Start with the observable record.
CME Market By Order data carries book-management information at the individual-order level. The feed can identify an order's price, displayed quantity, and priority as book messages add, change, execute, or remove orders.
That detail makes a lifecycle view possible. Instead of seeing only an aggregate amount at a price, an analysis can follow activity associated with an order while it remains identifiable in the stream.
Primary reference: CME Group's Market By Order book-management documentation.
Follow the order, not one print.
An isolated execution answers a narrow question: how much quantity traded in that event? A lifecycle reading asks a broader one: how much was directly observed trading before the order's tracked activity ended, and did displayed quantity replenish along the way?
DeepSight's Executed Total is cumulative. It represents quantity directly observed trading during the tracked lifecycle. Its Observed Reloads record replenishment events seen during that same lifecycle.
At least the executed total traded. That is a measured floor from the observed events, not a claim about an exact undisplayed total.
A reload is evidence, not a complete size.
When displayed quantity replenishes, the replenishment is directly observable. The observation supports a factual statement: more quantity became visible during the lifecycle.
It does not, by itself, reveal the exact total hidden quantity, the identity of a participant, or what price must do next. DeepSight keeps that boundary visible. Reloads remain observed; any hidden-quantity reading remains explicitly inferred or estimated.
Keep lifecycle evidence beside market context.
Order-lifecycle information becomes easier to interpret when it stays close to the price and session in which it occurred. DeepSight is designed to place compact lifecycle markers, custom glyphs, defended-zone context, and separate ETH/RTH profiles directly on the Bookmap chart.
Those displays provide context. They do not promise a reversal, continuation, profitable trade, or any other market outcome.
Continue with the product context.
See the lifecycle on your Bookmap chart.
DeepSight is coming soon for supported CME MBO data connections. Pricing and final compatibility details will be published at release.
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