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Depth visualizer

Monitoring order books can be complicated, especially when you are trading the same instruments on multiple markets. The depth visualizer app is one way of working with the order book in Tbricks by Itiviti.

The depth visualizer app presents the order book in a separate view where you can see the top levels in the book and easily trade in the depth if you want to. When trading in the depth, it will also inform you before you send your order what your average price will be for the volume you will trade.

In addition to this basic functionality, the depth visualizer application also support:

  • Fast order settings: To make it possible to react quickly, you can if you want to simply click in the table to select volume and price for your limit order.
  • Fixed volume information: If you need to trade a specific volume, the app will inform you at which price you need to send your order (it will also show you the what the average price would be).
  • Disclosed volume: Disclosed volume is supported for all markets; if the market lacks native support for this the app will synthesize the functionality.
  • Tick handling: If you wish you can configure a custom tick rule for the app, thus aggregating multiple order book levels into one for easier viewing when the volume in the order book is too thinly spread out over multiple prices.

For trading multi-listed instruments, the execution app fully supports this as well when running in multi-listed mode:

  • Aggregated order book: The depth visualizer will use the order books for all the markets to present a consolidated view of the data.
  • Smart order router: The depth visualizer will leverage the Orc Tbricks Smart order router app when sending the order, thus making sure that the trades will be done at the best possible prices on the markets.

Building blocks

App_depth_visualizer

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