Order Flow is a specialized trading approach that focuses on buy and sell volumes to gain insights into market dynamics. By analyzing Order Flow, traders can get a clearer picture of the supply-demand balance, evaluate the strength of each side of the market, and anticipate potential moves. This analysis helps traders form a clear view […]
The order book is data provided by the exchange that shows the total amount of limit buy (bid) and sell (ask) orders placed by traders at each price level. Its value lies in reflecting the actual levels of supply and demand. However, using it effectively in trading comes with certain challenges. In this article, we […]
Why does a spread widen? A beginner trader may have this question, but even an experienced stock trader would struggle to give a full answer. Let’s try to figure out a widening spread together: What is a spread? Why does it widen? How to identify a widening spread? Dangerous features of a widening spread How […]
This article is for beginner traders and it explains what types of exchange orders exist. We will also briefly show you how to use the ATAS platform for working with exchange orders. Read in the article: What Bids and Asks are. Basics of order matching in the financial market. Market orders. Limit and stop orders. […]
The present article contains a brief review of the existing procedure of the order execution on CME. This procedure depends on certain parameters initially set by a broker’s customer when forming orders. We will consider in this article what order types and qualifiers exist.
Dear friends! As we promised, we continue our review of the CME Group order matching algorithms. This time, we will analyze the threshold algorithm of proportional distribution (Threshold Pro Rata Algorithm) through an example. In this article: Logic of the algorithm operation. Example of use.
Dear friends! Today, we will consider the operation of the threshold algorithm of proportional distribution with the use of the market maker stimulation program (Threshold Pro Rata with LMM) through the example of the US 10-Year Treasury Note option. In this article: Logic of the algorithm operation. Example of use.