Would be a great feature to include an Orderbook Heatmap / Historical Market Depth.
I second this. It would be a lovely addition to a lovely platform.
I add my vote to this. I really want to have this tool as well. It would be a great addition.
Please! Any bookmap style features would be an amazing addition!
Please add this to the Desktop and Web versions! When traveling this would be amazing to see the data on your preferred iDevice while executing on your laptop, etc.
I am using Jigsaw Daytradr for this (amazing BTW), a few larger firms are looking to implement Bookmap and others as a plugin to their default platform (think ToS and TradeStation) and there is good reason! It provides info that other chart types cannot on their own. IMO it does not replace other charts but when combined, it is invaluable! Better tools + more successful trades = more Tradeovate customers!!!
We’re currently doing some research on adding this to the platform. I will keep this topic updated
Came across this platform that has a good heatmap with volume / imbalance / trade size features
One quick question for the community related to this:
As CQG is our data source, we are confined to some limits they have related to number of levels they provide in their Depth of Market feed. As you know, currently, for products like the ES, NQ, etc this is 20 levels (10 levels on the bid + 10 levels on the ask). If we construct the heatmap with that data limitation would it still be of interest?
I’m still interested in having it because the 10 levels on each side are where the MM are active which creates liquidity and localized bid/ask pressure that in-turn creates the price movement.
@BWeis - 10 levels not very handy. TOS has Bookmap with full book, even though they normally dont have full book available the Bookmap plugin has the full data.