Delta
Aggressive buying volume minus selling. It needs tick data.
In the chapter
XIIIOrder flow
It does not say which way: it says what it costs to get in now
From the same chapter
- AbsorptionA lot of aggression with price not moving. Somebody is on the other side.
- Effort without resultWyckoff's version of the same thing, without tick data.
- IcebergA large order shown in slices. Only visible in the real book.
- SpoofingPosting orders in order to pull them. Used in English in both languages.