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:

q  Price (as Height)

q  Tick Size (as Size)

q  Order Size (as Color)

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


Figure 2-20. An order book graph displaying the top 10 levels of an orderbook across time

Figure 2-21. An order book graph displaying a forward curve across time.