Price Block
Price Chart (OHLC)
Price is the monetary expression of a product's value. Essentially, it is the amount of money the buyer is willing to part with in exchange for a product, and the seller is ready to part with the product in exchange for the offered amount of money.
The header includes:
Chart title
Exchange logo
Selected ticker
Timeframe
Ruler
Data type on the horizontal histogram, vertical volume
Volume in coins
Number of trades
Change visualization type
Bar
Line
Area
This is the only chart in the dashboard that can be manipulated with the mouse or keyboard arrows.
The chart includes a tooltip and legend.
Legend
Contains values:
O - opening price of the bar
H - maximum price of the bar
L - minimum price of the bar
C - closing price of the bar
V - volume/quantity of trades (from the histogram)
Historical Volatility
Volatility (from English "volatility") is a statistical financial indicator that characterizes the variability of price.
The header includes:
Chart title
Exchange logo
Selected ticker
Timeframe
Percentiles
The chart contains three percentiles:
10% - green line
50% - gray line
90% - red line
Legend
It contains the current value under the mouse pointer.
Limit Orders
Data Types
The block is divided into three sections because different types of data are used for limit orders on the Resonance platform:
Volume, in range, for the timeframe
Number of limit orders, in range, for the timeframe
Number of limit order changes, in range, for the timeframe
These data types differ, but their visualizations are the same.
Values
"Volume" type represents the total volume of all limit orders, in range, for the timeframe.
"Number of limit orders" type represents the sum of unique prices in range where limit orders are placed.
"Number of limit order changes" type counts all changes in the range during the timeframe. A change includes: adding volume at a price, removing volume from a price, or changing volume at a price.
Z-Score
The data types are divided into:
Organic calculation of values
Synthetic Z-Score calculation by value
To increase the efficiency of data assessment, "anomaly" is calculated by Z-Score for each value.
Note: To avoid writing three data types, we use the phrase "by value," which refers to any specific data type.
Heatmap by Value and Z-Score
A heatmap is a graphical representation of data where individual values in a table are displayed using colors.
The more intense the color on the map, the higher the value of the indicator.
The chart includes a central (zero) line dividing bid (below) and ask (above) values.
Scales:
Horizontal: time
Vertical: percentage values of ranges
The header contains:
Chart title
Ticker information:
In aggregation mode: index indicator
In non-aggregation mode: exchange logo and selected ticker
Timeframe
Slider for changing the upper range boundary
Legend
Contains:
Side: ask/bid
Current value in the range under the mouse pointer
Limit Orders (BAS) and Bid Ask Z-Score, by value
A line graph displaying the values of bid and ask sides at the same time.
Bid - green line
Ask - red line
Limit order sum by value (BAS) - visualizes the change in dynamics of value over the selected range for the timeframe.
Bid Ask Z-Score by value - visualizes the change in Z-Score dynamics over the selected range for the timeframe.
Scales:
Horizontal: time
Vertical: value in the range
The header contains:
Chart title
Ticker information:
In aggregation mode: index indicator
In non-aggregation mode: exchange logo and selected ticker
Timeframe
Mode switch for the shared Y-axis scale
Slider for changing the upper range boundary
The Bid Ask Z-Score chart additionally contains marks at +2 and -2, as well as a zero line.
Legend
Contains:
Side (ask/bid)
Current value in the range for the timeframe under the mouse pointer
Delta Line (BAS) by value
A line chart shows the delta of the cumulative value of the parameter over the selected range from the best bid and ask prices.
Delta is the difference between the Bid and Ask. If the value is below the zero line, then the Ask is higher than the Bid. If the value is above the zero line, the Bid is higher than the Ask.
Scales:
Horizontal: time
Vertical: value in the range
The header contains:
Chart title
Ticker information:
In aggregation mode: index indicator
In non-aggregation mode: exchange logo and selected ticker
Timeframe
Mode switch for the shared Y-axis scale
Slider for changing the upper range boundary
The chart also contains:
Green line - 10% percentile
Gray line - 50% percentile
Red line - 90% percentile
Zero line
Legend
Contains current value in the range for the timeframe under the mouse pointer
Limit Delta/Balance by Value
The delta histogram is the difference between the values for buy and sell orders.
Histogram Colors:
Red: More sell orders than buy orders for one bar. Value is below zero.
Green: More buy orders than sell orders for one bar. Value is above zero.
The balance line represents the average ratio between buy and sell orders.
BBalance Example:
90% means more buy orders than sell orders.
50% means equal buy and sell orders.
10% means more sell orders than buy orders.
Scales:
Horizontal: time
Vertical (left): delta histogram value
Vertical (right): linear balance graph value
The header contains:
Chart title
Ticker information:
In aggregation mode: index indicator
In non-aggregation mode: exchange logo and selected ticker
Timeframe
Delta histogram mode switch (standard bar delta, cumulative delta for visible range)
Slider for changing the upper range boundary
Legend
Contains:
B: balance line value
D: delta histogram value
Limit Balance by Value Z-Score
Limit Balance by Value Z-Score is the Z-Score of the balance value.
Balance represents the average ratio between buy and sell orders.
Z-Score is a statistical measure that allows you to assess how "normal" or "abnormal" a particular value is compared to the average.
Scales:
Horizontal: time
Vertical: value in the range
The header contains:
Chart title
Ticker information:
In aggregation mode: index indicator
In non-aggregation mode: exchange logo and selected ticker
Timeframe
Mode switch for the shared Y-axis scale
Slider for changing the upper range boundary
The chart also includes:
Green line - 10% percentile
Gray line - 50% percentile
Red line - 90% percentile
Zero line
Legend
Contains:
Current value, in the range for the timeframe under the mouse pointer
Executed Trades (Trades)
Data Types
The block is divided into two sections because the Resonance platform uses different data types for executed trades:
Volume in the bar, for the timeframe
Number of trades in the bar, for the timeframe
These data types differ, but the visualizations are the same.
