The High Resolution HeatMap is similar to a common HeatMap except that it records absolutely every movement at level II.
This permits to track liquidity migration like wasn’t possible before. And therefore discover strategies executed at the Level II by other participants in the market.
It has two views as Delta and Volume. Delta view permits to observe better large movements and Volume permits to observe patterns of adding and removal of orders.
Contains two filters. One to remove low volume/delta orders therefore cleaning the analysis area and a maximum filter to classify as high volume orders exceeding a value (can be fixed or percent).
The liquidity migration filter allows to highlight a range of orders to better track visually their movement.
This indicator requires level II data from your data provider but doesn’t requires tick replay. Also it is more resource intensive than a normal HeatMap therefore is recommended a computer with discrete mid range GPU.
It doesn’t provides historical level II since the platform doesn’t supports it and most data providers doesn’t provide it either. In order to get historical, this data must be pre-recorded by the platform.
This is a lifetime license. Activation of the license can take up to one business day. After sending your id you must wait some time to get it activated.