Notes
What is order flow?
Updated: Jul 15, 2026
A candlestick is a summary. Order flow is the record. Every tick on the chart is the outcome of aggressive buyers meeting resting sellers (or vice versa) in the order book. Reading order flow means asking, at each price, who was in control, how much size traded, and whether the aggression sustained or exhausted itself.
This matters because most retail tools describe the outcome (the candle) and infer the cause. Order-flow tools invert that: you watch the cause and infer the likely outcome. Footprint charts, delta, volume profile, and the depth of book are the primary instruments. None of them is a signal on its own — they compose into a reading of the market's current state.
How trading moved from the shouts of the Chicago pits to silent, high-speed algorithms — and why order flow is still the hidden lens every serious trader needs.
How to identify liquidity absorption in Order Flow using Footprint charts and Delta divergence — distinguishing between passive absorption and exhaustion to trade high-probability…