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Futures & order flow · 4 min read

Read the DOM, Order Book, Volume Profile and Delta columns

Understand which columns describe current resting depth and which describe executions.

Identify the distinct columns before comparing numbers

Order Flow's right ladder can display Price, Order Book, Volume Profile and Delta as separate columns. They are adjacent for convenience but describe different evidence. Price supplies the native or grouped coordinate. Order Book supplies synchronized current displayed resting bid and ask size. Volume Profile supplies admitted executed quantities by price across the configured session. Delta supplies signed classified execution volume. A large resting ask and a large positive executed delta can coexist because one measures pending displayed supply and the other measures classified activity already admitted into the execution record.

Build a clear ladder view

Use View for column visibility and Settings for supported widths and appearance. Start with a readable PRICE column and add the evidence you need rather than displaying every column at its narrowest size.

  1. Select the exact contract and inspect the current source and depth state.
  2. Open View and enable Order book, Volume profile or Delta column as needed.
  3. Open Settings to review the column presentation and captured session information.
  4. Zoom or pan the PRICE scale until the relevant rows fit your investigation.
  5. Read whether the chart is live, paused or showing an older time range before comparing current book quantities with the executions beside them.

Read current Order Book as displayed liquidity

The book column uses the synchronized current depth rather than treating old captured liquidity as current. Prices outside the supplied book coverage remain unavailable. Native market-by-price depth can provide quantities by price without individual order-level queue detail. A stale or recovering book should not be described as the latest state simply because its last accepted rows are still visible. Observed size changes do not automatically identify fills or cancellations. OrderMap's DOM is read-only and has no workflow to place, amend or cancel an exchange order.

Read Volume Profile as executed distribution

The dedicated page's Volume Profile covers the full configured trading session, independently of the visible lookback and candle interval. It retains buy, sell and unknown totals at recorded prices. Older distant prices can remain part of the distribution when the latest candles occupy a narrow area. POC and value area describe this admitted distribution under the active grouping. A separate Map DOM can display its window's executed volume alongside the current book, so inspect the specific tool's scope rather than assuming every ladder-shaped view uses the dedicated full-session profile.

Read Delta without confusing resting imbalance

Execution delta is classified buy volume minus classified sell volume. Unknown direction is not silently assigned to one side. Resting book imbalance instead compares displayed bid and ask quantities and is a different measure. A zero delta row can still have substantial two-sided executed volume, while a sparse classified sample can produce a large percentage without representing a complete session. Use the profile's underlying quantities and coverage when judging a delta value. The optional right Delta column remains available even though the separate bottom cumulative-delta panel is currently hidden.

Understand navigation and grouped prices

Dragging or scrolling the PRICE column adjusts the price range while keeping the relevant ladder columns aligned. Adaptive Charts can combine native prices into shared displayed buckets for footprint, depth, profile and delta. Grouped labels show their range, and both resting sides can remain represented within a mixed bucket. Viewing older executions does not rewind the synchronized current book. Resetting automatic price scaling helps recover relevant current prices, but it does not change the profile's session definition or create missing book levels.

Troubleshoot empty columns and inconsistent comparisons

Check each layer separately: book synchronization for Order Book, accepted session capture for Volume Profile and classified executions for Delta. A working candle series does not guarantee all three inputs. If a column is absent, verify its View toggle and supported width before investigating source data. If the profile appears cropped, restore automatic price scale and inspect grouping. When reporting a mismatch, identify whether it occurred in dedicated Order Flow or Map DOM, include exact contract and time scope, and show all relevant column headings. That context prevents a current-depth value from being compared with an unrelated historical execution total.

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