medium · Order Flow Analysis footprint-delta
Which data element is used to determine if a trade is 'aggressive' or 'passive' for the purposes of a footprint chart?
- The time of day the order was originally placed in the limit order book.
- The size of the individual contract lot relative to the average trade size.
- The total volume traded at that specific price during the daily session.
- The trade aggressor flag provided by the exchange matching engine.
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