Glossary · S
What is Sweep?
One aggressive order (or a rapid burst) taking out liquidity at several consecutive prices in a fraction of a second. Often associated with stop runs.
In context
A sweep happens when one or more aggressive orders consume several price levels in rapid succession: the entire ask at the first price is taken, then the second, then the third. On a heatmap it looks like a steep staircase with trade bubbles one after another. The 278-lot order from the previous section is a textbook sweep.
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