A/B = top-2 major ask/bid walls within 15pt of the current touch (possible near-term resistance/support) — SA/SB = top-3 biggest walls ANYWHERE in the book, not distance-limited (2026-11-02), shown whenever one isn't already in the near-touch pair — e.g. a cluster stacked at the session high/low that's too far from the current price to otherwise show up — both colored ■weak(right) → ■strong(left) by resting Limit Orders (contracts + order count) at that price vs. a fixed p10–p90 baseline from 3 verified-clean trading days (not today's own range), bar thickness scales the same way — VAP = Market Orders (session volume executed at that exact price, from Ironbeam's Time & Sales/TRADES channel, independent of the resting-size data above), split into aggressor-side buy/sell volume, shown in the gauge line and on hover — the short word right of each gauge bar above (ABSORBING / LEAVING / HOLDING / NEW) is that gauge's own nearest wall's verdict: shrinking with real matching trades (ABSORBING) vs. shrinking with ~0 matching trades, i.e. pulled/repriced not filled (LEAVING), vs. flat or growing (HOLDING), vs. not present at the start of this window (NEW) — the Big Trades toggle draws a transparent circle on each individual trade print of 100+ contracts, colored by aggressor side (green=buy/red=sell) and sized by that print's own volume (bigger circle = bigger single execution) — rare but real: these are genuinely large single orders, distinct from ordinary footprint numbers, >99% of which are built from many small prints, not one big one — the Depth Heatmap toggle shades every resting price tick (bid and ask both, one shared scale) from black/blue (thin) through white/yellow (building) to orange/red (heaviest) -- DeepCharts DeepDom's own intro-paragraph color description -- same resting-book data as Order Flow's "Order" Input Type but its own independent toggle, now at 5-second time resolution (not one block per candle) so a long unbroken band means genuinely persistent liquidity and a short patchy one means fresh liquidity, same reading as deepcharts.com/helpcenter/deepdom/article/heatmap; color intensity is percentile-normalized against whatever's on screen right now (bottom 15% of visible cells clipped to nothing, top 4% always reads brightest), not a fixed size scale, so the same absolute wall size can look brighter or dimmer depending on what else is in view, see the legend drawn on the chart itself for the current view's own low/high bounds — the Vol Dots toggle draws one filled circle per distinct price each bar traded at (clustered by price, like Bookmap's own default "Use Smart Clustering" — not one dot per raw print, which just saturates to a blob at this feed's trade rate), radius sqrt-scaled (area tracks size) against the biggest cluster currently on screen, covers the last 30min — both reverse-engineered from Bookmap's own web client 2026-11-09 — the Stoch toggle opens a sub-panel with Stochastic(14,3) computed live off this chart's own ES candles at whichever timeframe is selected above (%K/%D, dashed lines at 80/20), synced to the same time range as the price chart above it
Input Type is the data SOURCE every calculation above reads from -- separate from Data Type above it, which only controls how buy/sell numbers are DISPLAYED once sourced. Volume = total traded contracts per price (DeepCharts: "total volume traded at each price level"), split by trade aggressor side -- this is the original/default source, unchanged. Num Trades = count of executions per price instead of summed size (DeepCharts: "number of transactions executed at each price level"). Order = resting limit-order queue depth per price from the book (DeepCharts: "quantity of buy and sell orders... order pressure") -- a snapshot of what's WAITING to trade, not what already traded, so it behaves differently from the other three: it can't be more "imbalanced" by summing over a longer window, since resting size doesn't accumulate the way executed volume does. Aggregate Volume reads the exact same data as Volume -- DeepCharts describes it as "grouping trades executed on the same price level," which is what Volume already does by construction (every trade's size summed into its price). However you group a set of numbers before adding them up, the total is the same total, so grouping trades together before summing can't produce a different per-price number -- selecting it changes nothing about the numbers shown.
Output Format
Box Color (background fill -- not the Box output format above)
DeepCharts' Set Background Coloration doc, mapped onto this panel: their "Fixed" ("predefined colors... e.g. green bid, red ask") is actually closer to our pre-existing "multiple" below -- our own "fixed" (one flat color regardless of side) predates this mapping and has no DeepCharts equivalent, kept as-is since it was an explicit earlier request. "fading" = color intensity scales continuously with magnitude instead of a flat/two-step split -- the natural way Box format shows size since its cells don't grow like Profile's bars. "more colors" = a custom tiered range (their "More Colors", Range Definition=USER), using fixed 100%/200%/300% breakpoints (not user-editable here, unlike Text color's own range). "min vol diff" / "include zero side" only affect calc=imbalance. "color only dominant side" / "fill inferior side" only apply to two-value data modes (bid/ask split, delta/total split) -- a single-value bar has no second side to compare.
fixed = plain gray, same as today — multiple colors by percent of the calculation's own baseline, tier breakpoints AND their colors both editable above (DeepCharts' Deep Print doc calls this "Range Definition" — Automatic vs. a USER-defined custom range; these fields are that custom range, no fixed platform defaults are published). Each tier now has TWO color swatches, Bid and Ask (2026-11-09) -- the breakpoint number is shared (a row crosses a tier at the same pct regardless of side), but the color that tier switches to can be set independently for the bid/buy (right) number vs. the ask/sell (left) number, e.g. a green-shaded bid ramp and a red-shaded ask ramp instead of one shared palette for both. Range's own "enabled" checkbox turns the tiered coloring off independently of the type above -- unchecked, text always stays plain gray even with type=multiple selected (so the calculation/tier/color choices are preserved for when you flip it back on). "imbalance" = diagonal bid(this row)/ask(row below) or ask(this row)/bid(row above) ratio, whichever pair's larger number wins (2026-11-08) — "delta" = this row's own larger/smaller(buy,sell) ratio — "total volume" = this row's total vs. this candle's own row average -- all three of which are the calculation the range colors by (i.e. "range" doesn't carry its own bid/ask/volume meaning, it borrows whichever calculation is picked just above it). "color only dominant side" (off by default, same toggle Box color already has) -- when on, only the bigger of the two numbers (bid vs ask) in a row gets its tier color; the smaller one stays plain gray, so the color marks which specific side is driving the imbalance instead of painting both numbers. "Dynamic Text Size" (DeepCharts) -- automatically scales each row's own font size up from the normal baseline, proportional to how large that row's number is on the SAME Calculation selected above (total volume / imbalance / delta), relative to this bar's own largest row on that calculation. Large prints/imbalances/deltas get visibly bigger text so the most active price levels stand out at a glance; independent of Range/tier colors above, which still control color the same way whether this is on or off.
Enable or disable the Point of Control (POC) display for volume. The POC represents the price level with the highest volume within the bar. When enabled, POC only affects the box/bar color -- it overrides whatever Box Color type/calculation is selected above with the color here, on that one row only, and only while Box Color's own "Enabled" checkbox is on (same as any other Box Color mode). It also overrides the standalone "Vol Profile" toolbar button's own bar color on that same row, independent of Order Flow/Box Color being on or off at all -- POC lives in this panel but, like Vol Profile itself, isn't scoped to it. Drawn off the same per-price total this bucket's Box/Profile/Vol Profile rendering already computes, so POC always follows whichever Input Type source is selected above (Volume/Order/Num Trades).
Vol Profile Display Settings
By default Vol Profile's bar and Order Flow's box/numbers draw in the
same column beside each candle, Vol Profile's bar behind Order Flow's.