SabrTrader Documentation

Setting Up the SuperDOM and Order Book Liquidity Heatmap

This page explains how to open a depth-of-market price ladder (SuperDOM) in SabrTrader two different ways, and how to add the Order Book Liquidity Heatmap indicator to a chart. It is an access and configuration guide: it covers every button, column and setting involved in getting the DOM and heatmap on screen, plus the prerequisites (a depth-enabled data connection) and the workspace layout that combines them. Reading and interpreting the ladder and the heatmap bands is covered in the linked interpretation documentation.

Overview: What This Page Covers

SabrTrader exposes the order book in two related surfaces:

• The SuperDOM — a vertical price ladder showing resting bid and ask liquidity at each price level, with click-trading, position management and ATM bracket selection.
• The Order Book Liquidity Heatmap — a chart indicator that paints historical resting order book size at each price as a coloured band over time, so you can see where liquidity was built, where it was pulled, and where it still sits.

There are two ways to open a SuperDOM in SabrTrader:

1. DOM panel docked to a chart — opened by right-clicking any chart and choosing DOM panel. It is price-synchronised with the chart it belongs to.
2. Standalone SuperDOM window — opened from Control Center > New > SuperDOM. It is slightly more full-featured, including MBO (Level 3) display, but it is not linked to a chart's centring.

This page is a setup guide. It documents how to reach each surface, what every visible element does, which settings exist on the heatmap, and how to arrange and save the result as a workspace. Interpretation — how to read absorption, iceberg refills, spoofed size and liquidity magnets — is documented in Liquidity Heatmap & SuperDOM (MBO).

Prerequisites

Requirement	Why it is needed
Active data connection	Both the ladder and the heatmap render from a live stream. A disconnected feed produces an empty ladder and a blank heatmap.
Level 2 (depth) entitlement	Level 1 data supplies only best bid, best ask and last trade. The ladder's resting size columns and the heatmap require aggregated depth at multiple price levels.
Level 3 / MBO entitlement	Required only for the market-by-order column in the standalone SuperDOM. If your feed does not publish order-by-order data, the MBO column stays empty while Level 2 continues to work.
Real-time (not delayed) data	Delayed feeds can chart price but are unusable for depth-based decisions and produce a lagging, incomplete heatmap.
Time on the chart	The heatmap does not load historical depth. It builds forward from the moment it is applied.

Futures traders typically satisfy the depth and MBO requirements through a futures data route such as Rithmic. Any supported depth-capable feed works — SabrTrader is broker-neutral and data-neutral.

Method 1 — Open the DOM Panel From a Chart

The fastest route to a ladder is the chart's right-click context menu.

1. Open or focus any chart. In the demonstration this is a 5-minute MNQ (Micro E-mini Nasdaq-100) chart.
2. Right-click anywhere on the chart canvas.
3. Choose DOM panel from the context menu.
4. The ladder docks immediately beside the chart, inside the same chart window, already loaded with the chart's symbol.

Why the docked panel is useful: price synchronisation

The docked DOM panel is linked to the chart's price axis. The ladder's visible price range tracks the chart's visible price range, so the same price line sits at the same vertical position on both. Practical consequences:

• Re-centring or scrolling the chart vertically re-centres the ladder with it.
• A level you have drawn on the chart lines up visually with the ladder row where that liquidity sits.
• You never have to hunt for the market on the ladder after a fast move — fixing the chart fixes both.

This linkage is the single biggest reason to use the docked panel rather than a standalone window.

ATM strategy selector

At the bottom of the DOM panel is the ATM strategy dropdown. An ATM strategy is a saved trade-management template that automatically attaches a stop-loss and a profit target when your entry order fills. From this dropdown you can:

• Select any ATM strategy you have already created.
• Choose <custom> / Create new to build a bracket specific to that market — for example a tighter stop distance for MNQ than for ES.
• Select no strategy, in which case a fill leaves an unprotected position.

The selection applies to the next order you send from that ladder. Changing it does not modify brackets already working on an open position. ATM templates are also the mechanism the Trade Copier replicates when brackets are mirrored to copy accounts.

Using Chart Trader at the same time

The docked DOM panel does not replace Chart Trader, the order-entry overlay attached to the chart's price axis. Both can be on simultaneously: the ladder on one side, Chart Trader on the other, sharing the chart window. The trade-off is screen real estate — each panel consumes horizontal space that would otherwise show bars. On a single monitor, running both usually squeezes the price area to the point where structure becomes hard to read.

Closing the DOM panel

Right-click the chart again and untick or re-select DOM panel to remove it. The chart returns to full width, and any working orders remain live on the account — closing the panel is a display action, not an order action.

Method 2 — Open a Standalone SuperDOM Window

The standalone SuperDOM is a separate window rather than a chart panel, and it exposes the platform's complete ladder feature set.

1. Bring the Control Center (also called the Control Panel) to the front.
2. Click New.
3. Select SuperDOM from the window list. An empty ladder window opens.
4. Assign the symbol in the instrument field at the top of the window — for example MNQ with the front-month contract. The ladder immediately populates with resting bid and ask size.
5. Select the trading account and the default order quantity.

What the standalone window adds

• MBO / Level 3 display — an order-by-order view alongside the aggregated Level 2 size, showing individual queued orders at a price rather than only their total.
• More ladder configuration surface: column selection, price-level count, row height and ladder-specific display options.
• Independence from any chart, so it can be sized tall to show many price levels, or parked on a second monitor.

