Glossary

Order flow

The stream of orders and trades over time, showing whether aggressive buyers or aggressive sellers are driving the price.

Order book Aggressive buying has taken out all three ask levels of the order book. PRICE SHARES WAITING 100.04 FILLED 100.03 FILLED 100.02 FILLED 100.00 BEST BID 99.99 99.98 SPREAD 0.02

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