> For the complete documentation index, see [llms.txt](https://docs.quantvue.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.quantvue.io/our-tools/sierra-charts-tools/liquidity-heatmap.md).

# Liquidity Heatmap

### Design <a href="#features" id="features"></a>

The Market Depth Historical Graph study displays by default at each chart column the highest market depth quantity at each price level, which occurred during the timeframe of the chart bar, as a color-coded rectangle. We are using a 30 sec chart in addition to bid/ask price lines.

<figure><img src="/files/UMfZI9JZD7UoCBviSrgd" alt=""><figcaption></figcaption></figure>

### Futures <a href="#features" id="features"></a>

**✅See large volume trades**

**✅Auto pivot daily OHL/settle/VWAP**

**✅TPO value area lines**

**✅Bid & ask prices**

**✅Bookmap style chart**

**✅Visualize market liquidity**