market data / tick data visualization request

[timeseries]

I wanted to make our requirements explicit: We consume and store L2 market tick data. Currently we use this for backtesting and adhoc analysis.

For trading we want to be able to view:

1. The spread of liquidity
2. The current bid/ask
3. Where our own trades and market trades are occurring.

This is to allow us to:

• See more detail than just bid/ask or candlesticks allow.
• Visually help us picture how the full order book moves
• Check that our outstanding orders are sitting in the order book where we want them to.