Closing Auction Price Discovery & Surveillance Simulator

Equilibrium Price (₹)

₹1,455.00

Cleared Volume

30,000

Continuous LTP Dev

+34.48 bps

Net Unmatched Imbalance

5,000 BUY

Surveillance Risk Tier

ELEVATED_ENFORCEMENT

Cumulative Auction Book Uncrossing Curve Continuous LTP: ₹1,450.00 | Rule: Max Volume → Min Imbalance → Closest to LTP

Scrub Suspect Bid Qty (ORD-05): 35,000

Auction Limit Order Book Toggle or modify participant orders in real time

ID	Side	Participant	Price (₹)	Qty	Time (s)	Typology	Action

Surveillance Telemetry OTR: 4.8x

Order-to-Trade Ratio (OTR) 4.80

Bid Concentration Index 58.3%

Late Window Order Acc. (>400s) 35,000 shares

Flagged Microstructure Flags 3 Detected

Price Candidate Discovery Grid

Price	Demand	Supply	Match Vol	Imbalance

Equilibrium Rule: Price that maximizes matched volume. In tie, minimizes absolute imbalance. In secondary tie, chooses price closest to continuous LTP (₹1,450.00).