Order Flow Terminal
Candle Footprint · Daily Value Area · VWAP · CVD (tick data only)
VWAP Cross Research Backtest
Entry at next bar open after a close crosses session VWAP. Exit after fixed holding bars. Non-overlapping trades, estimated commission and slippage.
Historical CSV Data
Checking local saved dataset…
Select import format and timezone, then click Import CSV at the top. Large OHLCV files: last 80,000 rows retained and saved locally.
MotiveWave OHLCV: Headerless rows such as 20170417 115600,1290.9,1291.1,1290.8,1291.0,143. Choose the timezone used by your MotiveWave export. Data is processed locally; only the latest 80,000 valid rows are retained. Volume Profile / POC / VAH / VAL are estimates using uniform candle-range volume distribution. VWAP uses typical price × volume. CVD, Bid × Ask, and imbalance cannot be inferred from OHLCV.
True tick prints: Choose the other import format, with timestamps including Z or explicit UTC offset.
timestamp,price,size,side 2026-10-08T12:00:00Z,4110.1,15,BUY 2026-10-08T12:00:02Z,4110.0,8,SELL
OHLCV import does not reconstruct real trade prints. A synthetic demo is generated locally. It is not CME market data. Imported CSV is stored in this browser using IndexedDB after successful import (subject to browser quota/eviction). It is not uploaded to a server.