We offer you a tool to visualize market trading — Viewer. Using this tool you may find out what was happening with selected symbol at any time of any day from a training dataset. Viewer is available on the following link viewer.hftbattle.com.
You can get Viewer to have a look at historical market data (use the link Viewer at the top of the page) and to visualize your strategy actions on a particular day (the "Write to Viewer" button on the submission page).
Its interface consists of the following parts:
- best price and deals chart
- order books
- information and control panel
Let's have a look at each of them in details:
Chart is the central piece of the analysis tool.
OX axis is used for microsecond timing (exchange server time),
OY axis — order book price level.
Best price is shown as lines on the chart. Red lines — the best ask price, green line — the best bid price.
All of the deals made on the market are shown. Each deal can be further reviewed by clicking on it. You may find out when it was done, its volume and more.
Viewer implements a trading simulation in such a way that events in the order book are executed continuously. To move to the next event, push "right arrow" button («→»), for the previous event push the "left arrow" button («←»).
Current moment is marked by a vertical line on the chart.
To jump into a specific moment on the chart, double click on a point you would like to move on.
Another way to show a certain moment is to use the time selection widget in the control panel.
Select date/time and press the click on the tick icon (✔).
There are three tabs:
Moment you want to explore in the appropriate format
Description of transactions occurred at the moment you have chosen
Length of the time period in seconds to be loaded when you open Viewer.
Height of the chart in pixels.
Viewer won't show empty quotes if this option is turned on.
Show an extra column for each quote representing the total volume of all orders with given direction with price no worse than the current quote price.
Viewer will omit all changes without your orders participation while navigating if "Stop only on my events" flag is turned on.
Use the tool to manage orders generated by your strategy. To do that click "Write data to Viewer" for an exact day on your submission page. In a while there will be a link to Viewer showing the same order book as your strategy received on updates (it's different to one built on a plain historical market data as your strategy may have affected it). Click on the volume to study your orders on the price and when those orders were added. Click on the time in a dialog box to open the moment of the order placement.
Your deals are shown on the chart. To find out their symbol (shape) — have a look at the control panel. The Symbol of the deals is shown in the "@" column.