Market Structure for Traders

Market Structure for Traders — Visual Beginner Guide

Market Structure for Traders

Market structure is the “plumbing” behind every trade: where your order goes, who fills it, and why costs change. The goal is simple: lower surprises, better execution.

Start → FAQ 🎯 Beginner+ ⏱️ 6–8 min
Spread Slippage Sessions Order Types Execution Quality
You (Trader) Order + Risk Plan Broker / Exchange Routes & matches orders Liquidity Depth & quotes Costs Spread • Commission Swap • Slippage Sessions Volatility changes Liquidity changes Fills Execution quality

Exchange vs OTC

  • Exchange: central order book (common in stocks).
  • OTC: quotes from liquidity providers via broker (common in forex).
  • Key difference: transparency & routing.

Trading costs

  • Total cost = spread + commission + slippage.
  • If holding overnight: add swap/financing.
  • Costs decide if your edge survives.

Why it matters

  • Same strategy ≠ same results across sessions.
  • Bad execution can turn winners into losers.
  • Measure: spread + slippage like a pro.

Liquidity (why spreads widen)

More liquidity usually means tighter spreads and smoother fills. Less liquidity = more “friction”.

Liquidity Meter High liquidity → tight spread → lower slippage Low Medium High Beginner tip: trade liquid instruments and avoid thin hours to reduce spread spikes.

Spread

Your entry cost. Wider spread = harder to profit.

Slippage

Fill worse than expected. More common in volatility.

When it worsens

Quiet hours, transitions, major news windows.

Sessions (visual)

Trading behavior changes by time-of-day because participation changes.

Session Activity (simplified) More overlap → more liquidity (often) → cleaner execution Quiet Active overlap Late Quiet → spreads can widen Overlap → more movement & liquidity Late → can thin again

Beginner rules (fast)

  • Choose one session to learn (consistency).
  • Avoid trading just before major news.
  • If spreads widen, your setup quality drops.
  • When volatility rises, size down.
Consistency Lower surprises Better learning curve

Orders & execution (simple + visual)

Order choice affects costs, fill quality, and risk control.

Order Flow (simple) Your Order Broker / Exchange Fill In volatility: spreads widen + liquidity thins → slippage risk increases.

Market order

  • Executes immediately.
  • Best for urgent exits.
  • Higher slippage risk in spikes.

Limit order

  • Executes at your price or better.
  • Best for cost control.
  • Risk: may not fill.
Tool What it controls When to use Beginner warning
Stop-loss Maximum planned risk Every trade Can slip during spikes/gaps
Position size How much you lose if wrong Before entry Too big = emotional trading
Session choice Volatility + spreads Strategy setup Wrong session = inconsistent results

FAQ

Why do spreads jump sometimes?

Liquidity drops or volatility rises (session changes, major news, thin markets). Providers quote wider prices to manage risk.

Is slippage “manipulation”?

Usually it’s market conditions. Reduce it by trading liquid sessions, using smaller size, and avoiding news spikes early.

What should I do next?

Go to Risk Management for Beginner Traders, then Trading Psychology for consistency.

Risk Notice: Educational content only. Trading involves risk. Past performance does not guarantee future results.
© Simple Trading School — Market Structure
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