ORDER FLOW ANALYSIS
Tick-by-tick microstructure of Oslo Børs trades — buy/sell pressure, iceberg footprints, VPIN, Kyle's lambda. 15-minute delayed feed via Euronext Live.
Research tool, not trade signals. Flow patterns describe what just happened, not what is about to happen. Buy/sell tilt, iceberg detection and VPIN are observational microstructure features — they can equally reflect algorithmic rebalancing, news reaction or liquidity hunting. Tick-rule side classification is ~85% accurate on liquid OSE names; thin or auction sessions degrade further. Combine with news, options-implied moves and depth data before sizing any position.
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