Order Book Graph

The Order Book Graph displays an aggregated order book of prices and associated sizes across time.   For each time slice, it displays:

• Price (as Height)

• Tick Size (as Size)

• Order Size (as Color)

• Duration of Aggregated Orders at a given price (time period)

Figure 1. An order book graph displaying the top 10 levels of an orderbook across time.

Figure 2. An order book graph displaying a forward curve across time.