Structural integrity
Structural sanity checks for the current delayed order-book view. This page focuses on bad or suspicious market states rather than pure liquidity quality.
Use this page to spot prompts that may be malformed, unstable, or operationally suspicious: locked or crossed markets, missing-sided quotes, very thin visible books, and spreads that look abnormally wide relative to peers.
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How to read this page
Use this page to spot structurally suspicious market states under the selected filters. It is less about how liquid the market looks and more about whether the displayed book appears sane. Focus on locked or crossed markets, missing-sided quotes, thin visible books, outlier spreads, and whether a condition looks one-off or persistent across recent snapshots.
Integrity glossary
Locked / crossedLocked means bid equals ask. Crossed means bid is above ask. Both are structurally suspicious and usually treated as bad states.
Missing-sided quoteA prompt has only one side displayed - bid missing, ask missing, or both effectively absent. This reduces tradability and may indicate an incomplete market state.
Thin bookVery little visible size and/or very few visible levels are available. Thin books are easier to move and usually deserve caution.
Outlier spreadA spread that is unusually wide relative to the other prompts currently shown. This is a peer-relative anomaly flag, not a universal threshold.
One-off / recurring / persistentOne-off means the issue appears only once in the recent sample. Recurring means it appears multiple times. Persistent means it shows up across much of the recent sample and is more likely to be a stable structural problem.
No major flagsNo flagged structural issue was detected under the current first-pass rules. This does not guarantee the market is perfect; it only means no configured integrity rule fired.
Locked / crossed
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Missing bid
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Missing ask
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Thin-book prompts
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Outlier spreads
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Integrity flags
| Prompt | Venue | Bid | Ask | Spread | Levels | Issue flags | Persistence | Time |
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