What you are looking at
Resting orders, not executed ones
A heatmap answers a different question from a footprint. It shows what is waiting at each price, which is what actually stops or fails to stop a move.
One column per snapshot
The map scrolls right to left, newest on the right. A level that holds size draws a streak; a cancel ends that streak instantly, which is what makes a pull visible.
Auto-contrast, not a cut-off
The colour ramp is fitted between a size floor and the 99th percentile of occupied cells, so one freak wall cannot flatten the map and thin liquidity still glows faintly instead of being deleted.
Size floor
The 1–10 contracts churn that fills the book all day is held below the floor, so the ramp is spent on liquidity that could actually stop price.
Biggest x total
Every level prints the largest single order resting there alongside the level total — so one 200-contract order reads differently from forty 5-contract orders.
Big-trade bubbles
Aggressive prints bubble onto the side they hit, sized by contract count, and follow that line as the map scrolls.
Per-tick resolution
One band per tick. Nothing is bucketed into price groups to save pixels.
Specifics
At a glance
Before you ask
Questions
Do I need anything special from my broker?
Level 2, and that is the whole list. Ask your prop firm or broker to put it on your account and Chartveil takes the market-by-order side from there — Level 1 alone cannot produce a heatmap. Level 2 is billed by them, not by us.
Why do some walls disappear the moment price arrives?
Because they were never going to be filled. Showing size to attract price and pulling it on arrival is ordinary behaviour in an electronic book, and seeing it happen is most of the point of watching resting liquidity rather than a candle.
How is this different from a volume profile?
A volume profile shows where trades happened. A heatmap shows where orders are waiting. The two disagree constantly, and the disagreement is usually the information.
Early access
Get in before launch
Founding rate, plus a build to try before it goes public.