Updated · first published
What is liquidity heatmap (DeepDom)?
The footprint shows what was executed; the heatmap shows what is waiting to be. It turns the book into a picture: every resting limit order, colored by size, stacked over time. You see liquidity walls form, hold or vanish before price reacts to them.
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What DeepCharts does better
DeepDom paints liquidity on MBO data with a stated 0.01s precision while staying light on the CPU. Above all, because it tracks each order individually, it tells a genuine wall from a reloading iceberg and detects order pulls the moment they happen: a resolution impossible on the level-aggregated data many tools display.
Using it day to day
Day to day, keep it open beside price to anticipate reaction zones. On a deep, clean book, FDAX (Eurex), NQ, ES, watch the bright bands as price approaches: that's where the market will decide. It's read over time, not as a snapshot.
Example: on the FDAX a large buy wall appears two ticks below price. As price arrives it absorbs selling without receding and price bounces: real absorption. The next day an identical wall disappears just before contact, a decoy. Only the live heatmap told them apart.
⚠ The trap to avoid
The trap: treating every large wall as impassable. Many big orders are pulled before they're hit. What matters isn't the size shown, but how the wall reacts when price arrives.
Combine it with
Combine it with the Iceberg Detector (to confirm a reloading wall), stop-run detection and the footprint: the heatmap anticipates where price may react, executed flow confirms what happens there.
In the glossary: Spoofing, Liquidity
FAQ
Heatmap or footprint, which should I use?+
Both, together. The heatmap shows passive liquidity (resting orders), the footprint aggressive volume (executions). One anticipates where price may react, the other confirms what happens there.
Why does the DeepDom heatmap need MBO data?+
With MBO you see each order individually: you can tell a genuine wall from a reloading iceberg and detect pulls. On level-aggregated data that resolution is lost.
Does a big liquidity wall always stop price?+
No. A wall can be real absorption (it holds) or a decoy (pulled before contact). Only its reaction as price approaches decides, which is why you read it live.
Does the heatmap work on every market?+
It needs real-time level 2 order book data. So it's mostly used on futures (NQ, ES, FDAX), where that data is available and reliable.
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