| QUANT | Essential | 

This fresh and new tool comes here to give us a whole new perspective on reading the liquidity of the order book in pure cartographic form.

The HeatMap of this tool is specifically designed to be able to represent the sizes of the limit orders in the order book, from the smallest orders to the largest orders, and this with an extremely wide colour spectrum!

The smallest limit order sizes will be represented with the coldest colors (blue, cyan and green gradient).

Larger limit order sizes will be shown with the warmest colors (gradation of red, orange and yellow).

With this tool, you can have a very extended view of the depth of the order book! If your futures data feed allows it, you can measure up to 500 levels of liquidity per side (bid & offer).

This tool contains all the main HFT alerts that are directly integrated and generated into the heatmap with automatic signal triggering and alert counters at the right side of the tool. 


© 2023 | | QUANT | OrderFlow Analyzer | Suite 1A Level 2802 Pacific HighwayGordon, NSW, 2072. Australia
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