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Order Flow Analytics Excel Template

Analyze order flow patterns with comprehensive order flow analytics, market impact assessment, and liquidity analysis tools for advanced trading strategies.


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Master Order Flow Analysis with Professional Trading Analytics

Order flow analytics is essential for understanding market dynamics, identifying trading opportunities, and optimizing execution strategies. Our Order Flow Analytics template provides comprehensive tools to analyze order flow patterns, assess market impact, and extract actionable trading insights with institutional-quality frameworks.

From order flow analysis to market impact assessment, uncover hidden trading opportunities. Built for quantitative traders, market makers, and institutional trading desks, this template helps you analyze order flow patterns, identify liquidity sources, and optimize trading execution.

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Comprehensive Order Flow Analysis Framework

Order Flow Patterns & Dynamics

Analyze order flow patterns with buy/sell imbalances, order size distributions, and flow intensity metrics. Track order flow momentum and directional bias indicators across different time horizons.

Volume Profile Analysis

Analyze volume profiles with volume-at-price distributions, high-volume nodes, and volume concentration metrics. Identify support/resistance levels and volume-based trading opportunities.

Order Book Dynamics

Analyze order book dynamics with bid-ask spread analysis, order book depth, and liquidity layer assessment. Track order book imbalances and queue position analytics.

Market Participant Analysis

Identify different market participant types with order size clustering, timing patterns, and behavior classification. Analyze institutional vs. retail flow characteristics.

Market Impact Assessment & Liquidity Analysis

Price Impact Modeling

Model price impact with temporary and permanent impact components, impact decay functions, and size-impact relationships. Analyze impact across different market conditions and volatility regimes.

Liquidity Cost Analysis

Analyze liquidity costs with implementation shortfall, market impact costs, and timing costs. Calculate total transaction costs and execution quality metrics.

Flow Toxicity Indicators

Identify toxic flow with order flow toxicity measures, adverse selection indicators, and informed trading probability. Analyze flow predictability and market impact persistence.

Execution Quality Metrics

Measure execution quality with VWAP performance, price improvement, and fill rate analysis. Track execution efficiency and benchmark against market standards.

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Frequently Asked Questions

How does it analyze order flow patterns?

The template analyzes order flow patterns with buy/sell imbalances, order size distributions, and flow intensity metrics. It tracks order flow momentum and directional bias indicators across different time horizons.

Can it assess market impact?

Yes, the template models price impact with temporary and permanent components, impact decay functions, and size-impact relationships. It analyzes impact across different market conditions and volatility regimes.

How does it identify flow toxicity?

The template identifies toxic flow with order flow toxicity measures, adverse selection indicators, and informed trading probability. It analyzes flow predictability and market impact persistence.

Does it include volume profile analysis?

The template includes comprehensive volume profile analysis with volume-at-price distributions, high-volume nodes, and volume concentration metrics. It identifies support/resistance levels and volume-based opportunities.

How does it measure execution quality?

The template measures execution quality with VWAP performance, price improvement, and fill rate analysis. It tracks execution efficiency and benchmarks against market standards.

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Frequently Asked Questions

If you question is not covered here, you can contact our team.

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How do I analyze data?
To analyze spreadsheet data, just upload a file and start asking questions. Sourcetable's AI can answer questions and do work for you. You can also take manual control, leveraging all the formulas and features you expect from Excel, Google Sheets or Python.
What data sources are supported?
We currently support a variety of data file formats including spreadsheets (.xls, .xlsx, .csv), tabular data (.tsv), JSON, and database data (MySQL, PostgreSQL, MongoDB). We also support application data, and most plain text data.
What data science tools are available?
Sourcetable's AI analyzes and cleans data without you having to write code. Use Python, SQL, NumPy, Pandas, SciPy, Scikit-learn, StatsModels, Matplotlib, Plotly, and Seaborn.
Can I analyze spreadsheets with multiple tabs?
Yes! Sourcetable's AI makes intelligent decisions on what spreadsheet data is being referred to in the chat. This is helpful for tasks like cross-tab VLOOKUPs. If you prefer more control, you can also refer to specific tabs by name.
Can I generate data visualizations?
Yes! It's very easy to generate clean-looking data visualizations using Sourcetable. Simply prompt the AI to create a chart or graph. All visualizations are downloadable and can be exported as interactive embeds.
What is the maximum file size?
Sourcetable supports files up to 10GB in size. Larger file limits are available upon request. For best AI performance on large datasets, make use of pivots and summaries.
Is this free?
Yes! Sourcetable's spreadsheet is free to use, just like Google Sheets. AI features have a daily usage limit. Users can upgrade to the pro plan for more credits.
Is there a discount for students, professors, or teachers?
Currently, Sourcetable is free for students and faculty, courtesy of free credits from OpenAI and Anthropic. Once those are exhausted, we will skip to a 50% discount plan.
Is Sourcetable programmable?
Yes. Regular spreadsheet users have full A1 formula-style referencing at their disposal. Advanced users can make use of Sourcetable's SQL editor and GUI, or ask our AI to write code for you.
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Professional order flow analytics tools to analyze order patterns, assess market impact, and optimize trading execution with comprehensive flow analysis.

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