OrderBook Analytics

Instantly analyse a stock's open order book and identify developing trends early with Quant-box's unique depth tools

Heat-maps

In addition to displaying a standard depth table, Quant-box visualizes the open order book by plotting each buy and sell order on a heat-maps.

As orders flow in and out of the market and trading occurs, the depth charts automatically update. These changes are animated, drawing your attention to the changes taking place.

The market at a glance

The market heat-map allow you to analyze a stock’s trading position more quickly than table depth data.

The price bars height and distribution provide a clear indication of the current supply/demand in the order book. Furthermore, the day’s trading range is highlighted in the chart background, enabling you to compare the current depth in relation to the trades already executed.

Powerful analysis

Quant-box’s market depth tools significantly increase your understanding of a stock’s trading patterns. Specifically, it can help to identify:

  • Short term momentum shifts
  • Support/Resistance levels
  • Presence of algorithmic trading
  • Execution quality/performance
  • Market manipulation
Auction price indicator

The auction price indicator updates in real-time in response to changes in the overlapped depth queues.