Order flow

Level II montage

The Level II montage stacks bid and ask depth the way a DAS-style montage does: venue, price, and size, laid out so pressure on each side reads immediately.

A follower panel

Level II renders the symbol of its window's link group, so selecting a name in the scanner or watchlist moves it. Bid and ask prices use dedicated colors that stay legible in both light and dark themes.

Built against a real book

The montage draws from a normalized depth book, so it renders futures depth from the bridge and is ready for the equity depth feed being wired in. It asks for depth and gets whatever the routing table provides for that symbol.

What is coming

A live equity depth feed and per-venue market-maker modeling are the next steps for this panel.