The layers
Order-flow evidence is drawn as layers over the price chart. Switch a layer on from the quick bar, or from the Indicators window, which lists all of them.
- Order Flow (Footprint)OF
- Bid/ask volume inside every candle
- Composite Volume ProfileC-VP
- Traded volume by price, over the whole visible range
- Composite Delta ProfileC-DP
- Buy minus sell volume by price, over the whole visible range
- Daily Volume ProfileD-VP
- One volume profile per UTC day
- Daily Delta ProfileD-DP
- One delta profile per UTC day
- Weekly Volume ProfileW-VP
- One volume profile per week
- Weekly Delta ProfileW-DP
- One delta profile per week
- Volume HistogramVOL
- Per-candle volume along the bottom
- Bubbles / Large TradesBT
- Individual large trades as markers
- Trading SessionsSESS
- Asia / London / New York shading
- Counterparty Flow (Hyperliquid)CPF
- Sweeps and absorption, per fill
- Liquidity VoidsVOID
- Price ranges the book barely covers
- Imbalance ZonesIMB
- Price shelves one side walked through
- Bar ColorsBARS
- Bars coloured by delta, aggressive orders, volume...
- Absorption Map (Hyperliquid)ABS
- Which levels held aggression, and which were run through
- LiquidationsLIQ
- Positions the exchange force-closed, by price and time
- Liquidity HeatmapHEAT
- Resting book depth over time, behind priceSwitched off for now
- Liquidity ProfileBOOK
- The resting book right now, beside the price axisSwitched off for now
- Gamma ExposureGEX
- Options gamma by strike, with the flip and the walls
- Market Profile (TPO)TPO
- Time at price: one letter per half-hour, a profile per day
Generated from the terminal's own code, so it lists what the current build has.
The footprint
Order Flow (Footprint) shows, inside each bar, what traded at each price and on which side. Stacked imbalances are marked where the rule you set is met.
The rule is a setting because a zero on one side always technically qualifies, and a mark that means nothing is worse than no mark.
The book
The Depth Ladder shows the resting book beside the chart. Replay From Here, in the chart's menu, starts a market replay at that moment, and the ladder shows the book as it stood at the replay's clock.
The liquidity heatmap and the liquidity profile are switched off for now while they are being finished. The table above marks them.
Large trades, liquidations and zones
- Bubbles mark individual large trades where they happened.
- Liquidations show the positions the exchange closed by force, by price and time.
- Liquidity voids mark the ranges the resting book barely covered.
- Imbalance zones mark the shelves one side walked through.
- Market Profile (TPO) shows where each day spent its time: one letter per half-hour.
When the terminal says it does not know
A number that was not measured is shown as not measured, never as zero. These are the notices you will meet on a chart:
- Delta unmeasured: the bars in view come from a source that does not say which side traded, so delta is left out instead of drawn as zero.
- No footprint: there is no trade-by-trade data for the range in view.
- Gap in candles: capture was interrupted, and the bars shown were built across the gap.
- Tape changed: within the range in view an exchange joined the merged tape, so volume before and after that point is not like for like.
A layer or a panel whose data does not exist for the instrument is switched off, and says why when you point at it.