medium · Order Flow Analysis tape-reading-time-sales
If a 50-lot market buy order is filled by two passive sellers (one offering 30 lots and one offering 20 lots), how many entries will typically appear on the tape?
- Two entries: one for 30 lots and one for 20 lots.
- One entry of 50 lots.
- Zero entries, as market orders are processed off-tape.
- Three entries: the buy order, and the two sell fills.
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