Values
"Volume" type represents the sum of all executed market trades' volumes in the bar, for the timeframe.
"Number of trades" type represents the sum of all market trades.
Note: To avoid writing two data types, we will use the term "by value," which refers to a specific data type.
Delta/Balance by Value
The delta histogram is the difference between values for buy and sell trades.
Histogram Colors:
Red: More sell trades than buy trades for one bar. Value is below zero.
Green: More buy trades than sell trades for one bar. Value is above zero.
The balance line represents the average ratio between buy and sell trades.
Balance Example:
90% means more buy trades than sell trades.
50% means equal buy and sell trades.
10% means more sell trades than buy trades.
Scales:
Horizontal: time
Vertical (left): delta histogram value
Vertical (right): linear balance graph value
The header contains:
Chart title
Ticker information:
In aggregation mode: index indicator
In non-aggregation mode: exchange logo and selected ticker
Timeframe
Delta histogram mode switch (standard bar delta, cumulative delta for visible range)
Slider for changing the upper range boundary
Legend
Contains:
B: balance line value
D: delta histogram value
Volume/Balance and Trade Count/Balance
An area chart is the total value for a data type in the bar, for the timeframe.
The balance line represents the average ratio between buy and sell trades.
Balance Example:
90% means more buy trades than sell trades.
50% means equal buy and sell trades.
10% means more sell trades than buy trades.
Scales:
Horizontal: time
Vertical (left): delta histogram value
Vertical (right): linear balance graph value
The header contains:
Chart title
Information about the ticker:
In aggregation mode – index indicator
In non-aggregation mode – exchange logo and selected ticker
Timeframe
Legend
Contains:
B – balance line value
V – zone diagram value
Comparison of volumes for top liquid tickers
Comparison of the values of liquid tickers is a zone diagram with accumulation, where each zone overlaps the previous one. Usually, the index value is based on a number of other values, in this case, those values are tickers.
Note: This diagram pairs with a pie chart.
Scales:
Horizontal – time
Vertical (left) – zone diagram value
The header of the chart contains:
Chart title
Timeframe
Legend/Tooltip
Contains a list of values from the diagram:
Zone color
Unified ticker
Exchange logo
Scale value
Pie Histogram
A secondary diagram companion to the zone accumulation diagram.
The header of the chart contains:
Chart title
Timeframe
The block consists of:
Pie chart
Legend
Color marker (the zone color of the histogram can be changed by clicking on the marker)
Exchange logo
Unified ticker
Value
Legend/Tooltip for the histogram:
When hovering over the zone on the diagram, an additional legend for the zone appears in the center.
Exchange logo
Unified ticker
Percent value of the sector's size
Sector's size value
Price Change per Unit Volume / Price Change per 1 Trade
A composite indicator calculated based on the price of a specific ticker and the value for buy and sell data types.
For example: If simplified, the green line shows how effectively market buy volume pressure changes the price upwards. If the line is rising, each percent movement upwards occurs with little cost. If the line is falling, more and more volume is required to push the price higher.
The chart consists of two lines:
The green line represents buy efficiency
The red line represents sell efficiency
Delta histograms show the difference between the values, where the green value minus the red value is shown.
The header of the chart contains:
Chart title
Information about the ticker:
In aggregation mode – index indicator
In non-aggregation mode – exchange logo and selected ticker
Timeframe
Switch for the common axis mode for the Y-scale (right scale)
Scales:
Horizontal – time
Vertical (left) – delta histogram value
Vertical (right) – linear graph value
Legend
Contains:
D – delta histogram value
Price change down (red line)
Price change up (green line)
Z-Score
In this section, a series of Z-Score indicators are provided for the following values:
Price
Volume
Delta by volume
Number of trades
Delta by the number of trades
Z-Score is a statistical measure that helps assess how "normal" or "unusual" a specific value is compared to the average value.
Scales:
Horizontal – time
Vertical – Z-Score value for data type
The header of the chart contains:
Chart title
Information about the ticker:
In aggregation mode – index indicator
In non-aggregation mode – exchange logo and selected ticker
Timeframe
Switch for the common axis mode for the Y-scale
The chart also contains:
Green line – 10th percentile
Gray line – 50th percentile
Red line – 90th percentile
Zero line
Legend
Contains:
Current value in the bar for the timeframe where the mouse is located
Data Comparison Block
Comparison of currency indexes volumes
The zone diagram with accumulation visualizes the share of indices over time
Scales:
Horizontal – time
Vertical – value by data type
Comparison of index volumes
A pie chart visualizes the share of selected assets compared to others.
The block consists of:
Pie chart
Legend
Color marker (the zone color of the histogram can be changed by clicking on the marker)
Index name
Value
Legend/Tooltip for the histogram
When hovering over the zone of the diagram, an additional legend appears in the center:
Index name
Percent value of the sector's size
Sector's size value
Comparison of prices
Мультилинейный график визуализирует изменение цен тикеров, по выбранным индексам.
Scales:
Horizontal – time
Vertical – price
The header of the chart contains:
Chart title
Timeframe
Switch for the mode of the price scale (price/percentage)
Transition to Market Delta
The chart also contains:
Green line – 10th percentile
Gray line – 50th percentile
Red line – 90th percentile
Comparison of balances
A multi-line chart visualizes the changes in balances of selected indices.
Scales:
Horizontal – time
Vertical – price
The header of the chart contains:
Chart title
Timeframe
Switch for the common axis mode for the Y-scale
Transition to Market Delta
The chart also contains:
Green line – 10th percentile
Gray line – 50th percentile
Red line – 90th percentile
50% line