Can any one recommend a course that teaches you how to read the footprint | Trading Reviews and Vendors


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Can any one recommend a course that teaches you how to read the footprint

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Posting a link i personally found useful when I wanted to understand how a LOB really works.
I had found this a while back while exploring R and LOB.

There are various links posted by the author of the article. I found it comprehensive and found greater meaning when I was told by one of my mentors how the Limit/Market orders may be working. Though I do not have R or the infra the author has shown in the article. I go back to this article many times.....and always get some added info. This has been a great link for me to refer. Though educational in nature and points to other articles....the author has imho done a great job in liiustrating the inner finer workings of the all illusive Limit Order Book "LOB".

Limit Order Book Visualisation


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