A Sweep, more formally known as an Intermarket Sweep Order, is a market order in which a (typically) larger size trade ‘sweeps’ different exchanges (hence intermarket sweep) with the goal of filling their order at the best prices currently offered on the market. Sweeps are identified using the flag SWEEP in the Unusual Whales flow feed.

In order for this to be accomplished a large order would be broken up into smaller orders that fill across different exchanges. 

Sweeps are able to take advantage of liquidity that is outside of the posted best bid and offer. 

Sweep Resources:

Trade Codes (pages 17 18 19)