Orderflow suite

Designed, specified, not yet built.

The orderflow module has a workspace route and a data contract. It has no calculation engine, and no orderflow analysis is available to customers today.

PlannedNot built yet

Bid × ask footprint

The intended view is a per-price ladder inside each candle showing volume transacted on each side, with diagonal and stacked imbalance marked.

  • Bid/ask cells at price
  • Diagonal imbalance
  • Stacked imbalance runs
PlannedNot built yet

Delta and cumulative delta

Bar delta and cumulative delta against price response. This depends on a feed that identifies the aggressor, which Indian retail feeds generally do not.

  • Bar delta
  • Cumulative delta
  • Delta divergence
DependencyNot built yet

What it needs first

Orderflow cannot be honest without tick-level data and aggressor information. Both depend on a licensed feed we do not have yet.

  • Tick-level market data
  • Aggressor-side identification
  • Tick storage for replay
NIFTY 50NSE15m DEMO DATA

Bid × ask footprint · diagonal imbalance boxes · delta, cumulative delta and volume table

Drag to pan · scroll to zoom · double-click to reset

Session delta+18.6KIllustrative
Stacked imbalance4 levelsAsk side
Volume POC24,825Session acceptance

At a glance

Status
Not implemented
Workspace route
Exists as a shell
Calculation engine
Not written
Blocked on
Licensed tick-level data

What this cannot do

  • No orderflow analysis is available to customers today.
  • Aggressor-side data is unavailable from the Indian retail feeds we support, so buy/sell split cannot be reported honestly yet.

This platform is for market analysis. It cannot place, modify or cancel an order, and it is not a trading terminal.

Trade with context

Follow the build instead of the pitch.

The platform page lists exactly which modules work today and which do not.