Demo: A Real Time View of Order Book Depth

Traders need to understand what is happening to the order book right now – in real time – plus what has happened during the last few minutes. With Panopticon, traders can monitor for imbalances across instruments, and then investigate the latest book depth from that time onwards. It can query historic data stored in kdb+, OneTick, or virtually any other high performance data repository, or subscribe to live data streams from Kafka, Solace, Rabbit MQ, or other message buses.

When traders are monitoring a wide selection of stocks, they need to see a summary of all books along with calculated metrics to display anomalies. If they are monitoring only a few instruments, they most likely want to see them all in parallel. Panopticon supports either use case, and at any time, the user can jump from the live real time view of the order book to see any part of the trading day to examine anomalies in more detail.

 

Request a demo and see it for yourself today!