The trade-off: no chart linkage

A standalone SuperDOM does not follow a chart's vertical centring. If you scroll or re-centre the chart, the ladder does not move, and vice versa. To bring the ladder back onto the market, use the re-centre control on the SuperDOM itself (the centring button in the ladder's header area). Clicking it snaps the visible price range so the last traded price sits in the middle of the ladder.

A common arrangement is to place the standalone SuperDOM directly beside a chart so they read as one unit, accepting that centring is manual.

Choosing between the two methods

Criterion	Docked DOM panel	Standalone SuperDOM
Opened from	Chart right-click > DOM panel	Control Center > New > SuperDOM
Price sync with chart	Yes — centring is linked	No — re-centre manually
Level 2 depth	Yes	Yes
MBO / Level 3 column	Not available	Available (feed permitting)
ATM strategy selector	Yes, at panel bottom	Yes
Symbol	Inherited from the chart	Assigned independently
Best for	Fast access, chart-and-ladder alignment	MBO reading, dedicated ladder monitor

SuperDOM Interface Reference

Every element on the ladder, top to bottom, with its function. Elements marked standalone only are not present in the chart-docked DOM panel.

Header controls

Element	Function
Instrument / symbol selector	Sets which contract the ladder displays. In the docked panel this follows the chart.
Account selector	Chooses which connected account receives orders. Critical when several live, demo or prop accounts are connected.
Order quantity	The size sent by a single click on the ladder. Usually accompanied by quick-size buttons.
Re-centre price button	Snaps the visible price range so the last trade sits mid-ladder. Essential on the standalone window after a fast move.

Ladder columns

Column	What it shows
Price	The central column of discrete tradable prices, one row per tick.
Bid size	Aggregated resting buy limit quantity at each price below the market (Level 2).
Ask size	Aggregated resting sell limit quantity at each price above the market (Level 2).
Best bid / best offer	The highest bid and lowest ask — the two rows framing the bid/ask spread at the centre of the ladder.
Last trade / volume at price	Where the most recent executions printed and how much traded at each price.
MBO column (standalone only)	Individual queued orders at a price, showing their sizes and queue order rather than a single total.
Buy / sell click zones	The clickable cells on the bid and ask sides that submit limit orders at the clicked price.
Working-order display	Your own live orders shown on the price row where they rest, with quantity, so entries, stops and targets are visible in the ladder.

Position, P&L and exit controls

• Position size — your current net long or short quantity in that instrument on the selected account.
• Average entry price — usually marked on the ladder as a line or highlighted row.
• Open P&L — unrealised profit or loss on the open position, updating tick by tick.
• Close / Flatten — closes all open quantity in the symbol at market and, depending on configuration, cancels the associated working orders. Use it as the single-click panic exit.
• Cancel all — cancels working orders without touching the open position.
• Reverse (where available) — flattens and opens the same size in the opposite direction in one action.

Footer

• ATM strategy dropdown — selects the bracket template applied to the next fill, or opens the editor to create one.

Order Entry and Position Management From the Ladder

The SuperDOM is a complete order-entry surface. You do not need Chart Trader to trade from it.

Placing orders

• Limit order — click the buy column at a price below the market, or the sell column at a price above it. The order rests in the queue at that price and appears in the working-order display.
• Market order — use the market buy/sell buttons, or click into the opposing side at or through the inside market, depending on your click-trading configuration. A market order executes immediately at the best available price.
• Modify — drag a working order to a different price row.
• Cancel — click the working order or use the cancel control.

Why you select an ATM strategy before clicking

An ATM strategy is evaluated at fill time. If a strategy is selected when your entry fills, SabrTrader immediately submits the template's stop-loss (the protective exit if price moves against you) and profit target (the limit exit at a favourable price), sized to the filled quantity. You see both appear on the ladder within a moment of the fill.

If no strategy is selected, the fill produces a naked position — an open position with no protective order attached. Nothing is wrong with this if it is deliberate and you manage the exit manually, but it means:

• There is no automatic stop if price runs against you.
• A platform crash, disconnect or distraction leaves the position fully exposed.
• You must place a stop by hand immediately after the fill.

The transcript demonstrates exactly this case: an entry is taken without a preconfigured bracket and then closed manually with the ladder's close control. That is fine as a demonstration; as a routine, select the ATM first.

Closing a position

Press the ladder's Close / Flatten control. All open quantity in that symbol on that account is closed at market. This is the fastest exit available and should be treated as the emergency control regardless of which entry method you normally use.

Chart Trader as a beginner's backup

Traders new to ladder trading often keep Chart Trader visible alongside the DOM panel. Chart Trader shows the same position, the same working orders and the same flatten/reverse controls, but anchored to the chart's price axis where the levels are visually obvious. It is a redundancy aid, not a second account — both surfaces act on the same position. Once ladder clicking is second nature, closing Chart Trader recovers screen space.

Adding the Order Book Liquidity Heatmap to a Chart

The Order Book Liquidity Heatmap is an indicator, not a window type. You add it to a chart the same way you add any other study. Because it renders a dense colour field across the price axis, it is normally given its own dedicated low-interval chart rather than being layered over your main trading chart.

Create the host chart

1. Open the Control Center and click New > Chart.
2. Enter the instrument — for example MNQ.
3. Set the chart interval. The demonstration uses 1 minute. A low interval gives narrow bars, so each heatmap column represents a short slice of time and the bands read cleanly.
4. Set days of data (history lookback). Two days is ample; the heatmap itself will not backfill history, so a large lookback only slows the chart load.
5. Click Create / OK.

