MarketByOrder Docs

MarketByOrder is a customizable suite of tools for analyzing orderflow.

Connect Your Data

To use the full replay workspace with your own market data, you need a Databento API key. You create that key at databento.com, then add it to Orderflow Replay so you can access market data under your own Databento license.

Market data is not bundled with Orderflow Replay, which helps keep costs lower and keeps exchange licensing tied to your own data account.

Databento currently includes $125 in credits for new accounts, which is enough for months of usage.

Select a replay

Once you have connected your api key, select an instrument and replay time.

Create an account, connect your data, and start replaying.

Get Started

Components

Explore the tools that make up the replay workspace.

Footprint Chart

See where buyers and sellers were active at each price level inside a candle.

Depth of Market

Watch the order book as a vertical price ladder and trade into the book.

Time & Sales

Reconstructed tape of aggressive orders, replayed tick by tick.