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Market Microstructure Visualization

Dataset
Select a dataset and configure visualization parameters
Depth Levels
Number of orderbook levels to include
Mode
How depth is aggregated
Sizing
Tick Size
Multiplier for price
Lot Size
Multiplier for quantity
Display
Disable to show raw quantity
Min Notional
Hide bars below this
Max Notional
Filter applies when both are set
Time Navigation
Current Snapshot Info
Timestamp: -
Event TS: -
Best Bid: -
Best Ask: -
Best Bid Qty: -
Best Ask Qty: -
Trades Since Previous Snapshot
Trades File
Second path in visualize.ini
Buy Notional: -
Sell Notional: -
Buy Trades: -
Sell Trades: -
Net (Buy − Sell): -
Window: -
Tip: pick a dataset from visualize.ini.