Shows the futures order book as a heatmap behind the candles, in several looks, with depth bars and sizes at each price.
In plain English
What it shows
- The futures order book painted behind your candles. Brighter bands are prices with a lot of size waiting. A band that ends means the orders were pulled or traded.
- DOM stands for depth of market, the list of resting orders.
How traders use it
- Look for big bands near price and see whether price stalls, passes or removes them.
- Switch looks and depth bars to find the view that reads best.
What it does not tell you
- It shows resting orders, which can disappear before price arrives.
- The chart shows when the book was last updated (for example "updated 2s ago").
Overview
Futures DOM Heatmap (L2) paints the resting orders of the futures book behind your candles. Bright bands are prices with a lot of size waiting. A band that ends means the orders there were pulled or filled.
You can pick a look (Midnight, Zoro, Classic, Split or a combined deep view), show depth bars with their sizes, and mark large walls.
How it works
The chart receives the top levels of the book several times a second and the whole book grouped into buckets once a second; each second becomes a heatmap column. Up to 48 hours of recorded book history fills in the earlier part of the chart.
Walls are levels in the top 3 % of sizes that stayed at least 30 seconds by default. The deep view can tag big levels that vanished as pulled or filled, and give an iceberg hint where size kept coming back.
How to use it
- Use it to see where large resting orders sit around price.
- Some traders watch how price reacts when it reaches a bright band.
- Compare walls that get pulled with walls that get traded through.
- Pair it with Big Trades (L2) or Wall Events (L2) for what traded at those levels.
These are ways some traders read it, for learning. They are not trade signals.
Settings
| Setting | Default |
|---|---|
| StyleOptions: Midnight, Zoro, Classic, Split | Midnight |
| Contrast (Bookmap / Split) | 1 |
| Show depth bars (Bookmap) | On |
| Show sizes (numbers on the depth bars) | On |
| Colour by (Split)Options: Side, Heat | Side |
| StyleOptions: Deep heatmap (heat + depth + sizes + pulled / filled), Combined (heatmap + depth + walls), Heatmap only, Depth bars only, Walls only | Deep heatmap (heat + depth + sizes + pulled / filled) |
| Show heatmap (Combined) | On |
| Show depth bars (Combined) | On |
| Show walls (Combined) | On |
| Wall threshold (top % of sizes) | 3 |
| Wall min lifetime (seconds) | 30 |
| Show wall sizes | On |
Show all 35 settings
| Setting | Default |
|---|---|
| Pulled / filled tags on vanished big levels (Deep) | On |
| Iceberg hint (Deep; minutes this page recorded at 1 s) | On |
| Ask depth colour (Deep) | #8b5cf6 |
| Hide thin levels below (percentile) | 60 |
| Price bucket (points, 0 = auto) | 0 |
| History window (minutes, recorder keeps 48 h)Recorded server-side every 5 s; older than a page load comes from the recorder. | 360 |
| Depth bars width % | 15 |
| Max opacity % | 85 |
| Best bid / ask lines | Off |
| Colour scale (Heatmap only) | On |
| Bid colour | #03c988 |
| Ask colour | #e5484d |
| Filter | |
| Show from colourHide cells below this colour step. The colours of the cells that stay do not change.Options: All, Blue and above, Cyan and above, Green and above, Yellow and above, Orange and above, Red only | All |
| Show from colourHide cells below this colour step. The colours of the cells that stay do not change.Options: All, Grey and above, Green and above, Yellow and above, Orange and above, Red only | All |
| Show from colourHide cells below this colour step. The colours of the cells that stay do not change.Options: All, Medium and above, Strong and above, Neon and above, Brightest only | All |
| Show from colourHide cells below this colour step. The colours of the cells that stay do not change.Options: All, Blue and above, White and above, Yellow and above, Orange and above, Red only | All |
| Show from colourHide cells below this colour step. The colours of the cells that stay do not change.Options: All, Teal and above, Cyan and above, Yellow and above, Orange and above, Red only | All |
| Min size (contracts, 0 = off)Hide resting sizes below this. | 0 |
| Max size (contracts, 0 = off)Hide the giant outliers above this. | 0 |
| Top N levels per column (0 = off)Show only the N largest levels at each moment in time. | 0 |
| Graphics card (smoother) | On |
| Depth levels per side (ladder + bars)Options: 20, 60, 150 | 60 |
| Pulled / consumed tags in every view | On |
Notes and limits
- Pro: needs the full order book (Data feed L2).
- Needs the full order book (Data feed L2), which is part of Pro. Works on NQ, ES, YM, RTY, CL and GC futures (micros use their mini's book) and on crypto order books.
- The chart shows when the book was last updated (for example 'updated 2s ago').
- Micro contracts show their mini contract's book.
Education only. Not financial advice. Indicators mark what happened on the chart; they do not predict what price will do. Trading futures, forex, crypto and other markets carries a high level of risk and may not be suitable for everyone.