Every price-and-time cell is coloured by the volume that traded in it. Where the market worked, the map lights up; where it ran through, it goes dark. A whole session at a glance, without reading a single number.
It rebuilds from everything you have loaded. No need to leave it recording: add it and the past is already painted.
Cumulative view
Bands persist until the session closes, so the prices where work has been piling up stay visible all day.
High volume levels
The heaviest prices are marked as zones, sized by weight, and the previous session's are there before the open.
The map
The price and time grid coloured by volume, with price drawn over it.
The map
Screenshot of the tool running.
Cumulative view
Bands hold for as long as the session lasts, instead of fading with time.
Cumulative view
Screenshot of the tool running.
High volume levels
Marked as zones, in another palette: the colour scale is yours.
High volume levels
Screenshot of the tool running.
Delta mode
The same map coloured by imbalance instead of total volume.
Delta mode
Screenshot of the tool running.
What each term means
The names the indicator uses, and what each one means.
Heatmap. The price × time grid coloured by each cell's activity.
Cumulative view. Bands persist to the close instead of fading.
High volume level. A price that took far more than its neighbours.
Delta mode. Colouring by buy/sell imbalance instead of volume.
Palette. The colour scale, configurable.
What it is NOT
This maps traded volume, not order book liquidity. They are different things: liquidity is resting orders, and NinjaTrader keeps no history of the book, so a liquidity map can only ever be recorded live. This one rebuilds from all the history you have. We say it plainly because if you are after the other thing, this is not the tool.
Where it lives
Included in Essential, Orderflow Pro and Complete.
