Exchange Closing Auction Forensics & Order Book Manipulation Lab

Call Auction Price Discovery (Volume Maximization) Baseline: ₹2,450.00

CLEARING PRICE

₹2,542.50

MATCHED VOLUME

340,000 shs

UNCROSSED SURPLUS

85,000 shs

PRICE DRIFT %

+3.78%

━ Cumulative Buy Demand ━ Cumulative Sell Supply ━ Executable Tradable Volume ╏ Equilibrium Clearing Cut

Surveillance Radar & Forensic Tripwires Entities Monitored: 4

TRIGGERED VIOLATIONS:

MARKING_THE_CLOSE HIGH_FREQUENCY_CANCELLATION_CLUSTER ARTIFICIAL_PRICE_INFLATION

ORDER-TO-TRADE (OTR)

24.2x

Threshold: > 20.0x

CANCELLATION RATIO

80.0%

Threshold: > 75.0%

LAST-2M DRIFT

+3.78%

Threshold: > 1.50%

AGGREGATED CALL-AUCTION ORDER BOOK DEPTH

Bids (Qty)	Price

Price	Asks (Qty)

Order Audit Trail & Regulatory Event Timeline (SEBI Rule 409-B) Second-by-Second Event Sequence

Timestamp	Entity	Action / Type	Side	Qty (Shares)	Limit Price	Indicative Px Impact	Forensic Flag