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Heatmap & Order Flow

Heatmap colors, intensity and trade bubbles

Configure liquidity shading and execution visibility independently.

CONTROL REFERENCE

Buttons & settings

Heatmap → settings → Heatmap / Executions

Palette and intensity controls
Palette and intensity controls
Trade bubble settings
Trade bubble settings
01Show heatmap

What it does

Toggle resting-liquidity shading.

How to use it

Trade bubbles are configured separately.

02Color map

What it does

Choose the liquidity palette.

How to use it

Brightness represents displayed quantity, not executions.

03Intensity

What it does

Change visual color strength.

How to use it

Adjust after selecting the palette.

04Contrast

What it does

Use automatic normalization or manual saturation.

How to use it

Automatic follows the observed distribution; manual uses your fixed reference.

05Auto percentile

What it does

Choose the normalization percentile.

How to use it

Available only with Automatic contrast.

06Manual saturation

What it does

Set the quantity used as the full-intensity reference.

How to use it

Available only with Manual contrast.

07Minimum liquidity

What it does

Filter small displayed depth quantities.

How to use it

Does not filter trade bubbles.

08Black cutoff %

What it does

Suppress the lowest part of the color scale.

How to use it

Raise to reduce weak background activity.

09Brightness curve / Dimming

What it does

Shape the brightness distribution and fading.

How to use it

Change one control at a time.

10Price smoothing

What it does

Choose None, Average or Gaussian.

How to use it

A display treatment, not additional market observations.

11Show trade dots / Dot style

What it does

Toggle executions and choose flat, sphere or sectors.

How to use it

Choose sectors to inspect buy/sell composition.

12Split buy / sell volume

What it does

Show aggressor-side composition.

How to use it

Unknown direction must not be treated as a classified buy or sell.

13Volume display

What it does

Size by total volume or absolute delta.

How to use it

Net delta can be small even when total volume is large.

14Clustering

What it does

Choose individual, time + price, price, price + side, volume or screen grid.

How to use it

Clustering combines prints for display.

15Time bucket / Screen bucket

What it does

Set aggregation duration or pixel size for the selected mode.

How to use it

Only the applicable control is displayed.

16Minimum trade / Minimum cluster

What it does

Filter small executions or clusters.

How to use it

In volume clustering, Volume bucket sets the target bucket quantity.

17Dot size / Maximum radius

What it does

Set marker scale and size cap.

How to use it

A cap prevents a large event from covering the chart.

18Dot opacity / Buy–sell colors

What it does

Set transparency and side colors.

How to use it

Use readable contrast against the heatmap.

Liquidity shading

Open Heatmap settings → Heatmap. Select a color map and adjust intensity, contrast, minimum liquidity, brightness and dimming. Colors represent displayed liquidity at each sampled price and time; bright shading does not mean an execution occurred.

  1. Start with a color map that is readable on your dashboard.
  2. Set the minimum liquidity to filter small resting sizes.
  3. Adjust intensity and contrast until both smaller and larger levels remain distinguishable.

Execution bubbles

In Executions, choose the measure and aggregation, size limits, sensitivity, opacity and buy/sell colors. Qualifying volume determines marker size. Split markers show the buy/sell composition of the bucket; net delta and total volume are different measures.

Keep comparisons meaningful

Apply the same settings when comparing windows. Raising minimum size filters small events; raising dot scale changes how large qualifying events look. Aggregation can combine several prints into one marker.

Still need a hand?

Get in touch with the EdgeX team.

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