See the whole order book: liquidity heatmap plus a live DOM on your chart

A candlestick shows you the trades that already happened. The order book shows you the intentions behind them: where the big resting orders sit, where they pull, and who is stepping in front of price right now. SabrTrader gives you both views on one chart, a Bookmap-class liquidity heatmap and a price-aligned SuperDOM ladder, and when your data feed provides Market by Order, you see it down to the individual order.

Order flow is the closest thing there is to seeing the market's hand before it plays. Two of the most powerful ways to read it are the liquidity heatmap, which paints where resting orders build and vanish over time, and the depth-of-market ladder, which shows the live queue at every price. SabrTrader ships both as premium indicators, drawn straight onto your chart and fed by the same real-time book, so you can watch liquidity form on the heatmap and then read the exact orders defending a level on the DOM. This page sells you on both, and on the Market-by-Order data that takes them from good to institutional-grade.

First, the data: what Market by Order changes

There are two ways to see the order book, and the difference is everything. Aggregated depth, or Level 2, tells you the total size resting at each price: two hundred contracts on the bid, nothing about who or how many. Market by Order, or MBO, tells you the individual orders that make up that size: five orders of forty, or one order of two hundred. That distinction is the difference between guessing and knowing.

With MBO you can see when a single large player is defending a level versus a crowd that will scatter at the first push. You can spot an iceberg, a large order that hides its true size and keeps refilling, and you can see aggressive limit orders jumping the queue. Both of these indicators use MBO the moment your data feed provides it, and fall back gracefully to aggregated Level 2 depth when it does not, so you always get the richest picture your feed supports. Feeds like Rithmic, CQG, Databento and other professional sources deliver MBO on many instruments, and SabrTrader lights up the per-order view automatically when they do.

The liquidity heatmap

The heatmap is where resting liquidity comes to life. Time runs left to right, price runs top to bottom, and the color at every point shows how much size is sitting on the book there. Big resting orders glow bright and leave a trail as they hold; when they pull, the trail vanishes in an instant. Suddenly the games that move markets become visible: the wall of liquidity that caps a rally, the bids that quietly stack under support, the spoof that appears and disappears before price can reach it. This is the same class of tool that made Bookmap famous, built natively into SabrTrader.

On top of the heatmap, the indicator layers the trade activity that interacts with all that liquidity:

• 3D volume bubbles. Executed trades render as bubbles scaled to size, with an optional three-dimensional style, so the big prints that matter stand off the chart. Cluster them by VWAP to see where the real business is being done.
• Trade bursts. Sudden flurries of aggressive trading are highlighted, the moments when someone decides to take liquidity in a hurry.
• Step lines. The best bid and ask trace clean lines across the heatmap, so the live spread is always obvious against the resting book.
• Auto-contrast and intensity. The coloring adapts to the instrument automatically, with intensity gain, cutoffs and smoothing you can tune, so a thin market and a deep one both read clearly.

Turn on the optional candles to overlay price, or run the heatmap clean. Either way, you are no longer trading blind to the liquidity that decides where price can and cannot go.

The SuperDOM chart panel

Where the heatmap shows liquidity over time, the DOM ladder shows it right now, at this instant, price by price. It docks as a panel on the right edge of your chart, perfectly aligned to the price axis, so the depth of market sits exactly next to the candles it is about to move. No separate window to glance at, no misaligned prices. The book and the chart, together.

It runs in two modes, and this is where the data feed really matters:

• Classic mode. An aggregated Level-2 histogram: the total bid and ask size at each price, drawn as bars with the best bid and ask highlighted. Clean, fast, and available on any depth feed.
• MBO mode. The per-order view. Instead of one aggregated number, you see the individual orders queued at each price, so you can read the true shape of the book. A single two-hundred-lot order and two hundred one-lots look identical on Level 2, and completely different here.

In MBO mode the panel does what only per-order data can:

• Iceberg detection. Orders that keep refilling to hide their real size are detected within a window you set and highlighted, so you can see the hidden size defending a level.
• Aggressive limit orders. Limits that jump to the front of the queue are highlighted, the footprints of someone in a hurry to get filled.
• The queue and totals. See the order count and total volume at each price, with a totals column, and filter or hide the small orders so only the size that matters shows.
• Stacked and queue layouts. Choose a three-column stacked or queue layout for the per-order view, with adjustable histogram scaling and price labels.
• A live diagnostics line. An optional status readout shows the live MBO, Level-2 and trade event counts and the book size, so you can confirm at a glance that per-order data really is flowing.

Every color, width, font and highlight is yours to set, so the ladder reads exactly the way your eye works.

Why they belong together

The heatmap and the DOM are two views of the same order book, and they are far more powerful side by side than either is alone. The heatmap gives you memory and context: it shows you the wall that has been defending 4,500 for the last hour, the bids that keep refreshing under the market, the liquidity that just pulled. The DOM gives you the live, precise now: exactly how many orders are stacked at the next tick, whether an iceberg is refilling, whether aggressive limits are stepping in. You watch a level build on the heatmap, then drop to the DOM to read the fight at the moment price arrives. That combination, resting liquidity over time plus the live per-order queue, is how professional order-flow traders actually read a market, and here it is on one screen.

Why traders choose them

Built for order-flow traders

The complete settings reference

Liquidity heatmap

SuperDOM ladder

How to trade with them

Fade a defended level

When price drives into a level and the heatmap shows a thick band of resting liquidity absorbing every push, that level is being defended. Drop to the DOM: if the size is real and, in MBO mode, an iceberg is refilling, you have a high-quality fade with your risk just beyond the wall.

Trade the sweep

When the resting liquidity in front of price thins out on the heatmap, there is little left to stop a move. A burst of aggressive trades through that gap, visible as trade bursts and on the DOM as aggressive limits and lifting offers, is your signal that a sweep is underway.

Spot the spoof

A huge order that appears on the DOM and glows on the heatmap, then vanishes the moment price approaches, was never real. Learning to see that pattern, and to not be faked out by it, is one of the fastest edges order-flow data gives you.

Confirm before you commit

Use the heatmap to find the levels worth trading and the DOM to confirm the order flow at the exact moment of entry. Structure from the heatmap, timing from the ladder.

Works on your markets, with the depth your feed provides

Both indicators work on any instrument that streams depth of market: index and commodity futures, and other markets where your provider offers a real-time book. Aggregated Level 2 works on any depth feed. The full per-order view, with icebergs and aggressive limits, lights up wherever your feed delivers Market by Order. Because both indicators are native to SabrTrader and share one real-time order book, they render fast and stay in sync, even under the tens of thousands of events per second a busy MBO feed can produce.

How they compare

Frequently asked questions