1. Method of visual representation of stock exchange transactions for at least one registered stock in terms of price levels in a price limit order book, where each transaction is defined by a transaction information associated with said transaction, which comprises at least: a date and time; a negotiation market; a negotiated stock; an execution volume; a sell limit price registered in the first sell level of the order book; a buy limit price registered in the first buy level of the order book; an execution price; wherein the method comprises for each stock exchange transaction: receiving in real time at least one transaction and its associated transaction information; labeling the at least one transaction with a label selected from between initiated buy transaction, when the execution price is equal to or greater than the sell limit price registered in the first sell level of the order book, and initiated sell transaction, when the execution price is equal to or lower than the buy limit price registered in the first buy level of the order book; determining the value in real time of a binary variable known as “side” which takes the value “1” when the transaction information is an initiated buy transaction and takes the value “2” when the transaction information is an initiated sell transaction; depicting in real time, on a user graphic interface, the transaction information selected between the initiated sell transaction information, the initiated buy transaction information and a combination of both by means of at least two colors determined by the “side” binary variable.