Optional cosmetic preparation

These steps are personal preference, but they make the heatmap materially easier to read:

• Turn off grid lines — chart properties > grid line display > off. Grid lines cut through the heatmap bands and create false edges.
• Switch the cursor from crosshair to arrow — the cursor toggle sits in the bottom-left corner of the chart. The crosshair's horizontal line is easily mistaken for a liquidity band.
• Maximise the chart while tuning the indicator, so you can judge brightness and density at full resolution.
• Hide the candles — the candle visibility toggle removes the bar bodies so the heatmap is unobstructed. Many order-flow traders keep candles hidden on the heatmap chart and read price structure from a separate chart.

Add the indicator

1. Open the chart's Indicators dialog (right-click > Indicators, or the indicators toolbar button).
2. Type order book heat map in the search box.
3. Select the Order Book Liquidity Heatmap entry and click Add. It moves into the applied-indicators list with its default parameters.
4. Optionally set the candle overlay off in the indicator's own properties.
5. Click Apply, then OK.

Defaults are a sensible starting point. Apply first, watch the chart build, then tune.

The critical caveat: no historical backfill

The heatmap is built from live depth updates. SabrTrader does not store historical order book snapshots for the indicator to replay, so when you first apply it the chart's right edge starts empty and the coloured field grows leftward-to-rightward in real time as ticks arrive. Practical implications:

• Immediately after applying, an empty or near-empty heatmap is normal and is not a fault.
• Useful context typically appears after several minutes; a session's worth of bands requires leaving the chart open from the session open.
• Closing the chart or the workspace discards the accumulated picture — it rebuilds from scratch next time.
• Reconnecting the data feed mid-session leaves a gap in the band history.

If you need to study depth behaviour on a past session instead, use Market Replay, which plays recorded tick data back through the same tools.

Heatmap Settings Explained

All settings live in the indicator's properties dialog and can be changed at any time without removing the indicator. Changes affect rendering only; they do not alter the collected data.

Setting	What it controls	How to tune it
Brightness / intensity	How strongly a given resting size maps to colour luminance.	Raise it when the chart looks washed out and only huge orders are visible. Lower it when the whole field is saturated and every price looks equally liquid.
Density	How much book depth is represented per unit of screen area — effectively how many rows of size are compressed into each drawn band.	Lower density gives crisp, separated shelves; higher density gives a smoother continuous field. Thin instruments need lower density than deep ones.
Liquidity level thresholds	The minimum resting size that gets coloured, and the size at which colour reaches maximum.	Set the lower threshold above routine background size so only meaningful resting blocks are painted. Tune per instrument: ES background size is far larger than MNQ's.
Colour scale / palette	The mapping from size to hue, and whether bid and ask sides use different colours.	Choose a palette with clear separation at the top of the range so the biggest shelves are unmistakable.
Price-level resolution	Whether each row equals one tick or several ticks grouped together.	One tick per row on micro futures; group ticks on instruments with very fine tick sizes or when zoomed far out.
Candle overlay on/off	Whether price bars are drawn on top of the heatmap field.	Off for pure liquidity study; on when you want to see the exact bar that traded into a shelf.
History length / lookback	How many bars of accumulated book history are retained on screen.	Longer retention shows where liquidity sat earlier in the session at the cost of memory.

Reading order for tuning

1. Apply with defaults and let the chart collect five to ten minutes of data.
2. Adjust the liquidity threshold until routine background size disappears.
3. Adjust brightness until the largest shelves are clearly the brightest features on screen.
4. Adjust density last, to decide between crisp shelves and a smooth field.
5. Save the result as an indicator template so every new heatmap chart starts tuned.

What the bands mean — persistent shelves acting as support and resistance, bands that vanish as price approaches (pulled liquidity), repeated refills at one price (icebergs) — is documented in Liquidity Heatmap & SuperDOM (MBO).

Building the Order-Flow Workspace

A workspace is a saved arrangement of charts, ladders and panels that reopens as a complete trading layout. The layout demonstrated in the video is a compact, practical order-flow desk.

Recommended layout

Window	Contents	Purpose
Primary chart	MNQ, 2- to 5-minute interval, docked DOM panel on the right	Structure and context, with a price-synchronised ladder for execution
Heatmap chart	MNQ, 1-minute interval, Order Book Liquidity Heatmap, candles hidden, grid off	Where resting liquidity is stacked, built and pulled
Optional standalone SuperDOM	MNQ with MBO column visible	Order-by-order queue reading and iceberg detection

Saving the layout

1. Arrange and size the windows as you want them.
2. In the Control Center, use the workspace menu to Save workspace, or Save as with a descriptive name such as MNQ Order Flow.
3. Reopen it from the workspace list at the start of the next session.

A layout can also be saved as one section of a larger workspace — for example an order-flow tab alongside a scanning tab built from Market Analyzer watchlists and a tape-reading tab built from Market Watch, Depth Chart and Time & Sales.

Practical notes

• Monitor real estate. Three windows plus a ladder need roughly a full 1440p monitor to stay readable. On a single 1080p screen, choose either the docked DOM or the standalone SuperDOM, not both.
• Symbol consistency. Every window in an order-flow layout must reference the same contract, including the same expiry month. A chart on the expiring month beside a ladder on the new front month produces contradictory readings.
• Duplicating for other instruments. Build one instrument's layout, save it, then save a copy under a new name and change the symbol in each window. Keep one workspace per instrument rather than crowding several into one.
• Restore order. Because the heatmap rebuilds from scratch, open the workspace before the session you intend to trade, not after it has started.

Trading Concepts Behind the DOM and Heatmap

Definitions for every concept the DOM and heatmap depend on. Interpretation techniques are covered in the dedicated pages linked at the end of this page.

