex gap-3 mb-6\">\n  \u003Cspan class=\"inline-flex items-center gap-1.5 px-3 py-1 rounded-full bg-purple-50 text-purple-600 text-sm font-medium\">\n    Advanced\n  \u003C/span>\n  \u003Cspan class=\"inline-flex items-center gap-1.5 px-3 py-1 rounded-full bg-gray-100 text-gray-600 text-sm font-medium\">\n    5 min read\n  \u003C/span>\n\u003C/div>\n\nCandles tell you where price went; the tape tells you who pushed it. The `trade_volume_by_size` source hands your script every bar's tape pre-bucketed into fixed USD order-size bands, one cell per populated bucket: `[bucketId, buyVolUsd, sellVolUsd, buyCount, sellCount]`. That makes separating whale flow from retail flow a one-line reduction, with months of history behind it.\n\n## Whale vs retail flow in USD\n\nThe bucket source classifies every trade by USD notional into fixed bands (1 = $0-1K up to 7 = $10M+), so `c[0] >= 5` means \"half a million dollars and up, per trade\":\n\n```javascript title=\"Whale vs Retail CVD\" lines wrap\n//@version=2\ndefine(title=\"Whale vs Retail CVD\", position=\"offchart\", axis=true);\n\ntimeseries ohlcvData = ohlcv(symbol=currentSymbol, exchange=currentExchange);\ntimeseries tv = trade_volume_by_size(symbol=currentSymbol, exchange=currentExchange);\n\nvar cells = tv.cells;\nvar whaleFlow = cells.filter((c) => c[0] >= 5).map((c) => c[1] - c[2]).reduce((a, b) => a + b, 0);\nvar retailFlow = cells.filter((c) => c[0] \u003C= 2).map((c) => c[1] - c[2]).reduce((a, b) => a + b, 0);\nvar barTrades = cells.map((c) => c[3] + c[4]).reduce((a, b) => a + b, 0);\n\nstatic whaleCvd = 0\nstatic retailCvd = 0\nwhaleCvd = whaleCvd + whaleFlow\nretailCvd = retailCvd + retailFlow\n\nplotLine(value=whaleCvd, colors=[\"#ab47bc\"], width=2, label=[\"Whale CVD USD\"], desc=[\"CVD from 500K+ USD order-size buckets\"]);\nplotLine(value=retailCvd, colors=[\"#26c6da\"], width=2, label=[\"Retail CVD USD\"], desc=[\"CVD from sub-10K USD order-size buckets\"]);\nplotHistogram(value=barTrades, colors=[\"#ff9100\"], width=0.8, label=[\"Trades\"], desc=[\"Total trades per bar across all buckets\"]);\n```\n\nThe divergence between the purple and cyan lines is the signal: whales accumulating into retail selling, or distribution into retail chasing. `barTrades` sums the per-bucket counts, so the histogram is the honest per-bar trade count without touching individual prints.\n\n## The rules of the road\n\n- **Values are USD notional** (tens of millions on liquid perps). Keep one unit system per script: mixing these series with base-unit volume in one pane flattens the smaller series into an unreadable line at the bottom.\n- **Data depth is layered.** USD buckets: about a week at 1m, months at 1h and 1d. `buy_sell_volume`: years (add `currency=\"USD\"` for notional). 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