2
$\begingroup$

I do a lot of analysis on order flow, tape reading, as it gives insight into what market participants want, or may be willing to do.

In comparison, price charts show what happened, and technical indicators are based on that. Order flow and market depth show what COULD happen, as there may be a large order and participant on the order book that never got filled but could be the liquidity you are looking for, or everyone was jumping in front of this order so they could get filled faster - or a whole host of other things. Many times abnormal order sizes are indicators of interest, or completely fake, but influence the behavior of other orders.

Is there anything that puts the tape, market depth and others into a time series or data visualization?

Thanks for any insight

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.