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Market Structure Shift (MSS) definition
The first internal break of structure that signals a potential trend change.
This page is the short definition. For rules, worked NQ examples and invalidation, read the full Market Structure Shift (MSS) guide.
What it means in ICT
MSS is the earliest confirmation that the prevailing swing sequence is breaking. It usually follows a liquidity sweep.
NQ example
After NQ sweeps the London high, the first 3-minute close below the prior internal low confirms bearish MSS and opens the door to a short.
Related guides
Practice Market Structure Shift in replay
Load a historical NQ session and watch for market structure shift bar-by-bar, with ICT overlays drawn automatically.
Data & methodology
All NQ and MNQ examples use Databento GLBX.MDP3 1-minute OHLCV candles for continuous front-month E-mini Nasdaq-100 futures, aggregated to higher timeframes (5m, 15m, 1h, 4h, 1D, 1W) so every bar agrees across timeframes. Sessions cover the full CME Globex day, 18:00–17:00 ET. ICT overlays are drawn algorithmically from the same price data used in the replay trainer.