Visualizing Trade Insights: Pre & Post-Trade Dashboards
Last updated
Last updated
The Blockhouse Pre-Trade Execution Analytics Dashboard provides real-time and historical insights into trade execution quality, market conditions, and algorithmic strategy performance. It is designed to help traders and analysts monitor market impact, optimize execution strategies, and dynamically adjust orders based on live trading conditions.
Buy-Side Traders & Portfolio Managers – Monitor execution efficiency and slippage in real time.
Sell-Side Execution Desks – Optimize order routing and minimize market impact.
Risk & Compliance Teams – Ensure regulatory adherence and identify execution inefficiencies.
Currently, the dashboard is available via the Blockhouse Web Portal. Clients can log in at:
Blockhouse Client Portal
Coming Soon: The SDK will allow programmatic access to dashboard data, including:
Retrieving execution analytics for specific trades.
Fetching slippage, market impact, and venue performance metrics.
Embedding dashboard components into proprietary trading platforms.
Estimated SDK Release: Q2 2025
Interested in early access? Contact support@blockhouse.capital.
Below are detailed descriptions of each dashboard component, including any important features and charts.
What It Shows:
A line chart tracking the selected asset’s intraday mid-price.
Annotations (e.g., “Mid Price Trend Line,” potential high/low points).
Key Features:
Type of Asset & Asset Option:
Drop-down menus at the top allow users to pick the asset class (Equity, etc.) and a specific ticker (e.g., AAPL).
Selecting a different asset immediately refreshes this chart (and all others).
Hover Tooltips:
Display the exact time and mid-price.
Trend Analysis:
The line updates in real time, showing how price evolves throughout the session.
Why It Matters:
Gives traders a quick snapshot of current price action and potential support/resistance areas.
What It Shows:
A horizontal bar chart of net buying/selling volume at various price levels.
Key Features:
Y-axis: Price levels
X-axis: Number of orders
Live Imbalance: Updates in near-real-time to show shifts in the order book.
Why It Matters:
Helps traders identify concentrations of buy vs. sell pressure at different price points, guiding decisions on where liquidity might be found or thin.
OFI means order flow imbalance. For this chart, it tracks the historical and current OFIs.
What It Shows:
A line chart over time, illustrating the change of order flow imbalance..
Key Features:
Time Series: Each point reflects the OFI value at a given minute.
Hover Tooltips: Show exact OFI value and timestamp.
Comparisons: Users can correlate OFI peaks/dips with the main price chart or the RSI chart.
Why It Matters:
Provides a supplementary metric for analyzing how market conditions or order flow might be impacting the price over time.
What It Shows:
A box-and-whisker plot comparing predicted execution costs (in bps) across different “Platforms” or “Algorithms.”
Key Features:
Platforms/Algorithms: For instance, “Blockhouse.”
Box Plot Ranges:
Median line inside each box.
Interquartile range (box) indicates the middle 50% of predicted costs.
Whiskers show the extent of typical cost variation.
Outliers appear as dots beyond the whiskers.
Hover Tooltips: Provide exact numeric values (min, median, max).
Why It Matters:
Allows quick comparison of potential execution costs across different routes or strategies, highlighting where impact might be higher or lower.
What It Shows:
A Relative Strength Index line chart (typical 14-period RSI).
Key Features:
0–100 Scale:
Values >70 may indicate overbought conditions; <30 may indicate oversold conditions.
Time Axis: Aligns with the main price chart for easy correlation.
Hover Tooltips: Show RSI value at each time interval.
Why It Matters:
RSI is a momentum oscillator, helping traders gauge if the asset is potentially due for a reversal or continuing trend.
What It Shows:
A heatmap layout of predicted execution costs (in bps) across time (rows) and exchanges (columns).
Key Features:
Rows: Trading time slots (e.g., 9:00 AM, 10:00 AM, 11:00 AM).
Columns: Major venues (e.g., LSE, NASDAQ, NYSE).
Cell Colors: Darker cells typically indicate higher cost, lighter cells indicate lower cost.
Hover Tooltips: Show the exact predicted bps for each venue/time slot.
Why It Matters:
Facilitates venue selection and timing decisions. If a certain exchange at a certain hour is predicted to have high impact, traders can schedule or route orders more optimally.
Type of Asset and Asset Option parameters at the top.
Available Types: equities, fixed income, etc. Available Assets: AAPL, MSFT, CT5, etc.
Effect: Changing these updates all relevant charts simultaneously (price, RSI, order flow imbalance).
Most charts have interactive tooltips showing context-specific details (e.g., exact price, RSI value, or predicted cost).
Contextual information appears when hovering over charts.
Example: "Mid Price at 09:30: $229.10"
Customizable time windows: Planned for the SDK release: users can specify custom time windows or intervals to zoom in on critical market periods.
Exchange filters: The bottom-right table can be filtered to isolate specific exchanges or compare multiple venues side by side..
The dashboard is powered by a robust real-time data pipeline integrating multiple sources:
Prices – Real-time asset prices (e.g., AAPL, MSFT).
Order Book & Imbalance Data – Aggregated net buying/selling pressure at each price level.
Predicted Total Impact Cost – Simulated or precomputed total impacts from various platforms and algorithms.
Predicted Execution Impact – Estimated basis-point costs per venue (NYSE, NASDAQ, LSE) over future time horizons.
Intraday Mid-Price Line Chart
X-axis: Time (intraday).
Y-axis: Mid Price.
Annotations: High/Low points for quick reference.
User Parameter: Select an asset (AAPL, MSFT).
Current Order Flow Imbalance (Bar Chart)
X-axis: Net imbalance (in millions of shares).
Y-axis: Price levels.
Interpretation: Negative values indicate selling pressure, positive values indicate buying pressure.
Predicted Total Impact Cost (Box Plot)
Shows: Expected impact cost distributions for Algorithms and Platforms.
Insights: Wider ranges indicate higher volatility or uncertainty.
RSI & Order Flow Imbalance (Time Series)
RSI Indicator: Measures momentum (0-100 scale).
Order Flow Imbalance Overlay: Tracks historical net buying/selling pressure.
Venue Impact Table (Heatmap)
Rows: Future time slots (e.g., 9:00 AM, 10:00 AM…).
Columns: Venues (NYSE, NASDAQ, LSE).
Color Coding: Higher execution costs appear in darker colors.
Below are the key data fields available through the dashboard and (soon) via SDK.
Field
Description
Unit
time
Intraday timestamp
HH:MM (24-hour)
mid_price
Midpoint of best bid & ask
USD
RSI
14-period Relative Strength Index
(0–100)
order_flow_imbalance
Net buy/sell volume difference
# of shares
algorithm
Trading strategy identifier (A, B, C)
Categorical
predicted_impact
Estimated execution cost
Basis points (bps)
exchange
Trading venue (NYSE, NASDAQ, LSE)
String
price_level
Price points for order flow imbalance chart
USD
algorithm
Trading strategy
Categorical
platform
Execution platform or route (e.g., “Blockhouse”)
Categorical
