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DeepCharts · DeepDom, Volume Bubbles

Volume Bubbles

The tape stops scrolling in a column: it lands on the chart, at the time and price where it happened.

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What is Volume Bubbles?

Reading the tape in a scrolling window takes a level of focus nobody holds for six hours. The problem is not the data, it is the format: a chronological list forces you to remember where each execution happened. Volume Bubbles put every execution back in its place on the chart, sized to its volume and coloured by the side that was aggressed, blue for a market buy executed at the ask, pink for a market sell executed at the bid. Reading becomes spatial instead of sequential.

Order-flow platform · DeepCharts
Read the order book order-by-order (MBO) on CME (NQ, ES) & Eurex (FDAX): heatmap & footprint.
Code OFFPair it with a prop firm (Phidias) to start with controlled risk.
Enter the code when you activate DeepCharts.
Heads-up: the DeepCharts version bundled by prop firms isn't the full license: for every tool, take your own (code OFF).
DeepCharts · DeepDom, Volume Bubbles

What DeepCharts does better

Three modes change what a bubble represents: Ask Bid Split shows the buy sell split, Delta keeps only the directional imbalance, Volume ignores direction and shows size alone. Then comes the scaling question, which decides everything: in Linear an execution ten times bigger draws a bubble ten times bigger, in SQRT compression stays moderate, in Logarithmic extreme gaps are flattened to keep the chart readable. Two filters keep the noise down, a minimum volume and a minimum visual size, and grouping runs automatically, by time or by price. Display goes down to 2D or 3D rendering, opacity and border thickness.

Using it day to day

Set a minimum volume on day one: without a filter a liquid future covers the chart in tiny bubbles and the tool loses its point. SQRT scaling is the most readable compromise in most cases; logarithmic earns its place when a single giant execution flattens everything else. Delta mode is the most useful intraday, because it answers the question that matters: of what just traded here, what is left net.

In a real situation

Typical exhaustion case: price keeps rising, but the blue bubbles shrink at every new high while the pink ones grow just below. Buy aggression is running out of breath and passive selling is starting to help itself. On a standard candle you see three more green bars. On the bubbles you see conviction leaving.

The trap to avoid

The trap is forgetting which scaling mode is on. In logarithmic, a thousand-lot execution and a hundred-lot one look alike, and you draw a conclusion from what is only a display choice. The second trap is taking a big bubble for a single big order: depending on grouping, a bubble aggregates several neighbouring executions. It tells you how much traded there, not how many participants.

Combine it with

Bubbles show execution in space, the footprint shows structure price by price, Speed of Tape shows rhythm. In practice bubbles work as a peripheral detector: they pull the eye toward the zone where something is happening, and the footprint settles it. A cluster of bubbles hitting a wall spotted on the heatmap is worth an immediate check.

Order-flow platform · DeepCharts
Read the order book order-by-order (MBO) on CME (NQ, ES) & Eurex (FDAX): heatmap & footprint.
Code OFFPair it with a prop firm (Phidias) to start with controlled risk.
Enter the code when you activate DeepCharts.
Heads-up: the DeepCharts version bundled by prop firms isn't the full license: for every tool, take your own (code OFF).

FAQ

What does a bubble's colour mean?+

Colour shows which side was aggressed: blue for a market buy executed at the ask, pink for a market sell executed at the bid. Same logic as the footprint's bid ask split, placed on the chart.

Which scaling should I pick, Linear, SQRT or Logarithmic?+

SQRT is the best compromise in most cases: differences stay visible without the largest execution crushing everything else. Logarithmic is for instruments where one giant print would hide the rest, linear for a strictly proportional reading.

Does a big bubble mean a single big order?+

Not necessarily. Depending on the grouping mode, automatic, time based or price based, a bubble aggregates several neighbouring executions. It measures volume traded there, not the number of participants or the size of one order.

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