Futures
Guides, tutorials, and resources for getting started with Quant Data Futures.
By Andrew1 author3 articles
- What is Order Flow Trading? How to Read Futures Order FlowOrder flow trading reads the trades and orders behind each move. Learn the tape, footprint and order book on a real, dated ES example in Quant Data Futures.
- What is Market Depth? Level 2 vs Level 3 (MBO) DataMarket depth is the size waiting at each price. Level 2 totals it by price; Level 3 (MBO) lists individual orders. See real ES futures DOM and iceberg examples.
- GEX Levels for ES and NQ Futures: SPX and NDX Gamma ExposureSee SPX and NDX GEX levels live on your ES and NQ futures charts with Quant Data's GEX Interval Map on the Futures Depth Map and Footprint.
