Large aggressive orders ("big trades") from the trade tape of Binance, Bybit, OKX and Hyperliquid for a symbol. Answers: "Any whale market orders on BTC in the last hour?", "Were the big prints buying or selling?", "Which venue took the largest hit?". One big trade = all fills that share venue, taker side and exchange timestamp: a market order sweeping several price levels prints as many fills at one instant, and they are summed back into one trade. aggressor: buy = the taker bought, sell = the taker sold. Per trade: t = exchange timestamp, epoch ms; venue; price = volume-weighted fill price, USD; usd = notional, whole dollars. min_usd = smallest notional that counts, at least 50000; default = the asset's threshold on the MarketTrace chart (BTC and ETH 1000000; SOL, BNB, XRP, DOGE and HYPE 500000; ZEC and ENA 100000); the response echoes the value used. totals = count (n) and summed usd of every trade at or above min_usd in the window, per side. trades = at most limit of them (1..=150, default 50): when there are more, the LARGEST are kept and truncated=true; the list is ordered by time. Window: from/to as RFC3339, YYYY-MM-DD or epoch ms; default the last hour; at most 12 h per call and from no older than 31 days, beyond either is an error, not a clamp. settled=false means the window reaches into the last 3 minutes, which the tape may not hold in full yet. coverage.venues lists the venues with tape in the window; an empty list means no tape there, not no trades (ZEC and ENA keep a 14-day tape). An order the trader split into separate child orders shows up as separate smaller trades. Descriptive: a big trade is executed flow, not a signal. Read-only.