MarketByOrder Docs

Market data

Try up to 3 replays per day with 5 minutes of total replay time free. Our market data is included, with no data account to set up and nothing to install. A paid plan is required to replay beyond these daily limits.

We carry a set of futures instruments and a growing range of months. If you want an instrument or a date we do not carry, you can connect your own Databento key under Connect Data and pick any instrument and date. Those replays bill your Databento account for the data they request, usually cents per hour of replay.

Select a replay

Pick an instrument and a replay time, then start the replay.

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.