Depth of market and the order book

Depth of Market (DOM) is a price-ladder view of resting bid and ask limit orders at each price level around the current market. The order book is the underlying data: the full set of live resting limit orders on both sides at every price. Resting orders are passive limit orders sitting in the book waiting to be filled — they express intent, not completed trades. Liquidity is the quantity of resting orders available to trade at a given price.

Level 1, Level 2 and Level 3 (MBO)

Tier	What it contains	What it enables
Level 1	Best bid, best ask, last trade price and size	Bar charts, basic order entry
Level 2	Total resting quantity at each of many price levels (aggregated depth)	The DOM ladder, the depth chart, the liquidity heatmap
Level 3 / MBO	Every individual queued order at a price, with its size and queue position	Queue-position analysis, iceberg detection, distinguishing one large order from many small ones

The distinction matters: 500 lots at a price could be one institutional block or fifty ten-lot orders. Level 2 shows only the total; MBO shows the composition.

Bid/ask spread

The bid/ask spread is the gap between the best bid and the best offer, displayed at the centre of the ladder. In liquid index futures it is usually one tick. A widening spread signals thinning liquidity and higher execution cost.

Pulled liquidity and spoofing

Pulled liquidity is resting size that disappears before it can be traded. On the heatmap it appears as a bright band that fades or vanishes as price approaches it. When size is displayed with no intention of being filled, purely to influence other participants, it is called spoofing. The heatmap is particularly good at exposing this because it retains the historical picture: you can see that the shelf existed and then evaporated, which a live ladder alone does not record.

Liquidity magnets

A liquidity magnet (or high-volume node in the book) is a price with unusually large resting size. Price often gravitates toward it — large resting orders attract execution — and often reacts at it, because the size must be consumed before price can pass. On the heatmap these show as long, bright, persistent horizontal bands and frequently act as intraday support and resistance.

Absorption

Absorption is aggressive market orders being fully consumed by resting limit liquidity without price making progress. On the ladder it looks like heavy trading at one price while the resting size there is repeatedly refreshed and the price does not move. It is the clearest tell that one side is defending a level, and it is also readable on a footprint chart as heavy one-sided volume printing at a single price.

Iceberg orders

Iceberg orders are limit orders whose true size is hidden; only a small portion is displayed and the remainder replenishes as it is filled. On MBO data they appear as repeated refills at one price — the same price level keeps producing fresh queued orders after each execution. They are invisible on Level 2 alone because the displayed total never reveals the hidden remainder.

Order flow trading and tick data

Order flow trading is a discretionary approach that reads live executions, resting depth and delta rather than only price patterns. Delta is the net difference between volume traded at the ask (buy aggressors) and at the bid (sell aggressors). All of these tools consume tick data — individual trade and quote updates — which is why the heatmap must collect data in real time and why a delayed or trades-only feed is insufficient.

ATM strategies, stops, targets and flattening

• ATM strategy / preconfigured bracket — a saved template that automatically attaches a stop-loss and profit target to a filled entry.
• Stop loss — a protective order that exits a position if price moves against it by a defined amount.
• Profit target — a limit order placed to exit at a favourable price.
• Flatten / close position — closing all open quantity in a symbol at market.

Chart interval and workspace

Chart interval is the aggregation period of each bar — one minute, five minutes, and so on. Lower intervals reveal more detail with more noise. A workspace is a saved arrangement of charts, DOMs and panels that can be reopened as a trading layout.

Step-by-Step Tutorial: From Connection to Saved Workspace

An end-to-end walkthrough producing the layout shown in the video.

1. Connect a depth-enabled data feed. In the Control Center, open the Connections tab, select your saved profile and click Connect. Confirm the status indicator shows connected and that a quote is updating. Depth-capable futures routes such as Rithmic supply Level 2 and, where entitled, MBO.
2. Open the primary chart. New > Chart, symbol MNQ (front month), interval 2 or 5 minutes, a few days of history. Create the chart.
3. Attach the DOM panel. Right-click the chart and choose DOM panel. The ladder docks beside the chart and is price-synchronised with it.
4. Set account and quantity. In the DOM panel header, select the account you intend to trade and the default order size.
5. Select an ATM strategy. At the bottom of the DOM panel, choose an existing bracket template, or create one with your stop distance and target distance for this instrument. Verify the selection before you click the ladder.
6. (Optional) Open a standalone SuperDOM for MBO. Control Center > New > SuperDOM, assign MNQ, select the account, and enable the MBO column. Dock or place it beside the chart. Use the re-centre button whenever the ladder drifts off the market.
7. Create the heatmap chart. New > Chart, symbol MNQ, interval 1 minute, two days of data. Create it and place it beside the primary chart.
8. Prepare the chart cosmetically. Turn grid lines off, switch the cursor from crosshair to arrow using the toggle in the bottom-left corner, and maximise the chart temporarily.
9. Add the indicator. Open Indicators, search order book heat map, add Order Book Liquidity Heatmap, set the candle overlay off, and apply with defaults.
10. Let it build. Leave the chart open. The heatmap fills in from the moment of application; there is no historical backfill. Wait several minutes before judging it.
11. Tune the display. Reopen the indicator properties. Raise the liquidity threshold until background size disappears, then set brightness so the largest shelves stand out, then adjust density. Save the settings as a template.
12. Arrange the windows. Primary chart with docked DOM on one side, heatmap chart on the other, standalone SuperDOM beside them if used. Size them so no window is scrolled or truncated.
13. Save the workspace. In the Control Center, save the arrangement as a named workspace (for example MNQ Order Flow) or as one section of a multi-tab workspace.
14. Verify order routing before trading live. On a simulated or demo account, place a small limit order from the ladder, confirm it appears in the working-order display, confirm the ATM stop and target attach on fill, then press Close and confirm the position flattens and brackets cancel.

