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Date/Time: Wed, 24 Apr 2024 03:49:31 +0000

Post From: Time & Sales Question

[2022-05-21 14:04:36] Link To Thread - Link To Post [Go To First Post]
User431178 - Posts: 410
From the screenshot, the consecutive price levels with same millisecond timestamp was a clue that it is was sweep order. I say looks like 1k buy order, as without order IDs can't say with certainty. To review the micro structure I load a 1-trade chart with heatmap and use the Goto Date Time command to quickly find the area of interest.