Futures & order flow · 4 min read
Adjust adaptive rows and liquidity appearance
Make dense footprints and ladders readable while preserving native captured totals.
Use adaptation to make native prices readable
Adaptive Charts combines neighboring native prices into larger displayed buckets as you widen the visible price range. It is enabled by default and can be controlled in View or Settings. The base Price rows setting supplies the starting native-tick grouping; adaptation uses power-of-two multiples to target a readable row height. This is a display projection over admitted evidence, not a rewrite of retained prices. Use it when a wide range makes every footprint, book or profile row too small to read individually.
Tune row density before changing quantities
Start from a view whose source and contract are correct. Adjust density independently of candle interval so you can see which change affected the result.
- Open View or Settings and inspect Adaptive Charts.
- Choose a base Price rows size, such as one, two or four native ticks.
- Set the supported target row height within the available 14–36 pixel range.
- Zoom the PRICE scale and inspect how grouped row labels expand or contract.
- Compare the same capture with adaptation enabled and disabled before choosing the setting you want to save in the template.
Read grouped labels and conserved totals
The same displayed price buckets are used for footprint, captured depth, session profile and delta so those aligned layers remain comparable. Grouped labels show low and high bounds rather than pretending all contracts occurred at one center price. Buy, sell and unknown volumes, execution counts and signed delta are summed from admitted inputs. Derived percentages and average size are recalculated from those totals. A mixed resting bucket can contain both bid and ask quantities and retain both colors. Coarser display rows should not be interpreted as native exchange price levels or individual trades.
Choose a liquidity palette for contrast
Settings offers Classic liquidity, Cyan, Fire, Ice and custom low, middle and high shades. Opacity, intensity and contrast determine how the admitted resting-size range is presented. Choose a palette that keeps the current BBO, execution marks and labels readable against the application theme. A strong-looking color is relative to those settings and is not itself a directional conclusion. When comparing two screenshots, match palette and threshold settings first; otherwise the same captured quantities can appear materially different even though no underlying market observation changed.
Understand size thresholds and side dominance
Absolute minimum resting size can exclude small displayed quantities. A visible-peak percentage and captured-size percentile provide relative filters. These can combine to leave weaker levels blank. Resting-side dominance compares bid and ask quantities in the displayed resting bucket; it is different from execution delta. A filter emphasizing one resting side does not prove buying or selling aggression. Tune one threshold at a time and note the effect on visibility. If you increase every restriction together, a sparse map may simply reflect your chosen filter rather than a source outage.
Preserve gaps while adapting time and price
Adaptive heatmap grouping sums distinct price levels only while they are concurrently captured. It does not add successive cumulative snapshots as though each were new volume. Missing intervals remain blank, and temporally aggregated source spans keep their aggregation meaning. Adaptation cannot restore unobserved historical depth, manufacture exact replenishment or split a coarse source row into finer executions. This is why a visually smooth wide-range map still requires its coverage explanation. Panning or pointing at the chart reuses the existing projection where possible rather than treating every pointer move as new market evidence.
Troubleshoot sparse maps and confusing row totals
First inspect base Price rows, Adaptive Charts and the visible price span. Then review absolute, relative and percentile thresholds and any resting-side filter. Temporarily return to a familiar palette and reduce restrictive filters to separate a visibility choice from an actual gap. Compare grouped bounds when checking totals across footprint, profile and book columns; their time scopes can still differ despite shared rows. Save the final appearance to the selected template only after confirming readability. Include row settings, thresholds and palette in a support screenshot, since a cropped color patch without its display configuration cannot establish a quantity mismatch.