Best Practices

• Open the heatmap chart at or before the session open. Because it builds forward with no backfill, the band history you have at 11:00 depends entirely on the chart having been open since 09:30.
• Use a low interval for the heatmap chart. One minute is the practical default. Higher intervals compress too much time into each column and the bands lose definition.
• Keep the heatmap on its own chart. Overlaying it on your execution chart makes both harder to read. Hide the candles on the heatmap chart and read structure from the primary chart.
• Choose one primary order-entry surface. Decide whether the ladder or Chart Trader is your execution surface and use it consistently. Two surfaces used interchangeably under pressure causes mis-clicks and duplicated orders.
• Always select an ATM strategy before clicking the ladder. Make bracket selection part of the pre-trade routine, at the same moment you set quantity.
• Use the docked DOM panel when you want chart/ladder sync; use the standalone window when you need MBO. Both can coexist if your monitor allows it, but pick a default.
• Tune heatmap thresholds per instrument. Settings calibrated on ES will hide almost everything on MNQ, and settings calibrated on MNQ will saturate on ES.
• Save one workspace per instrument. Switching symbol in five windows manually is error-prone. Duplicating a saved layout is not.
• Verify the contract month across every window at each futures rollover.
• Confirm the account selector on the ladder every session, especially if live and evaluation accounts are connected simultaneously.
• Know where the flatten button is before you need it, on whichever ladder you are trading from.
• Rehearse in replay. Use Market Replay to practise ladder execution and heatmap reading on recorded sessions without risking capital.

Common Mistakes

Mistake	Consequence	Correct approach
Expecting heatmap history immediately after applying the indicator	The chart looks broken and the indicator is removed as "not working"	Understand that it builds forward from application time. Leave it running; use Market Replay for past sessions.
Entering from the ladder with no ATM selected and no manual stop	A naked position with unlimited exposure to an adverse move or a disconnect	Select the bracket before the entry click, or place a stop by hand immediately on fill.
Assuming the standalone SuperDOM follows the chart's centring	The ladder drifts off the market and you cannot find the inside price during a fast move	Use the re-centre button, or use the chart-docked DOM panel where centring is linked.
Running Chart Trader and the DOM panel on a small screen	The price area is squeezed until structure is unreadable	Choose one surface, or move the ladder to a second monitor as a standalone window.
Applying the heatmap on a high time frame	Bands are compressed into unreadable smears with no usable resolution	Use a 1-minute (or lower) chart dedicated to the heatmap.
Mismatched symbols or contract months between chart and ladder	You read liquidity on one contract and execute on another	Verify the instrument in every window after each rollover; keep per-instrument workspaces.
Leaving heatmap brightness or threshold at extremes	Either nothing is visible or everything is saturated and no level stands out	Tune threshold first, then brightness, then density; save as a template.
Trading the ladder on delayed data	Every depth reading and click is stale by minutes	Confirm a real-time entitlement before using the DOM for execution decisions.
Treating a large resting shelf as guaranteed support	Position taken against liquidity that is pulled the instant price arrives	Treat resting size as intent, not commitment; confirm with executions and absorption.
Closing the workspace mid-session to "reset" the heatmap	All accumulated band history is discarded	Change settings in the indicator properties instead of reloading the chart.
Assuming Level 2 reveals icebergs	Hidden replenishing size is missed entirely	Use the standalone SuperDOM's MBO column, feed permitting.

Frequently Asked Questions

What is the difference between the DOM panel on a chart and a standalone SuperDOM?

The DOM panel is opened by right-clicking a chart and choosing DOM panel. It docks inside that chart window, inherits the chart's symbol, and stays price-synchronised with the chart — re-centring the chart re-centres the ladder. The standalone SuperDOM is opened from Control Center > New > SuperDOM as its own window, takes an independently assigned symbol, and is slightly more full-featured, most notably including the MBO (Level 3) order-by-order column. Its trade-off is that it is not linked to any chart, so you re-centre it with its own re-centre button. Both surfaces offer full order entry, position display and ATM strategy selection.

Why is my Order Book Liquidity Heatmap empty when I first apply it?

Because the indicator does not load historical depth data. It builds its picture from live order book updates starting at the moment it is applied, so the chart begins empty and the coloured field grows as ticks arrive. This is expected behaviour, not a fault. Leave the chart open — useful context typically appears within a few minutes, and a full session's bands require the chart to have been open since the session open. If you need depth history for a past session, use Market Replay. If the heatmap is still blank after several minutes of live data, check that the feed is connected, that you have a Level 2 entitlement, and that brightness is not set so low that everything renders black.

Does the standalone SuperDOM stay centred with my chart?

No. Only the chart-docked DOM panel is price-synchronised with its chart. A standalone SuperDOM maintains its own visible price range. When the market moves outside the visible ladder rows, click the re-centre price button on the SuperDOM to snap the last traded price back to the middle of the ladder. If automatic synchronisation matters more to you than the MBO column, use the docked DOM panel instead.

How do I see MBO (Level 3) data in SabrTrader?

