Liquidity Heatmap

A Bookmap-themed liquidity heatmap. We're using a variety of studies that help visualize the passive buyers/sellers.

Design

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.

Futures

✅See large volume trades

✅Auto pivot daily OHL/settle/VWAP

✅TPO value area lines

✅Bid & ask prices

✅Bookmap style chart

✅Visualize market liquidity