Futures & order flow · 4 min read
Interpret possible absorption and futures signals
Use execution, book and liquidity evidence with the limitations each requires.
Choose the signal whose evidence answers your question
OrderMap's futures indicators describe different observed relationships: buy/sell aggression, large executions, possible absorption, footprint imbalance, captured delta, captured CVD, captured session VWAP, current book imbalance and observed liquidity changes. Each has independent controls and input requirements. Enabling several does not make them alternate names for one underlying event. Start with one signal, inspect its source and thresholds, then add another only when you can explain the difference. A valid candle chart does not automatically establish every execution, book and replenishment input required by the signal family.
Configure and inspect a native futures signal
Use the widget's signal settings or the OHLC indicator chooser and applied-indicator settings, depending on the host. Keep exact contract identity consistent across the base chart and the signal.
- Select the intended native futures contract and confirm execution or depth coverage.
- Enable the signal you want to study and open its specific settings.
- Review supported thresholds, side choices, time windows and display placement.
- Inspect a marker or value alongside the matching source period and capture state.
- Change one threshold at a time and compare the result within the same range so appearance changes are not mistaken for new market evidence.
Read possible absorption as a bounded association
Possible absorption needs actual classified executions and synchronized native book transitions at the aggressed price. The displayed level must hold and replenish after executions, with intervening executions required before another replenishment counts. Standard detection requires multiple same-price aggressor prints and separate replenishments within the configured window. A loss of native continuity, invalid book or BBO, or an inside-price move can invalidate active evidence. The marker describes captured executions coinciding with replenishment at a holding level. It does not identify a hidden order, an iceberg owner or a guaranteed future reversal.
Keep aggression and large executions distinct
Aggression qualification uses sustained classified activity with count, rate, dominance and native-price constraints. One large print need not satisfy those rules. The large-executions indicator instead needs evidence about actual individual executions; a summarized tape row cannot be split into fictional single trades. Unknown aggressor direction remains outside classified buying or selling. A marker drawn below a candle is a projection of an actual event into the chart, not a new OHLC bar. Its exact observation time can fall between candle opens and should retain that source meaning.
Understand delta, CVD and VWAP scope
Captured delta and CVD keep execution units and appropriate panes rather than being treated as price values. CVD reflects the captured window and its coverage, not an assumed complete exchange session. Null gaps break lines where evidence is unavailable. Captured session VWAP requires matching session inputs or uncoarsened execution-price evidence. A coarsened profile cannot manufacture the exact execution-price calculation. Native bar-volume VWAP is a separate study over known bars and known volume, so the two VWAP presentations can have different scope and provenance even on a chart that looks similar.
Read current-book and liquidity-change signals literally
Book imbalance describes the current synchronized resting book. It does not imply that the historical book has been reconstructed for every earlier candle. Added and Removed events describe observed quantity changes, not inferred fills or cancellations. Historical anonymous heatmap spans and temporal compression cannot establish the exact transitions needed for replenishment. These limitations matter when the chart is panned into the past: valid historical executions can coexist with unavailable historical depth detail. Keep the book's timestamp and current-state labeling visible when comparing it with older execution markers.
Troubleshoot missing markers without weakening the evidence
Open the signal's details and distinguish unavailable input from a valid capture that simply did not meet the configured threshold. Check exact contract, side filter, window and source continuity. For absorption, look specifically for synchronized replenishment evidence; lowering a visual-size threshold cannot replace it. For CVD or VWAP, inspect the captured scope and missing intervals. A historical cutoff must exclude later observations even when you can now see them elsewhere. Report the signal name, settings and exact time range with a screenshot of the input state, rather than reporting only that a familiar-looking pattern lacked a marker.