Open a standalone SuperDOM from Control Center > New > SuperDOM, assign the symbol, and enable the MBO column in the window's column configuration. MBO is not available in the chart-docked DOM panel. Your data connection must also publish market-by-order data and your account must be entitled to it; otherwise the column stays empty while the aggregated Level 2 columns continue to update normally. MBO shows every individual queued order at a price rather than only the total, which is what makes iceberg refills and queue composition visible.

Can I use Chart Trader and the DOM panel at the same time?

Yes. Both can be open on the same chart simultaneously, and both act on the same position and the same account — they are two views of one order state, not two separate order paths. The only cost is screen space: each panel takes horizontal room away from the price area. Many traders new to ladder trading keep Chart Trader visible as a visual backup for flattening and reading working orders, then close it once ladder clicking is habitual.

How do I attach a stop and target to orders placed from the DOM?

Select an ATM strategy from the dropdown at the bottom of the ladder before you click to enter. An ATM strategy is a saved template that automatically submits a stop-loss and a profit target sized to your filled quantity the moment the entry fills. If no strategy is selected, the fill produces an unprotected position that you must manage manually. The dropdown also lets you create a new template specific to the instrument you are trading, so MNQ and ES can carry different stop and target distances.

Which chart interval works best for the Order Book Liquidity Heatmap?

One minute is the practical default and is what the demonstration uses. Low intervals produce narrow bars, so each heatmap column covers a short slice of time and the horizontal liquidity bands stay well defined. On higher intervals such as 15 minutes or hourly, too much order book activity is compressed into each column and the bands smear into an unreadable field. Give the heatmap its own low-interval chart and keep your 2- to 5-minute chart for structure and execution.

How do I adjust heatmap brightness and liquidity density?

Open the indicator's properties from the chart's Indicators dialog. Brightness/intensity controls how strongly resting size maps to colour luminance; density controls how much depth is compressed into each drawn band; liquidity level thresholds control the minimum size that gets coloured at all. Tune in this order: raise the threshold until routine background size disappears, then set brightness so the largest shelves are the brightest features on screen, then adjust density to choose between crisp separated shelves and a smooth continuous field. Save the result as a template so new heatmap charts start tuned.

Do I need a special data subscription for depth of market and MBO?

Yes. Level 1 data (best bid, best ask, last trade) is not enough. The ladder's resting size columns and the liquidity heatmap require Level 2 aggregated depth, and the MBO column requires Level 3 / market-by-order data. These are per-asset-class entitlements on your data or broker account, and exchange market data fees may apply, with different rates for professional and non-professional users. Delayed data can chart price but is unusable for depth-based execution decisions. Futures traders commonly obtain depth and MBO through a route such as Rithmic.

How do I save my DOM and heatmap layout as a workspace?

Arrange the windows exactly as you want them — primary chart with docked DOM panel, heatmap chart, and optionally a standalone SuperDOM — then use the workspace menu in the Control Center to save the arrangement under a descriptive name such as MNQ Order Flow. Reopening the workspace restores every window, its symbol, its interval and its applied indicators. Note that the heatmap's accumulated band history is not saved; it rebuilds from scratch each time, so open the workspace before the session you intend to trade.

How do I re-centre the SuperDOM ladder on the current price?

Click the re-centre price button in the SuperDOM's header. It snaps the visible price range so the last traded price sits in the middle of the ladder. On the chart-docked DOM panel you can also re-centre indirectly by re-centring the chart, because the two are price-synchronised. Get into the habit of re-centring after any fast move, since a ladder scrolled away from the market shows blank rows and cannot be clicked for entry at the inside price.

Can I run the liquidity heatmap on more than one instrument at once?

Yes. The heatmap is a chart indicator, so you apply a separate instance to a separate chart for each instrument. Each instance collects and renders its own instrument's depth independently. Two considerations: each additional depth subscription consumes data-feed bandwidth and, on some accounts, counts against a market data line limit; and thresholds must be tuned per instrument because background resting size differs greatly between, for example, ES and MNQ. Save a separate workspace per instrument rather than crowding several heatmaps into one layout.

What is the difference between Level 2 and Level 3 (MBO) data?

Level 2 shows the total resting quantity at each price level — an aggregate. Level 3 / MBO shows every individual order queued at that price, including its size and its position in the queue. The difference is decisive for interpretation: 500 lots on Level 2 could be one institutional block or fifty small orders, and only MBO tells you which. MBO also exposes iceberg behaviour, because repeated fresh orders appearing at the same price after each execution indicate hidden replenishing size.

What happens if I place an order from the ladder without selecting an ATM strategy?

You get a naked position: the entry fills and no stop-loss or profit target is attached. Nothing prevents this, and it is sometimes deliberate, but it means an adverse move, a distraction or a platform disconnect leaves the position fully exposed. If you enter without a bracket, place a protective stop manually the moment the fill appears. The ladder's Close/Flatten control closes the whole position at market and is the fastest available exit.

Why did a large liquidity band disappear right before price reached it?

That is pulled liquidity. Resting orders are statements of intent, not commitments — they can be cancelled at any time before they trade. When large displayed size is placed with no intention of being filled, purely to influence other participants, it is called spoofing. The heatmap makes this visible because it retains history: you can see the shelf existed and then evaporated as price approached. Treat resting size as a hypothesis to be confirmed by actual executions and absorption, not as guaranteed support or resistance. Interpretation of these patterns is covered in Liquidity Heatmap & SuperDOM (MBO).

Should I hide the candles on the heatmap chart?

It is a common preference and the video does exactly that. Hiding the candles removes bar bodies and wicks that would otherwise cover the coloured liquidity field, making the bands easier to trace across time. Turning off grid lines and switching the cursor from crosshair to arrow serve the same purpose — both draw straight lines that can be mistaken for liquidity shelves. Keep candles visible on your separate structure chart so you do not lose price context.

