I don't know why I can't reply to the below comment. The volume traded on any exchange is absolutely massive, especially on the products where funds might be p

I don't know why I can't reply to the below comment. The volume traded on any exchange is absolutely massive, especially on the products where funds might be putting in millions of dollars. There's also an enormous number of prop firms, banks, institutions, hedge funds, mutual funds, and whoever else constantly buying an selling. It would be near impossible to be able to say "Firm X traded at these specific times." Furthermore, any worthwhile firm moving that much money knows to break up its trades. If they immediately dump $10 million into the market, its going to cause a large market impact, and they're going to leak information they probably don't want to give away (since that's their edge). (See the whole Flash Boys nonsense.) Lastly, if you could identify a set of trades that were owned by a single firm, it would be a massive benefit to anybody opposing them (ie: everybody else).