Sweep

Trader's Glossary · Order flow

Sweep

Definition. An aggressive order or series of orders that fills across several consecutive price levels in an instant, “sweeping” all the visible liquidity.

How it works

A participant who wants immediate execution accepts worse prices. In the footprint you see heavy aggressive volume spread over several levels in a very short time.

Example

After a data release, a single large buy order moves price several points, filling one after another against every sell level.

What to watch out for

A sweep shows a participant's urgency but doesn't settle the direction. What matters is whether continuation follows.

This is the DOM – the order book in the Hetman Terminal (Front Line). Screenshot from the Hetman Index (IHA) – a training instrument, simulated data.
This is the DOM – the order book in the Hetman Terminal (Front Line). Screenshot from the Hetman Index (IHA) – a training instrument, simulated data. See all the Hetman Terminal tools →

♛ The Hetman Terminal is part of Club: live for Dow Jones from the Bishop plan, 6 markets (Dow Jones, S&P 500, Nasdaq, gold, crude oil, Bitcoin) and automatic detection of order flow events from the Rook plan. A session on the ♛ Hetman Index (training, simulated data) in the full panel comes with the Knight plan and above. Compare the plans →

See also

Liquidity, Slippage, Stop run.

More in Hetman Capital Club

You'll find the full explanation with graphics, examples and exercises in the 📖 Order flow encyclopedia space, and its use in the live market in the 🔴 Live Room. Both are available to Club members (in Polish).

Educational content, not investment advice.