Playground
Order Book Replay Visualizer
Drop a Level-2 CSV and watch the order book reconstruct tick by tick. Animated depth bars, best bid/ask, spread over time. Runs in your browser. Free.
- Inputs
- Paste + configure
- Runtime
- 1–15 s
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Load a Level-2 snapshot CSV
Wide format: one row per timestamp, columns for timestamp, bid_pxN/bid_szN, ask_pxN/ask_szN. Up to 20 levels per side supported. Everything runs in your browser — nothing is uploaded.
What this tool visualizes
Every snapshot in your CSV is rendered as two depth bars — green for bids (below mid), rose for asks (above mid). Bar length is proportional to size at that level. The dashed line is the mid.
The timestamp and quoted spread (absolute + basis points) update as you replay. Load the demo to see the shape; then bring your own L2 export from any of the vendors in theTCO calculator.
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