See the liquidity before it trades.
Resting bids and offers as a live heatmap, with the best bid and ask stepped through it and sustained-flow bubbles on top.
The book, over time.
Every resting order on the book is drawn as a band; color follows size, from deep blue to orange for the largest walls.
Big orders, in plain sight.
Large resting orders show up as bright horizontal bands. When they're pulled or absorbed, the band ends.
Aggression, sized by volume.
Clusters of aggressive buying and selling are drawn as bubbles sized by volume, with a cyan ring when absorption is detected.
Options walls on the book.
Overlay SPX call walls, put walls and the gamma flip on the ES depth map.
Built for reading the market, not decorating it.
Three ways to put Depth Map to work.
Spoof check
Walls that vanish as price approaches.
Defended levels
Walls that hold while bubbles hit them.
Thin air
Gaps in the book where price can move fast.
Questions
A cluster of aggressive executions over a short window, sized by volume.
No. It shows captured depth; gaps are shown, not invented.
CME, CBOT, NYMEX and COMEX futures.