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You've read what a sweep is. Now you've opened your brokerage account to go look at one — and it isn't there. That's not you missing a setting. Almost no retail broker shows this data at all. Here's why, and where it actually lives.
Sweeps and blocks come off the consolidated options tape (OPRA), which retail brokerages don't display. You need a service that reads that feed and tags each print by how it executed. Free sources exist — we publish today's biggest ask-side sweeps and Barchart runs a daily unusual-activity report — but real-time streaming with custom alerts is generally where paid tools start.
A brokerage is built to execute your orders. It isn't built to analyse everybody else's. Those are genuinely different products.
To surface sweeps you have to ingest the full OPRA feed — millions of messages per second across every listed option on every US exchange — and then run logic on top of it that groups child orders back into the single parent order that was split across venues. That's the hard part. A sweep isn't one print you can look up; it's a pattern across several prints that has to be reassembled.
That's an expensive data and engineering problem with no direct benefit to a broker's core business, so almost none of them solve it.
Three things define a sweep. Check them against what a typical brokerage screen actually shows:
| What you need | Why it matters | On a typical broker? |
|---|---|---|
| Individual prints | Volume is a daily total. A sweep is one moment inside that total. | Rarely |
| Bid/ask side of each fill | Bought at the ask = aggressive buyer. At the bid = seller. Opposite meanings. | No |
| Multi-exchange routing | The actual definition of a sweep — one order split across venues. | No |
| Volume vs open interest | Proves the position is new, not recycled. | Usually |
You can see why volume and open interest alone aren't enough. They tell you something happened. They can't tell you who was in a hurry. If that distinction is new, start with volume vs open interest and sweeps vs blocks.
You get the option chain, volume and open interest. No individual prints, no bid/ask side, no routing. Sweeps can't be identified from a Robinhood screen. This isn't a Robinhood failing specifically — it's true of most app-first brokers.
The best of the mainstream platforms for this. Time & Sales shows individual option prints with size and price, and you can compare each against the spread to infer aggression. Its scanner also surfaces unusual volume. What it won't do is automatically group child orders into one swept parent order — you'd be reconstructing that by eye, in real time, which isn't realistic during a session.
Chain data and volume. IBKR exposes more raw market data than most if you go looking, but none of them tag sweeps for you.
An honest comparison, including the paid tools, because that's what you're actually deciding between:
| Source | Cost | What you get |
|---|---|---|
| AlgoX Sweeps | Free | Today's biggest ask-side sweeps ranked by premium — ticker, strike, expiry, size. No account. |
| AlgoX Flow by ticker | Free | Call vs put volume, C/P ratio and the most active contract, per name. |
| Barchart | Free | Daily unusual options activity report screened on volume vs open interest. Not sweep-tagged. |
| Unusual Whales | Paid | Real-time flow with sweep/block tagging, alerting and history. The most widely used retail feed. |
| FlowAlgo · InsiderFinance | Paid | Real-time streaming flow, dark pool prints, custom filters and alerts. |
| OPRA direct | $$$$ | The raw tape. Institutional pricing and you build everything yourself. |
The practical answer for most people: start free, and only pay once you know what you'd filter for. Nearly everyone who buys a real-time feed first spends a month staring at it without a thesis. Free daily data is enough to learn what a meaningful print looks like.
Size alone is a weak signal — big institutions trade big all day for boring reasons. Look for three things together:
A large block failing all three is routine business. A block clearing all three, in a name with no obvious news, is the setup worth writing down. One more layer if you want it: check where the strike sits relative to dealer positioning — a big print into a strike with a large gamma wall forces market makers to hedge against it, which is a different situation than one in open space. Our free gamma map shows that by strike.
They come from the consolidated options tape (OPRA), which retail brokerages don't display. You need a service that reads that feed and tags prints by execution type. Free: AlgoX (today's biggest ask-side sweeps, ranked by premium) and Barchart (daily unusual activity report). Paid: Unusual Whales, FlowAlgo, InsiderFinance for real-time streaming and alerts.
No. You get the chain, volume and open interest — but not individual prints, not whether a fill hit the bid or the ask, and not multi-exchange routing. Those three things are what define a sweep, so it can't be identified from a Robinhood screen. Most app-first brokers are the same.
Partially. Time & Sales shows individual option prints with size and price, and you can compare each print to the spread to infer aggression. It won't automatically detect that one parent order was swept across multiple exchanges, so you'd be reconstructing sweeps manually. Its scanner surfaces unusual volume, which is related but not the same signal.
Because a broker is built to execute your orders, not analyse everyone else's. Detecting sweeps means ingesting the full OPRA feed — millions of messages a second — then grouping child orders back into the parent order that was split across venues. Expensive, hard, and no direct benefit to their core business.
Yes, though free sources are usually delayed or summarised rather than real-time streaming. We publish today's largest ask-side sweeps free with strike, expiry and premium, plus per-ticker flow pages. Barchart publishes a free daily unusual-activity report. Real-time streaming with custom alerting is where paid tools generally begin.
Look for three things together: the block traded above the mid (aggressive buyer), volume now exceeds open interest (new positions, not recycled), and the expiration is near-dated (a timing bet rather than a hedge). A big block failing all three is usually routine institutional business.
The largest sweeps, the gamma levels that matter and the setups — free, before the bell.
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The biggest options sweeps bought at the ask, ranked by premium, updated through the session. Free, no account.