Order-Flow and Impact · deterministic synthetic teaching data

Order Flow Imbalance Guided Lab

How did best-bid and best-ask prices and displayed sizes change net buying versus selling pressure? Choose → step → observe → explain → compare.

Order Flow Imbalance traceCurrent profile trace over the complete synthetic scenario.Full deterministic trace

Compare all profiles

ProfilePrimary valueStateTrace rows

Audit view

RowSide/stateReasonActive value

Order-Flow and Impact · measurement context

How did best-quote prices and sizes change net displayed pressure?

Nearest comparison

Queue Imbalance is a depth snapshot; OFI accumulates quote-state transitions.

Do not substitute

Do not replace OFI with signed trade volume: cancellations and quote repricing also change the book.