Is the Order Book Liquidity Heatmap the same thing as a volume profile?

No. A volume profile measures completed transactions — how much volume actually traded at each price. The liquidity heatmap measures resting orders — how much size was queued at each price but not necessarily traded. They answer different questions: the profile shows where business was done, the heatmap shows where participants were willing to do business. They are complementary; a resting shelf sitting at a high-volume node is a stronger reference than either signal alone.

Can I trade from the heatmap chart itself?

Not from the heatmap indicator, but yes from the chart it sits on: attach Chart Trader or a DOM panel to that chart the same way as any other chart. In practice most traders keep the heatmap chart as a read-only analysis window and execute from the ladder attached to their primary structure chart, so that clicking on a dense colour field never risks an accidental order.

Where does the DOM panel option appear if right-clicking does not show it?

DOM panel appears in the chart's right-click context menu. If it is absent, you are most likely right-clicking on a panel, a drawing object or an indicator subgraph rather than the main price area, or the chart window does not have focus. Click once on the chart's price canvas to focus it, then right-click on empty chart space. On instruments served by a connection with no depth capability the ladder may open but remain empty rather than being hidden from the menu.

Troubleshooting

The ladder opens but every bid and ask cell is blank

The ladder has no depth data. Check in order: (1) the connection status in the Control Center — reconnect if disconnected; (2) that your account holds a Level 2 entitlement for that exchange, since a Level 1 or trades-only feed cannot populate depth; (3) that the symbol and contract month are valid and currently trading — an expired or illiquid back month may have no resting size; (4) that the market is open, as depth is empty outside trading hours. If price updates at the top of the ladder but the size columns stay empty, the issue is specifically the depth entitlement, not the connection.

The MBO / Level 3 column is empty while Level 2 works

Your data route is not publishing market-by-order data, or your account is not entitled to it. Confirm that (1) you are using the standalone SuperDOM, since the docked DOM panel has no MBO column; (2) the MBO column is actually enabled in the window's column configuration; (3) your feed provides Level 3 for that exchange. Aggregated Level 2 depth will continue to function normally without MBO — you simply lose queue composition and iceberg visibility.

The Order Book Liquidity Heatmap shows nothing at all

Work through these causes in order: (1) build-up time — the indicator has no historical backfill and starts empty, so wait several minutes; (2) the indicator is present but disabled in the applied-indicators list — re-enable and apply; (3) brightness too low or the liquidity threshold set too high, so all size renders below the visible colour range — reset to defaults and retune; (4) no Level 2 data reaching the chart — verify the ladder shows depth for the same symbol; (5) the chart interval is so high that the accumulated data occupies less than one bar. If defaults on a 1-minute chart with a connected depth feed still show nothing after ten minutes, the entitlement is the likely cause.

The ladder has scrolled away from the market and shows only blank rows

Click the re-centre price button on the SuperDOM to snap the last traded price to the middle of the ladder. On a chart-docked DOM panel, re-centring the chart also re-centres the ladder because they are price-synchronised. This happens routinely after fast moves; make re-centring a reflex rather than dragging the ladder manually.

The DOM panel option is missing from the chart right-click menu

Ensure the chart window has focus and that you are right-clicking on the main price canvas, not on an indicator subgraph, the price axis, the time axis or a selected drawing object. Click once on empty chart space to focus the chart, then right-click. If the menu appears but the entry is greyed out, the chart's instrument may not be served by a depth-capable connection.

The workspace reopens without the DOM or the heatmap

Re-create the layout and save the workspace again — the save must be performed after the arrangement is final, otherwise the previous state is restored. Confirm you are opening the same named workspace rather than a default one. Also verify the data connection is established before the workspace loads; windows that cannot resolve their instrument may open empty. Remember that the heatmap's accumulated band history is never restored, only the indicator itself and its settings.

Orders sent from the ladder are rejected

Check, in order: (1) the account selector on the ladder points at the intended account and that account is connected and authorised to trade; (2) the order quantity is valid for the instrument and within any account or prop-firm contract-size cap; (3) the account is funded and not in a restricted state; (4) the price you clicked is a valid tick increment for that instrument; (5) the order routing connection is live, not a data-only feed — a data-only connection can display depth but cannot accept orders; (6) any risk or daily-loss limit on the account has not already been breached.

A fill produced no stop or target

No ATM strategy was selected at the moment the order was submitted, or the selected template does not apply to that instrument. Place a protective stop manually immediately, then before the next entry re-select the ATM strategy from the dropdown at the bottom of the ladder. Note that changing the ATM selection after a fill does not retroactively bracket an existing position.

Heatmap bands look saturated or washed out and no level stands out

The colour scale is mis-calibrated for the instrument. Raise the liquidity level threshold until routine background resting size is no longer painted, then adjust brightness so only the largest shelves reach the top of the palette, then tune density. Settings calibrated on a deep instrument such as ES will hide almost everything on MNQ, and vice versa — tune per instrument and save templates.

The chart and the ladder disagree about price

They are on different instruments or different contract months. Verify the exact symbol and expiry in each window; after a futures rollover, a chart left on the expiring month beside a ladder on the new front month will show different prices and different liquidity. Keep one workspace per instrument and update all windows together at rollover.

The chart area is too small to read after opening the DOM panel

You are probably running both Chart Trader and the DOM panel on the same chart. Close whichever is not your primary order-entry surface, or move the ladder out to a standalone SuperDOM window on a second monitor. Alternatively reduce the ladder's price-level count and row height so it occupies less width.

