Market Data

The Terminal provides comprehensive market data aggregated from all connected exchanges. Every data point flows through Sequence's own NBBO stream -- no dependency on a single exchange for pricing.

Chart Module

The Chart module displays OHLC candlestick data computed from Sequence's cross-venue NBBO stream. Unlike single-exchange charts, these candles reflect the true best available prices across all connected venues at each moment.

Timeframes

Each candle includes a tick_count field indicating how many NBBO updates occurred during that interval, giving you a measure of market activity.

TradingView Integration

For advanced charting, the TradingView module provides the full TradingView lightweight-charts library with:

• Technical indicators (moving averages, RSI, MACD, Bollinger Bands, etc.)
• Drawing tools (trendlines, Fibonacci retracements, horizontal levels)
• Multi-timeframe analysis
• Customizable appearance and color schemes

Order Book

The Order Book module shows L2 depth (up to 20 price levels) for the selected symbol. Data is sourced from venue-specific WebSocket feeds maintained by the edge servers.

Features

• Bids and asks displayed with price, size, and cumulative depth
• Spread display showing the gap between best bid and best ask in absolute and basis point terms
• Venue selector to view depth from a specific exchange or the aggregated view
• Color-coded depth bars for quick visual assessment of liquidity at each level
• Real-time updates as the book changes on every tick

Aggregated vs. Single-Venue View

The default view aggregates depth across all venues. Switch to a single venue to see that exchange's native order book. The aggregated view is useful for understanding total available liquidity, while single-venue views help identify where depth is concentrated.

Watchlist

The Watchlist module tracks multiple trading pairs at a glance. Each row shows:

Managing Pairs

Click a pair in the Watchlist to select it as the active symbol across all linked modules (Chart, Order Book, Order Entry, etc.). Add or remove pairs from the Watchlist to customize which markets you track.

Time & Sales

The Time & Sales module shows a real-time feed of recent public trades across all connected venues. Each entry includes:

Trades are displayed newest-first and update in real-time. Up to 500 trades per symbol are available. This module is useful for reading short-term order flow and identifying aggressive buying or selling pressure.

BBO / NBBO Display

Best Bid and Offer data is available throughout the Terminal:

• Per-venue BBO -- accessible via the GET /v1/bbo endpoint and displayed in the Order Book module when filtered to a single venue
• NBBO -- the consolidated National Best Bid and Offer across all venues, shown in the Chart header, Order Entry panel, and Watchlist

The NBBO is computed by the Central Coordinator in real-time as venue edges stream book updates. It represents the true best available price you can trade at through the SOR.

Data Quality

All market data in the Terminal is reconciled against CoinGecko every 60 seconds by the DataEngine. If Sequence's own 24h price change drifts significantly from CoinGecko's reference, the data quality monitor flags it. Check the system status page for current reconciliation state.