Order flow

Study of real-time executions — aggressive vs passive orders, tape, footprint, and delta.

On this page

Who this is for — Anyone who wants to know who is pushing price *right now*, not only where the bar closed.

Order flow analyses executions in real time: aggressive orders (market hitting the book) vs passive orders (limits providing liquidity), size, speed, and order book reaction.

In plain terms — The chart is the result; order flow is the film of who is pushing price. Useful for absorption, sweeps, and fake moves.

Order flow Aggressive (market) vs passive (limit) Aggressive SELL hits bid Passive BID absorbs Tape � Footprint � Delta = who pushes price now Chart = result � Order flow = film
Aggressive vs passive — who consumes the book. Hover to explore.

Reading tools

Tool What it shows
Tape / Time & Sales Individual prints with aggressive side
Bid/ask per level inside the bar
Aggressive buy vs sell imbalance

Pair with absorption and volume analysis.

Typical mistake — Treating every large print as «bullish whale» without book context — may be hedge or liquidation.

Example — Red candle but strongly positive delta: aggressive sells absorbed by passive bids — possible hidden strength, confirm on structure.

Summary card

  • What it is: live execution flow analysis.
  • What changes: timing and confirmation beyond OHLC.
  • Quick check: aggressive side + coherent price reaction?