Marks the large resting orders that stay in the futures order book, and tags them when they are pulled or consumed.
In plain English
What it shows
- Only the unusually large resting orders in the futures book that stayed in place, each with its size. Walls that vanish can be tagged as pulled (cancelled) or filled (traded through).
- It is the heatmap with walls only.
How traders use it
- Use it to keep the chart clean while still seeing the biggest levels.
- Review how price behaved when it met a wall.
What it does not tell you
- A wall is resting interest at one moment and can be pulled at any time.
- Pulled versus filled is worked out from trades at that price, so it is an estimate.
Overview
Liquidity Walls (L2) is the futures heatmap set to show walls only. Instead of the whole book, you see the few levels with unusually large size that have stayed in place.
Each wall shows its size, and big levels that vanish can be tagged as pulled (cancelled) or filled (traded through).
How it works
It reads the same futures book as the heatmap. A level counts as a wall when its size is in the top 3 % of sizes seen and it has stayed at least 30 seconds (both settings can be changed). Trades at the level decide whether a vanished wall was filled or pulled.
How to use it
- Use it to see the largest resting orders near price without the full heatmap.
- Some traders watch whether a wall holds when price reaches it, or is pulled first.
- Use the wall size label to compare levels.
These are ways some traders read it, for learning. They are not trade signals.
Settings
| Setting | Default |
|---|---|
| StyleOptions: Midnight, Zoro, Classic, Split | Classic |
| 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 | Walls only |
| 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 |
| 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 |
Show all 26 settings
| Setting | Default |
|---|---|
| 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 | |
| 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 |
| 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.
- A wall is resting interest at one moment; it can be pulled at any time.
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.