In 1980, Las Vergnas defined a notion of discrete convexity for oriented matroids, which Edelman subsequently related to the theory of anti-exchange closure functions and convex geometries. In this paper, we use generalized matroid activity to construct a convex geometry associated with an ordered, unoriented matroid. The construction in particular yields a new type of representability for an ordered matroid defined by the affine representability of its corresponding convex geometry. The lattice of convex sets of this convex geometry induces an ordering on the matroid independent sets which extends the external active order on matroid bases. We show that this generalized external order forms a supersolvable meet-distributive lattice refining the geometric lattice of flats, and we uniquely characterize the lattices isomorphic to the external order of a matroid. Finally, we introduce a new trivariate generating function generalizing the matroid Tutte polynomial.