An order (sweep, or sweep order) that is filled by means of multiple sweeps taking place under the same trade within close enough internals that keep the multiple fillings relevant to each other.
Multiple sweeps indicate a market direction and attract more attention from market participants. More attention may also be an indication of more volume a better interpretation of the market status as to a specific security. Traders usually closely track multi-sweeps as such orders may bear better weight versus normal sweeps.
