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brakkar
Forum:
Emini and Emicro Index
June 9th, 2022, 03:57 PM
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Why is the limit book getting counter imbalanced on strong price move?
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Posted By
brakkar
Why is the limit book getting counter imbalanced on strong price move?
I notice this almost systematically: the stronger a move on NQ for example the more imbalanced the first 4 levels of the limit order book get.
For example, in case of a strong move up, the 4...
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June 9th, 2022, 03:57 PM
