FlowAlgo only tracks option orders that are filled at the ask, above the ask, or closer to the ask if it's filled between the market. We don't pickup any orders that were sold at the bid.

Examples of what FlowAlgo DOES pick up(Buy orders):

ASK - Market 0.50x0.55, Filled at 0.55
ABOVE ASK - Market 0.50x0.55, Filled at 0.56
MID, CLOSER TO ASK - Market 0.50x0.55, Filled at 0.54

Examples of what FlowAlgo DOES NOT pick up(Sell orders or unclear):

BID - Market 0.50x0.55, Filled 0.50
MID - Market 0.50x0.55, Filled 0.525

FlowAlgo does not track mid market orders because there is no way to tell whether it was sold or bought.

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