Heatmap history was lost mid-session

The chart or workspace was closed, the indicator was removed and re-added, or the data feed disconnected. Any of these resets accumulation, because the indicator builds only from live updates. Change display settings in the indicator's properties instead of removing and re-adding it, and avoid closing the heatmap chart during the session. For repeatable study of a specific past session, use Market Replay instead of live accumulation.

Glossary

Absorption

Aggressive market orders being fully consumed by resting limit liquidity without price making progress. On the ladder it shows as heavy trading at one price while resting size is repeatedly refreshed and price does not move.

ATM strategy

An automated trade management template that automatically attaches a stop-loss and profit target when an entry order fills. Selected from the dropdown at the bottom of the SuperDOM before the entry is sent.

Bid/ask spread

The gap between the best bid (highest price a buyer will pay) and the best ask (lowest price a seller will accept), displayed at the centre of the DOM ladder. A widening spread signals thinning liquidity and higher execution cost.

Chart interval

The aggregation period of each bar on a chart, such as one minute or five minutes. Smaller intervals reveal more detail with more noise; larger intervals smooth price at the cost of granularity.

Chart Trader

An order-entry panel docked to a SabrTrader chart that lets you place, modify and manage orders directly on the price axis. It can run alongside the DOM panel and acts on the same position.

Control Center

The primary SabrTrader window hosting platform-wide functions: the Connections tab, workspace management and the New menu that launches charts, SuperDOMs and other panels.

Crosshair tool

A chart cursor mode that draws intersecting horizontal and vertical guide lines following the pointer, reporting the price and time under the cursor. It can be switched to a plain arrow from the bottom-left of the chart for an unobstructed heatmap view.

Delta

The net difference between volume traded at the ask (buy aggressors) and volume traded at the bid (sell aggressors) over a bar, session or range. Positive delta indicates aggressive buyers dominated.

Depth of Market (DOM)

A price-ladder view of resting bid and ask limit orders at each price level around the current market, used for order-flow reading and precise order entry. It requires a depth-enabled feed rather than a trades-only feed.

Flatten / close position

Closing all open quantity in a symbol at market. On the SuperDOM this is a single control and should be treated as the emergency exit.

Footprint chart

A chart type that displays traded volume split by buy and sell aggressor at each price level within each bar, used to read absorption, imbalance and delta. It shows completed trades, complementing the heatmap's view of resting orders.

Iceberg orders

Limit orders whose true size is not displayed; only a small portion shows and the remainder replenishes as it is filled. Their real size becomes visible only through repeated executions and, on MBO data, repeated refills at one price.

Level 1 data

Market data showing the best bid, best ask and last trade price and size. Sufficient for bar and candlestick charts and basic order entry, but not for the DOM ladder or the liquidity heatmap.

Level 2 data

Market data showing the resting depth-of-market ladder — aggregated bid and ask size queued at multiple price levels. Required for the DOM ladder, the depth chart and the order book liquidity heatmap.

Level 3 / MBO (Market By Order)

An order-by-order data feed showing every individual queued order at a price, including its size and queue position, rather than only the aggregated total. It is what makes iceberg refills and queue composition visible.

Liquidity

The quantity of resting orders available to trade at a given price. High liquidity means large size can be executed with little price movement; thin liquidity means small orders move price.

Liquidity magnet

A price carrying unusually large resting size that price tends to gravitate toward and react at, because the size must be consumed before price can pass. On the heatmap it appears as a long, bright, persistent horizontal band.

Market replay

Playback of recorded historical tick and order-flow data so charts, indicators and order-flow tools rebuild exactly as they did live. The alternative to live accumulation when studying depth behaviour on a past session.

MNQ (Micro E-mini Nasdaq-100)

The micro-sized CME futures contract on the Nasdaq-100 index, one tenth the notional size of the E-mini NQ. Used throughout this page as the demonstration instrument.

Order book

The full set of live resting limit orders on both sides of the market at every price level, representing intent to trade rather than completed trades.

Order book liquidity heatmap

A chart overlay that colours historical resting order book size at each price over time, revealing where liquidity was built, where it persisted and where it vanished. In SabrTrader it builds forward from the moment it is applied and does not backfill history.

Order flow trading

A discretionary approach that reads live executions, resting depth and delta rather than only price patterns, using tools such as the DOM ladder, the footprint chart and the liquidity heatmap.

Profit target

A limit order placed to exit a position at a favourable price, closing the trade when the intended move is achieved.

Pulled liquidity / spoofing

Resting size that disappears before it can be traded. On the heatmap it appears as a band that fades or vanishes as price approaches. When displayed size is placed with no intention of being filled, purely to influence other participants, it is called spoofing.

Resting orders

Passive limit orders sitting in the order book waiting to be filled. They express intent and can be cancelled at any time before execution.

Stop loss

A protective order that exits a position if price moves against it by a defined amount, capping the loss on that trade.

SuperDOM

An enhanced order-entry price ladder that combines depth of market with click-trading, ATM bracket attachment, position and P&L display, and liquidity visualisation. In SabrTrader it exists as a chart-docked DOM panel and as a standalone window with MBO support.

Tick data

Individual trade and quote updates delivered as they occur. The liquidity heatmap and footprint tools consume tick data, which is why the heatmap must collect it in real time to render history.

Workspace

A saved arrangement of charts, DOMs and panels in SabrTrader that can be reopened as a complete trading layout. Layouts can also be saved as sections of a larger multi-tab workspace.

Related Documentation