Building an exchange is a difficult technical challenge, requiring high transaction rates, low, deterministic response times, fairness, and reliability.
Source: Jane Street
Look at the depth of market and how the price really moves.
It doesn't matter whether you want to trade futures, stocks or forex - these supply and demand principles are fundamental to any of these markets.
Source: Critical Trading
How to visualise and understand level 2 data when day trading stocks.
Source: EasyPZ