Liquidity On Time

In ICT, liquidity means pools of orders resting in the market.

These are usually stop-losses or pending orders from retail traders.

Liquidity on time combines liquidity with the time-of-day element.

ICT teaches that markets deliver liquidity at specific trading sessions.

Main sessions: London Open (2–5 AM EST) and New York Open (7–10 AM EST).

These times concentrate order flow, creating high-probability moves.

Smart Money hunts liquidity at those hours, not randomly.

Example: During London Open, stops above Asian range = liquidity target.

New York session often sweeps London highs/lows before real move.

Thus, timing tells us when liquidity will likely be attacked.

"Liquidity on time" = confluence of where liquidity sits and when it’s taken.

It explains why moves often happen at precise clock times, not anytime.

Traders use it to avoid chasing price outside killzones.

ICT emphasizes “time & price” must agree for valid setups.

Price alone is incomplete; time confirms when Smart Money acts.

This prevents overtrading in quiet hours.

Example setup: Liquidity sweep at 9:30 AM NYSE open → entry trigger.

Liquidity on time also explains engineered stops runs before news.

The concept ties into Killzones, FVGs, and SMT divergence.

In short, Liquidity on Time = knowing WHEN liquidity will be raided.