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Order book (MBO) data provides provides information on every individual order event in the book, capturing key liquidity details like odd lots, non-top levels, trade aggressor side, and auction imbalance. #orderbookdata #L3data #marketdata #liquidity #L1data #quant

DatabentoHQ's tweet photo. Order book (MBO) data provides provides information on every individual order event in the book, capturing key liquidity details like odd lots, non-top levels, trade aggressor side, and auction imbalance.

#orderbookdata #L3data #marketdata #liquidity #L1data #quant https://t.co/aUpbS8LlNA

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