Order-flow suite
Raw tape into structured intelligence
Footprint, CVD, VWAP, volume bubbles, and a trade counter — derived from raw tick market-order data, rendered for clarity.
Advanced Footprint Charts
Visualize volume and delta per price level with imbalance markers and naked POCs derived from raw tick data.
- Volume by side, delta, total volume
- Diagonal imbalance markers
- Naked POCs that extend until tested
CVD — Cumulative Volume Delta
Capture absorption and exhaustion with sub-second sampled volume delta and full intra-candle min/max rotation context.
- Full intra-candle volume-delta rotation
- Millisecond trade / volume sampling
- Accompanying net delta-volume layer
VWAP — Volume Weighted Average Price
Tick-level VWAP with flexible anchoring — session (daily/weekly) lines plus unlimited click-placed anchors.
- Derived from tick-level market data
- Daily, weekly & click-to-anchor
- No limit to the number of VWAP plots
Volume Bubbles
Market-order aggression as visually scaled bubbles — proportional sizing with custom notional thresholds to spot dominant players.
- Footprint-like market-order size overlay
- Notional threshold filtering
- Log-proportional bubble scaling
Trade Counter
Pace of executions with separate buy/sell counts in a dual histogram — participation bias and intensity shifts over time.
- Independent market buy & sell counts
- Dual histogram render
- 1s / 5s / 15s / 60s bucketing
Non-Time Rotations
Bars built from trades, not the clock: Trades/Ticks, Volume, Point & Figure, Range, Trend Reversal, and Delta Volume.
- Six rotation engines, parametric to the tick
- Multi-day backfills over millions of trades
- Live continuation off the trade stream