Momentum Stock Replay

Interactive web application for replaying and analyzing high-momentum stock price action with tick-by-tick precision.

🚀 Try the Live Demo

Overview

Momentum Stock Replay is a real-time market replay tool that allows you to:

• 📊 Replay tick-by-tick price action of high-momentum stocks
• 📈 Visualize NBBO (National Best Bid and Offer) from multiple exchanges
• 🔍 Analyze order book dynamics at 100ms granularity
• ⚡ Study momentum moves with precise execution timing
• 📉 Review multi-exchange data (NASDAQ, NYSE, IEX, and more)

Perfect for day traders, researchers, and anyone studying intraday momentum patterns on small-cap stocks with significant run-ups (>30%).

Features

Interactive Replay

• Tick-by-tick playback with variable speed control (1x - 100x)
• Time scrubbing to jump to any point in the session
• Play/pause controls for detailed analysis
• Live NBBO updates showing best bid/ask across all exchanges

Advanced Visualization

• Candlestick charts with customizable timeframes (1s - 5m)
• Volume profile with exchange breakdown
• Order book depth visualization
• Price markers and annotations
• Multi-exchange data with publisher identification

Analysis Tools

• NBBO spread tracking
• Exchange activity breakdown
• Volume analysis by time and exchange
• Price level statistics
• Session summary with key metrics

Quick Start

Running the App

# Navigate to app directory
cd app

# Install dependencies
npm install

# Start development server
npm run dev

# Open http://localhost:5173 in your browser

Loading Session Data

The app loads pre-compressed session files from the sessions/ directory:

1. Browse available sessions using the session picker
2. Select a stock/date to load
3. Start replaying with the play button
4. Adjust playback speed (1x - 100x)
5. Scrub through time using the timeline slider

Session files contain pre-processed market data.

Project Structure

momentum-stock-replay/
├── app/                        # React web application
│   ├── src/
│   │   ├── components/        # UI components
│   │   │   ├── CenterPanel.jsx       # Main chart area
│   │   │   ├── OrderBookPanel.jsx    # Order book display
│   │   │   ├── SettingsPanel.jsx     # Configuration
│   │   │   ├── SessionPicker.jsx     # Session selector
│   │   │   └── ...
│   │   ├── contexts/          # React contexts
│   │   ├── hooks/             # Custom hooks
│   │   ├── utils/             # Utilities
│   │   │   ├── binaryReader.js       # Binary decompressor
│   │   │   └── chartHelpers.js       # Chart utilities
│   │   └── App.jsx            # Main app component
│   ├── public/                # Static assets
│   ├── index.html
│   └── package.json
│
└── sessions/                   # Compressed binary sessions
    ├── SYMB-20251114.bin.gz
    └── ...

License

See LICENSE file for details.

Disclaimer

This tool is for educational and research purposes only. It is not financial advice. Past performance does not guarantee future results. Always do your own research before making trading decisions.

Support

• Issues: Report bugs or request features via GitHub Issues
• Databento: See Databento Documentation
• React/Vite: See official documentation for framework questions