New Order Flow Toolkit Version (2.2)

New Order Flow Toolkit Version (2.2)

We are pleased to announce that version 2.2 of PipFlow enters the testing phase. We want to thank the report of a performance problem the FootPrint presented in some configurations related to DirectX. This was corrected and in this version it remains fluid (no lag) at all times.

For this version the data capture system has been reprogrammed so that it can operate in parallel. Turning it into a multicore ready system. In other words, it is capable of using all CPU cores for processing, including processors with a high number of threads such as AMD Threadrippers, Epyc, Intel Xeon Platinum or Core i9.


This results in a substantial increase in the tick replay data processing speed. Previously it used a single core just like other kits on the market. Because we strive for excellence, and as almost all processors are currently commercialized with multiple cores, this change was necessary to avoid underutilizing system resources. In single core processors the performance is lower than previous versions.

This was not easy and there is still room to continue optimizing the arbitration of the cores and avoid collisions or waiting states that conspire against performance.

Additionally, graphics rendering has been optimized so that the kit can be used on slower machines.

Many data type conversions have been reduced internally. Many have ceased to be floating point to become integers as produced by the platform. This reduces the number of internal conversions and the consequent introduction of errors and inefficiencies.

Graphics presentation has been improved since in previous versions it showed small divergences of one pixel caused by rounding errors. Although this is purely cosmetic, it improves the visualization. For example, bar unions of different levels do not occur anymore, since being semi-transparent and joined, they showed less transparency or a blank line in other cases.

To FootPrint was added historical display of POCs, UAs and S/R zones of imbalances. Something that was missing from the kit compared to others on the market. This allows them to be fine-tuned as a sort of backtesting to facilitate the trader’s work. Consequently the toolbar adds buttons to show this data or hide it. It also incorporates the possibility to modify the text of the buttons.


The following chart shows it displayed in a wide form. In other words, the candles showing the volume levels.


Was added to the FootPrint the ability to hold 0, 1, or 2 candles deployed at the end of the chart in narrow mode. So that the user does not lose visibility of the most important candles while doing this type of analysis. Also known as “pin candle”.


The POC and UA cancellation algorithm was modified to be able to operate in markets with “jumping” candles. Example, low liquidity markets such as some cryptocurrencies. Although this problem could manifest itself in markets for other instruments, it was unlikely and due to that went unnoticed.


It brings a new feature that allows to cancel the UAs by number of candles. In other words, after a number of candles have elapsed, they are automatically canceled. Therefore those signaled at very high or low levels and are not going to execute, do not interfere with the analysis. This allows cleaner charts.

The market profile shows much more information such as High, Low, VA High, VA Low and POC numerically. As well as percentages of TPO and day of the week. It is also capable of displaying both in profile mode and in bar mode. The opening is displayed and the presentations can be changed by using various hotkeys.


The dynamic volume profile has new palettes that allow better visibility, for example solid color palettes. In addition, the cosmetic problem of the pixel was corrected.


Several variable access corrections in the Reversal indicator that are under careful review.

The CotLevel indicator has been modified to make rendering faster, data capture has been optimized and the pixel rounding error has been fixed.

The Footer includes the BidVolume and AskVolume variables at the request of the users. Fixed a null pointer error manifesting with some fonts.

The BigTrades indicator was modified so that it could operate with milliseconds instead of seconds. In this way allowing finer control in some instruments in the tracking of iceberg orders. This modification was also applied at the time of the absorptions now working with milliseconds. The current settings (version 2.1 or earlier) must be multiplied by a thousand.

The pixel problem was corrected to the order book, it became more concurrent and its rendering was accelerated. This is most notable in instruments with a large number of level II levels such as cryptocurrencies, oil futures or ES (E-Mini S&P).

Light Theme in narrow view.


Dark Theme in wide view.


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