Futures trading resources
Prop firm rules, and guides for replaying recorded order book data.
Matchstick Replay lets you step back through recorded market data one update at a time, and see the order book (the list of buy and sell orders at each price) as it was recorded.
Every rule links the firm's own page and the date it was read (latest ).
Order book guides written by Matthew Hendricks, founder of Matchstick.
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Tools
CalculatorConsistency Prop firm consistency rule calculator A consistency rule calculator and worked examples for five futures prop firms: how much more profit you need, and how losing days change the result. Open the calculator Replay toolOrder book Snapshot diff Pick two moments in a recorded order-book session and see which price levels changed between them. Try it here on a made-up session; it runs in your browser. Compare two moments Prop firm rule guides
Drawdown, consistency and bot rules read from the firms' own pages, with the source and read date next to each rule.
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Drawdown rules EOD vs intraday trailing vs static drawdown on a prop firm account EOD, intraday trailing and static drawdown side by side, how five futures prop firms define theirs, and where the firms' own pages disagree. - Drawdown rules Apex Trader Funding Apex intraday vs EOD drawdown: how each one moves Apex's intraday trailing drawdown follows peak equity live; its EOD version recalculates once a day. What each does, where it stops, and where Apex's pages disagree.
- Drawdown rules Topstep Topstep trailing drawdown: how the Maximum Loss Limit moves Topstep's Maximum Loss Limit trails your end-of-day balance, is watched in real time with open trades included, and locks at the starting balance.
- Bot rules Do prop firms allow trading bots? What each firm's rules say What eight futures prop firms' own pages say about running a bot: allowed, approved first, or restricted, with the source and read date for each.
- News rules Prop firm news trading rules, firm by firm What five futures prop firms' own pages say about trading around news releases: which events, how many minutes, and which accounts. Where a page is silent, I say so.
- Pine pre-flight Pine strategy pre-flight before a prop-firm evaluation Seven rule checks you can run on a Pine strategy's source before an evaluation, each with a rule id, why it matters, and a do and don't. Cites TradingView's own docs.
Order book replay: demo and concepts
Try the free demo on sample data, and what a recorded book can and cannot show.
- Order book replay in your browser
What order book replay is, why a live view you did not record cannot give it to you, and how to open the free demo and step through a sample session event by event. No file needed.
- Why was my limit order not filled?
Why a limit order can sit unfilled when price seems to touch it, and what a recorded order book can and cannot show about that moment.
- Market by order vs market by price
The difference between price-level data (the total size at each price, also called Level 2) and market-by-order data (every single order is listed), and which one a replay of your recording needs.
Order book replay: formats and recording it yourself
Record a public book yourself, or replay a file you downloaded under your own account.
- Record an order book yourself
Record a few minutes of Kraken's public BTC/USD book with a short script, then replay it step by step in your browser. No account. Record it yourself, for yourself, and don't share the file.
- Replay your own recorded order book depth
Replay a Tardis.dev incremental_book_L2 file you downloaded under your own account, step by step in your browser.
- Replay a Hyperliquid order book
Step through a list of Hyperliquid l2Book snapshots you saved yourself, or try a made-up sample in the public demo first.
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