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Оглавление - Data Order Market Exchange Trader
- Introduction
- Chapter 1 ● Order Book Mechanics
- Chapter 2 ● Time & Sales Tape. Tick Structure
- Chapter 3 ● Order Flow Patterns: Tape · Chart · DOM
- Chapter 4 ● Practice: Market Participants and Implied Open Interest
- Preface●
- Chapter 1 ● Glass Mechanics
- Quotation Book (Bid/Ask), Spread, Mid, Price Tick
- Request queue and execution priorities
- Market depth, liquidity asymmetry, walls and “ladders” (stacked liquidity)
- Queue imbalance (L1–L10) and microprice
- Chapter 2● Print Ribbon. ● Teak Texture
- 2.1 Interface and basic fields
- 2.2 Determining the party to the transaction
- 2.3. Aggregation. Single trades. Metrics
- 2.4. Tape — Chart: Tick and Minute Views
- 2.5 How to read limit orders in the feed
- Chapter 3 ● Order Flow Patterns ● Tape. Chart. DOM
- 3.1 How to work with order flow patterns
- 3.2. Absorption and Icebergs (Absorption, Iceberg/Refresh)
- 3.3 Stop-starts, emissions and volume “winding”
- 3.4. Spoof/Refresh and Behavioral Traps
- Chapter 4 ● Practice. Participants. ● Indirect OI
- 4.1. Indirect assessment of open interest
- 4.2. Determining the party to the transaction and the number of participants
- 4.3. System participant and market maker
- ● Conclusion
- ● The Third Book of the Cycle