Altair® Panopticon


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.