VolBook®

Volume bubbles

VolBook® combines the analysis of the level 2(market depth) with the level 1(time and sales) thanks to the volume bubbles indicator. The trades are displayed as bubbles which size depends on the amount of volume executed and which is the aggression(buyer or sellers)

This function allows you to identify the book action like spoofing, layering or when the limit orders are really executed; the indicator is fully customisable in terms of colors, filters, grouping mode and so on

Volume profile

Volume profile is one of the most powefull volume indicators becuase it highlights the most interested zone of price and how they were executed thanks to the delta profile.

The abilty to read the profile is one of the most important key for a successfully market analysis with the volume and it is also not so easy, because when we see a profile, you should be also to identify the shape of the distribution, unbalanced zones, pseudo point of control(POC) and many other things.

Chart dom

To help scalper traders we have thought a tool, called Chart Dom. which allows traders to insert orders in a very fast way; it is not just an order submission, but it also analyzes pull and stack order and executed one.

Chart Dom allows traders to place limit order (left mouse click) and market order (right mouse click) with only one click.

VolBook also supports Oco Order Strategy, in which way you can break your position in small pieces, putting multiple stop and target orders.

Iceberg and stops

Thanks to the market by order (MBO), VolBook® can recognize executed iceberg and stop orders in the market, highlighting interesting moments.

Iceberg orders are native iceberg and they are available on CME Group with Rithmic data feed, while in the italian stock market we have developed an algorithm in order to detect them with VolRT.

Stop orders are not native because the market doesn’t send that kind of informations, but they are detected thanks an algorithm.