# Orderbook Heatmap / Historical Market Depth **URL:** \ **Category:** Trader Desktop\ **Tags:** evaluating\ **Created:** [May 19, 2020, 4:47pm UTC](https://community.tradovate.com/t/orderbook-heatmap-historical-market-depth/144 "2020-05-19T16:47:05Z")\ **Posts on this page:** 1\ **Showing post:** 16
**Author:** ![ZenTime](https://avatars.discourse-cdn.com/v4/letter/z/85e7bf/32.png) [@ZenTime](https://community.tradovate.com/u/ZenTime)\ **Post date:** [October 9, 2020, 7:31am UTC](https://community.tradovate.com/t/orderbook-heatmap-historical-market-depth/144/16 "2020-10-09T07:31:13Z")
Orderbook heatmap is the main reason I keep asking for Sierrachart (Denali feed) data & routing support (besides the fact that it’s the best in the industry but yeah I’m a nerd)… But like so many others have pointed out here, CQG still does NOT support full market depth even years after CME group introduced it (besides CQG not being great in general) but only 10 levels depth which is “meh”. The best solution by a mile is Sierrachart with their in-house Denali feed (Rithmic is another, but not as fast or reliable, it’s a lot like CGQ). Sierra’s Denali feed uses Aurora datacenter colocated right at the CME exchanges and their routing uses TT-FIX which also has exchange-colocated TT server and has never been bested afaik (which is why all the pros, prop firms, banks etc all over the world use it). And Sierra also has 100% customizable “bookmap” charts included _for free_! Seeing now that I’m not the only one who wants this feature (it’s on top of the requests list here!) could you **PLEASE VOTE** and comment on the relevant request threads below?! That’d be awesome! 😃 > [@Support for SierraChart DTC Protocol](https://community.tradovate.com/t/support-for-sierrachart-dtc-protocol/194/5): > > Bump! This is my only major gripe with Tradovate… No support for Sierra’s data and routing integration! For data, my trading style relies on full CME market depth, so I need Sierra’s Denali feed (not a fan of Rithmic). For execution, CQG just isn’t reliable enough in my experience (and I’m not alone) and Sierra’s TT FIX routing is impeccable. Rather not use CQG for either data or routing, at least not for CME. Also, the firms Tradovate clears through (Phillip and Dorman) both support the TT… > [@Allow for Sierra Chart Order Routing](https://community.tradovate.com/t/allow-for-sierra-chart-order-routing/324/7): > > Totally agree! CQG’s especially bad in volatile markets when there’s high data load. Same is true for Continuum (CQG rebrand), hence why I ditched Ninja. I guess they just don’t have the infrastructure. Remember the days when CQG was premium and THE feed to have? How things have changed… I also don’t understand why CQG still doesn’t offer full market depth when CME has been offering it for several years now… I guess maybe the same reason - not enough data capacity… They really need to up their… --- _[View the full topic](https://community.tradovate.com/t/orderbook-heatmap-historical-market-depth/144)._