`New` Introducing Order Book Replay¶

Eventus is excited to announce Order Book Replay, a powerful new tool that transforms how you analyze trading sessions. This feature lets you replay market activity with precise timeline control, revealing relationships between account actions, market depth, and price movements. Order Book Replay helps you identify potential market manipulation.

What is Order Book Replay?¶

Order Book Replay provides an interactive visualization of historical trading sessions, allowing you to:

Order Book Replay

Play through complete market timelines
Analyze the relationship between account activity and market depth
Monitor mid-market price movements with clear visual indicators
Apply conditional filters to focus on specific events or patterns
Switch between multiple visualization modes for different analytical perspectives

Key features¶

Interactive timeline controls¶

The intuitive player interface gives you complete control over your analysis:

Order Book Replay player controls

Play/Pause: start or stop the replay at any moment
Timeline Scrubbing: quickly navigate to specific points in time
Activity Navigation: jump directly to filtered account activities using fast-forward and rewind buttons
Time Display: current position shown in precise timestamp format

Multiple visualization options¶

Choose the view that best supports your analysis needs:

Depth Discrete view¶

Displays order book size at individual price points, showing specific market interest levels.

Depth Discrete visualization showing size at individual prices

Depth Cumulative view¶

Shows aggregated size across price levels, revealing the overall market liquidity structure.

Depth Cumulative visualization showing aggregated size

Depth Data view¶

Presents exact numerical values in a table format for precise analysis.

Depth Data table showing exact figures

Note

Both graphical modes (Discrete and Cumulative) display the mid-market price with directional indicators showing price trend movement.

Advanced filtering¶

Apply precise filters to focus your analysis on the most relevant information.

Integrated market and account activity¶

View external market executions alongside internal account activity in a consolidated interface:

Account activity and execution display

Expandable sections: resize or hide sections as needed
Contextual labeling: activities labeled according to your filter selections
Detailed analysis: open any activity in Time + Sales Viewer with a single click

Implementation roadmap¶

Order Book Replay will roll out in three strategic phases:

Phase 1: foundational update
- Visual refresh of the existing Time + Sales Viewer
- Enhanced filtering capabilities
- Improved user interface
- Level One data support
Phase 2: Order Book Replay launch
- Full Order Book Replay functionality
- Interactive timeline with playback controls
- Multiple visualization modes
- Advanced filtering options
- Continued Level One data support
Phase 3: Level 2 data expansion
- Complete Level 2 data integration
- Enhanced depth visualization
- Additional analytical capabilities

Note

Level 2 data support requires system compatibility. Contact your Customer Success Manager to verify eligibility or arrange an upgrade.

Getting started¶

Order Book Replay is disabled by default. To enable this feature:

Contact your Customer Success Manager.
Request Order Book Replay activation for your account.
Once enabled, access Order Book Replay in Validus.

For more information about Order Book Replay, contact your Customer Success Manager.

New Introducing Order Book Replay¶