Exchange
Trading Terminology
The comprehensive dictionary for modern trading systems, algorithms, and market microstructure.
10
Market
Pair
Instrument
Portfolio
Metric
Signal
Strategy
Bot
Bot Instance
0
16
SP500 ($SPY, $SPX)
Nasdaq 100 ($QQQ, $NDX)
VIX
Dow Jones Industrial Average ($DIA, $DJI)
Russell 2000 ($IWM, $RUT)
Semiconductor ETF ($SMH, $SOXX)
VVIX
S5Fi
S5TH
VXN
US10Y / US02Y
DXY
MACD, RSI, EMA, MA
McClellan Oscillator
Seasonality and Key Events
Order Book Imbalance
0
0
18
O (Open)
H (High)
L (Low)
C (Close)
V (Volume)
Candle body
Color
Shadows/Wicks
Upper shadow
Lower shadow
m1, m5, m15, m30
h1, h4
d1
w1
M1
Bullish Engulfing
Hammer
Doji
35
Market Order
Limit Order
Stop Order
Stop-Limit Order
Take Profit
Stop Loss
Trailing Stop
OCO (One Cancels Other)
Iceberg Order
Conditional Orders
Hidden Orders
Pegged Orders
Discretionary Orders
Block Order Execution
Long Position
Short Position
Position Size
Margin
Leverage
Deal ID
Open Time
Close Time
Holding Period
Status
Deal Type
Strategy
User
Asset(s)
List of trades, positions, and orders
Input
Output
Comment
Tags
Related deals
Platform/Broker
10
Moving Average
RSI (Relative Strength Index)
MACD (Moving Average Convergence/Divergence)
Bollinger Bands
Volume Indicators
Cumulative Volume Delta (CVD)
Momentum Indicators
Fibonacci Levels
Elliott Waves
Harmonic Patterns
3
Technical Analysis
Fundamental Analysis
Sentimental Analysis
25
Market Maker
Liquidity Provider
Market Manipulator
Maker
Taker
Liquidity Taker
Institutional Trader
Retail Trader
Arbitrageur
Scalper
Whale
Liquidity
Volume
Market Depth
Support
Resistance
Price Gap
Volatility
Trend
Bid
Ask/Offer
Spread
Quote
Mid Price
Tick Size
23
Risk-Reward Ratio
Drawdown
Position Sizing
Diversification
Value at Risk (VaR)
Hedging
Stress Testing
Algorithmic Risk Controls
Pre-trade Risk Controls
Post-trade Risk Controls
Market Surveillance
Kill Switch
Fat-Finger Error Prevention
Credit Risk Checks
Position Limit
Order Frequency Limit
Order Value Limit
Market Access Controls
Self-Match Prevention
Market Integrity
Insider Trading
Front Running
Algorithmic Portfolio Rebalancing
22
API (Application Programming Interface)
Websocket
Rate Limit
Backtesting
Optimization
Overfitting
Algorithmic Trading
High-Frequency Trading
High Frequency Trading Circuit Breakers
HFT Order Anticipation Strategies
HFT Quote Stuffing
HFT Momentum Ignition
HFT Spoofing and Layering
Adaptive Trading Algorithms
Latency
Arbitrage
Scalping
Swing Trading
Position Trading
Trend Trading
Day Trading
Execution Algorithms
11
Perpetual Futures
Funding Rate
Open Interest
Initial Margin
Maintenance Margin
Liquidation
Call Option
Put Option
Strike Price
Expiration Date
Greeks
11
Market Microstructure
Order Flow
Orderbook Imbalance
Market Impact
Dark Pools
Liquidity Fragmentation
Market Making Strategies
Order Book Depth
Liquidity Aggregation
Order Matching Engine
Cluster Analysis
10
Expected Return
Maximum Drawdown
Sharpe Ratio
Sortino Ratio
Alpha Indicator
Beta Indicator
Calmar Ratio
Kelly Criterion
Cognitive Biases
Trading Journal
25
Colocation
Latency Arbitrage
HFT Latency Arbitrage
Network Infrastructure
Monitoring Systems
Smart Order Router (SOR)
Order Routing
Order Protection Rule
Best Execution
Transaction Cost Analysis (TCA)
Slippage Control
Quote Matching
Order Throttling
Order Acknowledgement
Order Fill Confirmation
Drop Copy
Heartbeat Message
Session Management
Disaster Recovery
UDP Multicast
TCP/IP
WebSocket
REST API
gRPC
DMA (Direct Market Access)
3
FIX Protocol
FIX/Fast
Plaza2
14
DEX (Decentralized Exchange)
AMM (Automated Market Maker)
Liquidity Pool
Impermanent Loss
Yield Farming
Staking
Liquidity Mining
Wrapped Assets
Oracles
Flash Loans
MEV (Miner Extractable Value / Maximum Extractable Value)
Minting
Vesting
Token Burn