Order Blocks vs Order Flow

[Sprout]

Just came across the term order blocks which the person mentioning it stated that it is not order flow.

Anyone care to add some color and elaborate this distinction?

 

[xandman]

An OB are rounded and discrete quantities. OF is a generalized term.

Example: Nancy was selling blocks of 200 RTY Futures all day. The market isn't liquid enough for that kind of order flow.

 

[Sprout]

An OB are rounded and discrete quantities. OF is a generalized term.

Example: Nancy was selling blocks of 200 RTY Futures all day. The market isn't liquid enough for that kind of order flow.

Very clear, thank you!

 

[mason macgregorson]

An OB are rounded and discrete quantities. OF is a generalized term.

Example: Nancy was selling blocks of 200 RTY Futures all day. The market isn't liquid enough for that kind of order flow.

any indicator to see OB trades other than OF?

 

[xandman]

any indicator to see OB trades other than OF?

https://www.cmegroup.com/tools-information/quikstrike/block-trade-browser.html

 

[mason macgregorson]

https://www.cmegroup.com/tools-information/quikstrike/block-trade-browser.html

Very nice and thank you; is there any was to see such orders in real time?

 

[Overnight]

Very nice and thank you; is there any was to see such orders in real time?

Well yeah, just pull up a level 2 DOM

 

[Sprout]

An OB are rounded and discrete quantities. OF is a generalized term.

Example: Nancy was selling blocks of 200 RTY Futures all day. The market isn't liquid enough for that kind of order flow.

Is this the same as lot size in index futures coming through on the tape?

ie, a dramatic increase in order size

 

[xandman]

Is this the same as lot size in index futures coming through on the tape?

ie, a dramatic increase in order size

https://www.cmegroup.com/rulebook/files/cme-group-Rule-526.pdf

 

[mason macgregorson]

Well yeah, just pull up a level 2 DOM

thank you; is level 2 DOM same as super DOM?