B/View is an interactive Java application to help you visualize a limit order book and the dynamics of the book. It is configured with a complete set of messages for one stock on one day, taken from Nasdaq's SingleBook. Using the program, you can "play" the market like a video. You can also play it backwards, single-step forward (and backward), locate executions, and move around within the day. For a more complete description of how to use the program, see the B/View handout (pdf).
This verison of B/View is preliminary ("beta") and is intended for educational use.
B/View is a Java webstart application. You must have Java installed on your machine (see the Sun Java download page).
To load and start the program: Launch B/View (download size is about 2MB)
Supplement: SimpleSequentialTradeMode.xls is an Excel spreadsheet that presents a Glosten/Milgrom/Easley/O'Hara sequential trade model of informed trading.
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