ORDER-FLOW IMBALANCE — ORIGINAL BLANK EVENT LEDGER

Venue / exact outcome / instrument:
Observation window and timestamps:
Feed convention: snapshot / absolute level update / delta:
Sequence and reconnect reconciliation method:
Quantity units / precision:

Event | bid price | bid quantity | ask price | ask quantity | event type if known

At unchanged best prices only:
e = change in bid quantity - change in ask quantity
Interval OFI = sum of event contributions

For price changes, use the selected price-aware definition.
Do not subtract top quantities as if all old depth disappeared.
Keep trade volume, quote flow and normalized snapshot ratios separate.
Snapshot ratio (B-A)/(B+A) is undefined if B+A=0.
Do not infer cancellation versus execution from disappearance alone.
Record missing data and parameter choices before testing price relationships.
This worksheet does not reconstruct missing events or establish a trading edge.