My apologies that I am not aware of exact definition my-self therefore I will to drop a link where I think the term is best defined. It is in the first paragraph of introduction.
http://faculty.georgetown.edu/evansm1/New%20Micro/SagerTaylorOrderFlow.pdf
Adrijus:
My apologies that I am not aware of exact definition my-self therefore I will to drop a link where I think the term is best defined. It is in the first paragraph of introduction.
http://faculty.georgetown.edu/evansm1/New%20Micro/SagerTaylorOrderFlow.pdf
These informations are not available for MT4. If you find such things somewhere you will have to pay, probably a lot.
MT5 provides these data (not always, it depends of the broker).

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Hello to All,
After long Googling session and failure to find any answers I have turned to FX fellow traders. I was wondering if there is a data feed for Order Flow analysis that could be used in MetaTrader4? All I was able to find on the internet are various platforms and other end products for Order Flow analysis, however, what I need is a raw data for automated trading. Is it something that a broker might be providing as an additional service or is it a DLL that I might be able to get from an external provider? Any help or knowledge of the matter would be truly appreciated.
Thank You in advance.