DIGITAL ELLIPTICAL PRODUCT LABA-25
INSTITUTIONAL QUANT TRADER WORKBENCH
QuantFlow Order Book Depth Analyst
Real-time depth-of-market ladder inspector for execution traders, visualizing resting liquidity queues, dark cross availability, and live execution fills.
CONNECTED PRODUCT ECOSYSTEM
Shared Domain State ModelQuantFlow Tri-Surface Architecture
ACTIVE ALGO ORDERS2 BLOCKS
NVDA (NVIDIA Corp)EXECUTING_DARK
NVDA (NVIDIA Corp)
Filled: 68,400 / 100,000
MSFT (Microsoft Corp)ALGO_COMPLETED
MSFT (Microsoft Corp)
Filled: 50,000 / 50,000
NVDA (NVIDIA Corp)
Adaptive POV 8% (Dark Aggressive) • Order ID ORD-NVDA-4091
EXECUTION VENUE DISTRIBUTION: IEX: 42% • Nasdaq: 34% • Liquidnet Dark: 24%
Targeting Arrival Price (VWAP 30-min window). Realized slippage is currently -0.8 bps vs Arrival Midpoint.
LIVE LEVEL-3 ORDER BOOK LADDER (0.01 TICK RESOLUTION)
ASK 128.42 (14,200 shs) - Nasdaq[Passive Liquidity]
ASK 128.41 (8,500 shs) - IEX[Protected Speedbump]
MID 128.405 (Dark Cross Queue Active)[MATCHING ENGINE]
BID 128.40 (12,800 shs) - Cboe[QuantFlow Resting Child Slice]
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