This visualization represents one minute of trades at the start of the trading day. Blue dots are buys. Orange dots are sells. Higher on the y-axis is cheaper, lower is more expensive. The size of the dot represents the number of shares. Finance is beautiful!
Stamen Design. (2012, July 24.) Visualizing a day of financial transactions on NASDAQ. Retrieved from https://hi.stamen.com/visualizing-a-day-of-financial-transactions-on-nasdaq-711fda8bff3e
Also see SIMFA Research and Data and EMMA links under Government Securities.