Limit versus market orders, the DOM, tape and footprint, delta, volume profile and auction theory, then market structure explained as resting orders and stop runs. A full session playbook, three worked sessions, and an honest look at tools, data costs and what order flow cannot do.
Module 1: How price actually moves
Limit orders wait, market orders consume, and price moves only when one side runs out; plus the auction, spoofing and icebergs.
Module 2: Reading the DOM
Depth, stacking, pulling and adding, absorption versus exhaustion, and why the DOM is readable on some products and noise on others.
Module 3: Time and sales and the footprint
Tape reading, bid and ask volume per price, delta, imbalances, unfinished business and cumulative delta divergence, with worked tables.
Module 4: Volume profile and auction theory
POC, value area, high and low volume nodes, single prints, balance versus imbalance, initiative versus responsive, open types and day types.
Module 5: Market structure through an order flow lens
Support is resting orders, stops are liquidity, swing failures, why breakouts fail, and the opening range and initial balance.
Module 6: Putting it together
A session playbook: pre-market prep, key levels and expected value, footprint-confirmed execution, and three worked hypothetical sessions.
Module 7: Tools, data and realistic expectations
Which platforms show order flow, what data feeds cost, what order flow cannot do, and a practice plan that does not risk money.
Educational content, not financial advice.