Cluster rows are colored red (sales) or green (purchases). When a sell order in the order book is bought, the cluster is colored in the color of the counter order – green. When a seller is found for a buy order, the cluster is colored red. The more intense the shade, the more orders of one direction were at that level.
Imagine a single order for 5,000 lots "hanging" in the exchange order book. While the order is open, nothing happens in the tape or clusters. Then a counter order appears to buy all 5,000 lots. As soon as the order is bought, it disappears from the order book and appears in the trade tape. The open order closes and becomes "news." Then the order's volume appears in the cluster and becomes "history." The more orders pass through the instrument, and the larger their volumes, the faster and denser the clusters are filled.
Now imagine that there is a buyer for 3,000 lots for the open order in the order book (5,000 lots). The order from the order book is executed for this volume. An order of 2,000 remains in the order book, and a transaction of 3,000 appears in the trade tape. Accordingly, in the clusters, a volume of 3,000 lots will be recorded at the price of the executed order – until new orders pass at this price.