Demo: How To Overlay Order Message Events on Book Depth

This video goes into depth on how to overlay order messages on Order Book Depth visualizations. It shows you step-by-step how to configure and condition your incoming data streams in order to add them to electronic trading monitoring and analysis dashboards. The instructions in this video are applicable to any asset class (Equities, Futures, Credit, FX, Commodities) on the buy side or sell side.

With configuration like this, traders, quants, portfolio managers, and compliance officers can see order books with full depth, visualize historical data for any time period (from nanoseconds to years), zoom in and resample their trading data to investigate trading anomalies in specific time periods, and subscribe to the incoming streaming book and order events.