Loading Order Flow Data

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Loading Order Flow Data

Jigsaw is an Order Flow oriented platform but we do not always download all order flow information for each chart. If you look at the S&P500 Futures right now, there's roughly 36 million Level 1 messages per day.


What we do is load basic bar data and then load level 1 information on demand based on the chart type/study. The types that need Level 1 information are:






JT Cumulative Delta

JT FootPrint Stats


When you run one of these charts, if the Level 1 data is not in the tick database, then it will load it on demand and you will see a message like this: