The orders are there. Your chart just isn't showing them.
A candle tells you what already traded. The heatmap shows you the resting orders behind it: where size is stacking, where it holds, and the instant it pulls.
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Live liquidity on ES. Bright bands are heavy resting size, deep blue is thin air, and the bubbles are executed trades scaled to size. Watch what happens to the bright band when price actually reaches it.
You've been trading the receipts
Every candlestick on your chart is a record of trades that already happened. It is, by definition, the past.
Meanwhile the thing that actually decides where price can go is sitting in the order book right now, invisible to you. The wall of offers capping this rally. The bids quietly stacking under support. The 400-lot that appears every time price gets close and vanishes every time it arrives.
Price does not move through liquidity. It moves through the absence of it.
Once you can see resting size, a whole category of frustrating losses starts making sense. That breakout that failed had 2,000 contracts sitting in front of it. That level you kept fading held because someone was genuinely defending it, and the moment they pulled, it broke.
Time across, price down, size in color
Big resting orders glow and leave a trail behind them as they hold. When they pull, the trail stops dead. That's the entire visual language, and it takes about ten minutes to learn.
- 3D volume bubbles. Executed trades render as bubbles scaled to size and colored by aggressor, so institutional prints stand off the chart instead of hiding in a volume bar.
- Trade bursts. Sudden flurries of aggressive trading get highlighted. Those are the moments somebody decided to take liquidity in a hurry.
- Step lines. Best bid and best ask trace clean lines across the map, so the live spread is always obvious against the resting book.
- Auto-contrast. Coloring adapts to the instrument, with intensity gain, cutoffs and smoothing you can tune. A thin market and a deep one both read clearly.
- VWAP clustering. Group the bubbles by VWAP to see where the real business got done.
Overlay candles if you want price context, or run the heatmap clean. Most people end up somewhere in between.
200 lots, or one 200-lot?
On Level 2 those look identical. They are not remotely the same trade.
Level 2 tells you the total
Two hundred contracts resting on the bid. That's all you get. Could be one determined institution, could be forty retail scalpers who'll scatter at the first push.
Market by Order tells you who
Five orders of forty, or a single order of two hundred. Now you know whether that level is being defended or merely occupied.
That distinction is the difference between guessing and knowing, and it unlocks reads that simply don't exist on aggregated depth:
- Icebergs. A large order that hides its true size and keeps refilling. Invisible on Level 2. Detected and highlighted here, within a window you set.
- Aggressive limit orders. Limits that jump to the front of the queue, the footprint of someone in a hurry to get filled.
- The real shape of the book. Order count and total volume at every price, with the small orders filterable so only meaningful size shows.
MBO isn't universal. Feeds like Rithmic, CQG and Databento deliver it on many instruments, and SabrTrader lights up the per-order view automatically when it's there. When it isn't, the heatmap falls back cleanly to aggregated Level 2 and keeps working. You always get the richest view your feed supports, never an error message.
Three reads you can use this week
Fade a defended level
Price drives in, the heatmap shows a thick band absorbing every push, and the band doesn't shrink. Someone is holding. Your risk sits just beyond the wall.Best confirmation: an iceberg refilling underneath it.
Trade the sweep
Resting liquidity in front of price thins out. There's nothing left to stop a move. A burst of aggressive trades through that gap is the sweep starting.The gap appears before the move, not after.
Spot the spoof
A huge order glows on the map, then vanishes the moment price approaches. It was never real. Learning to not get faked out by that is one of the fastest edges this data gives you.You will see this more often than you expect.
The heatmap gives you memory. The ladder gives you now.
The heatmap is history and context. It shows the wall that has been defending this level for the last hour, the bids that keep refreshing, the size that just disappeared.
The SuperDOM ladder is the live, precise instant: exactly how many orders are stacked at the next tick, whether an iceberg is refilling, whether aggressive limits are stepping in right now.
You find the level on the heatmap. You time the entry on the ladder. That combination is how professional order flow traders actually read a market, and both of them dock onto the same chart.
See the liquidity on your own instrument
Add the heatmap to any chart in two clicks. Connect the feed you already have and find out what's been sitting in front of your entries.
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The questions we get
Is this like Bookmap?
Same class of tool, built natively into SabrTrader instead of running as a second platform on a second subscription. Real-time resting liquidity map, volume bubbles, trade bursts, MBO when your feed carries it, and it sits on the same chart as your indicators and your order entry.
Do I need Market by Order data?
No, but it's better with it. On aggregated Level 2 the heatmap works fully and shows you resting size over time. MBO adds the per-order layer: icebergs, aggressive limits and the true shape of the queue. The indicator detects what your feed provides and uses it automatically.
Which feeds provide MBO?
Rithmic, CQG and Databento among others, depending on the instrument. Availability is a provider question, not a platform one.
Which markets does it work on?
Anything that streams real-time depth. Index and commodity futures are the natural home, and it works wherever your provider offers a live book.
Will it keep up with a fast market?
It's native rendering off a shared real-time order book, built for the tens of thousands of events per second a busy MBO feed produces. The heatmap and the ladder read the same book, so they never disagree with each other.
Is it an add-on?
No. Included with Pro, Ultimate and Lifetime, along with the rest of the order flow suite. See pricing.