Why a Limit Order Didn't Fill: 5 Causes
The tape printed your price and your order is still open. Here are the five reasons a limit order didn't fill, in order of how often each one happens.
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What Is a Liquidity Sweep in Trading?
A liquidity sweep is price pushing through a prior high or low where stop orders cluster, then reversing. What the tape shows, and base rates for SPY and QQQ.
How to Read the US Equity Trade Tape
What each field on the US equity trade tape means, measured on 22 years of prints: timestamps, auction prints, condition codes, corrections and reused symbols.