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Market structure

Spoofing and layering

Orders intended for cancellation make an order book appear deeper or more directional.

Reference note · Sources below

Research articles and reference entries are published in English. Navigation is available in seven languages.

In this article
  1. Overview
  2. Why it matters
  3. What to check
  4. Sources

Overview

Orders intended for cancellation make an order book appear deeper or more directional.

Why it matters

Other traders react to liquidity that was never meant to execute.

What to check

Use order-level placement, cancellation and fill records; intent needs evidence.

Sources

Related reading

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