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A Banach sequence space \\(S(x_k)\\) in which the unit vector sequence \\((e_k)\\) is fundamental is said to be a spreading model generated by \\((x_k)\\) if, for a given \\(\\varepsilon>0\\) and \\(n=1,2,\\dots\\), there is an \\(i\\) such that  \\[ (1+\\varepsilon)^{-1}\\left\\|\\sum\\nolimits_{k=1}^na_ke_k\\right\\|\\leq \\left\\|\\sum\\nolimits_{k=1}^na_kx_{i_k}\\right\\|\\leq (1+\\varepsilon)^{-1}\\left\\|\\sum\\nolimits_{k=1}^na_ke_k\\right\\| \\]  for all scalars \\(a_k\\) and \\(i<i_1<\\cdots<i_n\\). One could define a 2-iterated spreading model as a spreading model of \\(S(x_k)\\) generated by some other sequence. Further iteration yields the \\(k\\)-iterated spreading models of \\(X\\). \\textit{B.~Beauzamy} and \\textit{B.~Maurey} [Ark. Mat. 17, 193--198 (1979; Zbl 0477.46018)], answering a problem of H. P.~Rosenthal, showed that the class of iterated spreading models does not coincide with the corresponding one of spreading models. \\textit{E.~Odell} and \\textit{Th.~Schlumprecht} [Oper. Theory, Adv. Appl. 77, 178--198 (1995; Zbl 0827.46014)] asked whether or not every Banach space admits a \\(k\\)-iterated spreading model isomorphic to some \\(\\ell_p\\) for some \\(1\\leq p<\\infty\\), or \\(c_0\\).  The authors give a negative answer to this question. To this end, they extend the notion of the spreading model to the \\(k\\)-spreading model. The definition is based on \\(k\\)-sequences and plegma families. Most of the results of the classical theory are stated and proved in the higher order setting. 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