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Aryan Ayyar

Lab / Market microstructure Prayoga प्रयोग

Inside the Limit Order Book

A closer look at the market as it unfolds: visible liquidity, executions, and the queues behind the price.

A replay from Nasdaq TotalView-ITCH order-level data. This is a historical sample, not a live market feed.

Order-book replay

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Bid liquidity Ask liquidity Buyer-initiated prints Seller-initiated prints

Liquidity Map

Visible depth by price and time
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Top of Book

Bid, ask, midpoint

Order Flow Pulse

Adds, cancels, executions per minute