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well, dont really understand you now, but limit side is always passive (awaiting to be filled) vs. market side is always active (filling the limits)
when it comes to iceberg or other things, it is a different story, but still, iceberg is a passive limit order waiting to be filled by active market side
Can you help answer these questions from other members on NexusFi?
I think what you say hold in the traditional sense.
Aggressiveness in the LOB Micro structure will always be dictated by arrival/deletions of Bid/Asks, MO/Limits. If one delves into what drives LOB by HFTS or MMs or anyone able to influence the Book....we get into specifics of how Limit Orders drive markets passive or otherwise aggressive. There would be a multitude of whitepapers available on google...if you wish to refer.
not very interesting week, nonvolatille sessions - just to mention one thing here.. yesterday nasdaq (ab)used the predictible sellers liquidity in intermarket divergence to move to higher prices, and after that on contrary was the first one to start abusing deep buyers liquidity to move lower..