Tape Intensity

Same raw data. Visualized.

Raw order flow in. A readable signal out. Everything in between written from scratch.

Most off-the-shelf indicators are built on price and time. This one digests contracts into a rate.

Data in, signal out

Raw Micro Nasdaq trade records in a spreadsheet — Thousands of prints, unreadable on their own.

Buy and sell rates against price, in contracts per second — The same prints, turned into a signal you can read at a glance.

Written from scratch

Python source for the tape intensity processor

Python, and a different way to view the order flow.

The tool pulls live market data and processes every print as it arrives. Most of the work went into one question: what counts as real intensity, and what is just noise. The answer shapes everything the chart shows.

Stable enough to use every day. Malleable enough to adjust when needed.

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