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A desktop order-flow terminal for index futures. It puts a liquidity heatmap, a footprint, a depth ladder and delta profiles on one shared tick cache, so every panel is describing the same instant in the book.

It is analysis software. It reads the feed and draws it; it does not route orders and does not give advice.

Futures traders who currently rent a heatmap from one vendor, a footprint from another and charting from a third. If you only ever look at candles, the charting, structure and profile tools stand on their own — order flow is optional.

No. Start with the charting and the profiles, which read like any other platform. The heatmap and the ladder are there when you want them. The glossary below defines every term the panels use.

The installer goes to subscribers — there is no public download. Join the early-access list and you will get a build before it goes public, at the founding rate.

Open the command center, connect your feed, then open one chart and one heatmap on the same instrument. Arrange them and save the workspace — it will come back exactly as you left it.

The desktop terminal runs natively on Windows and macOS. Web and mobile are in development and are not in the current release. Your subscription covers every platform — there is no separate mobile licence.

• Windows 10 or 11 (64-bit), or macOS
• 8 GB to 16 GB of RAM recommended — toward 16 GB if you run several heatmap windows alongside charts
• A wired connection is strongly advised — market-by-order is a heavy stream and a flaky link shows up as gaps in the book
• 1920×1080 or better; the panels are dense by design
• Disk grows with recorded tick history — allow for it if you intend to backtest

Rendering per-tick depth at full frame rate is what a native target buys. The web build is being designed to give you the same book away from the desk rather than to replace the desktop terminal.

On the annual plan, yes. Monthly is a single machine. If you need to move a licence between machines, contact support.

Run the installer. Windows may warn about an unrecognised publisher and macOS Gatekeeper may ask you to confirm, until code signing is in place on both. Then enter your feed credentials and open the command center.

Yes. The terminal connects with your credentials — from a prop firm such as Apex or Lucid, or a retail broker that clears on Rithmic. Not every firm issues Rithmic credentials; Topstep, for one, does not. There is no bundled data and no Chartveil-operated feed. Market-data fees are billed by your broker, not by us.

For the depth panels, yes — and Level 2 is the only thing you have to ask your prop firm or broker for. Chartveil takes the market-by-order side from there: individual resting orders rather than a total per price, which is what makes the heatmap and the “biggest × total” readout possible.

Without it, charting, footprint, profiles and structure all still work — they are built from time-and-sales. The heatmap and the advanced DOM will be empty.

That is the signature of a missing Level 2. Time-and-sales is arriving (so bars and footprints build) but order-book data is not. Ask your prop firm or broker to add Level 2 to your account.

Rithmic, and only Rithmic. Everything else on the data feeds page is planned. If a feed you need is marked Planned, subscribe for what ships today rather than for what is coming.

Data providers deny historical requests for expired contract months. That is a provider-side rule, not a fault in the terminal. Use the front month or an explicit quarterly that has not expired.

Tuned for the CME index futures — NQ and ES — plus gold and silver, including explicit quarterly contracts. Support for other asset classes arrives with the feeds on the data feeds page.

Most firms allow third-party analysis platforms, but rules differ and change. Confirm with your firm before subscribing, particularly on a funded account with platform restrictions.

Each row is one tick; each column is one snapshot, newest on the right. Brightness is resting size. A level that holds size draws a horizontal streak; a cancel ends that streak instantly, which is what makes a pull visible.

See the heatmap page for the full picture.

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. Watching it happen is most of the reason to look at resting liquidity rather than a candle.

The largest single resting order at that price, then the level’s whole book. One 200-contract order and forty 5-contract orders both total 200, and they behave nothing alike — the split is the difference.

The book carries small resting orders at almost every price all day. Painting them spends the colour ramp on liquidity that cannot stop price. The floor holds that churn below the visible range so the ramp goes to size that matters.

A half-cell lights up when one side is at least 200% of the diagonally opposite cell and the raw difference clears a contract floor. That second test is why 2 | 0 stays plain while 15 | 0 lights up.

Usually message filtering. Many feeds reuse the same message for volume and VWAP updates; a naive decoder counts those as trades, so its volume runs high and its delta drifts. Chartveil discards them at the decoder.

Point of control is the price with the most volume in the range. Value area high and low are the edges of the band holding the configured share of volume around it — 68% by default, grown out from the POC one level at a time.

68% is the one-standard-deviation figure the convention is actually derived from; 70% is a rounding that stuck. It is configurable either way.

Aggressive volume arriving at a level without price moving through it — someone passive is taking the other side in size. Heavy negative delta at a low that holds is the textbook case.

Time, range, volume and tick — all built from raw stored ticks rather than resampled from minute data. A range bar resampled from one-minute data cannot know where inside that minute the range completed, so its opens and closes are wrong.

One shared clock puts the whole platform into replay: every chart, pop-out and instrument advances together, so the heatmap and the footprint stay on the same instant. Tick mode rebuilds bars print by print.

Your whole desk — chart windows, heatmap windows, their geometry and their panel state. Arrange the terminal once, save it, and the command center brings it back the way you left it. Workspaces are local to the machine.

The launch window, in the NinjaTrader mould. Charts, heatmaps and the feed monitor all open from one place, with a live CME session clock in the footer. Closing it exits the application; closing a chart window does not stop the feed.

Yes. Windows are per-instrument and the command center launches as many as your machine will carry.

Almost always the connection. Market-by-order is a heavy stream and wireless links drop packets under load. Move to a wired connection before investigating anything else.

Check how many heatmap windows are open — each one is decoding depth. 8 GB to 16 GB is the recommendation, toward 16 GB for running several alongside charts. If it is slow with one window on a machine that meets the requirements, tell us, because that is a bug.

Every price should be a multiple of the instrument’s tick. If you see something that is not — a value ending in an impossible fraction — that is a display fault worth reporting with a screenshot.

The client reconnects and resumes tick paging automatically, backfilling what it missed. If a hole remains after reconnecting, note the time window and send it over.

Include which panel, which instrument, what you had just done, your OS version, whether you were in replay, and how many windows were open. “It crashed” costs a round trip.

Never send your feed password. We will never ask for it.

$200/month or $2,000/year, which is two months free. New members pay $50 for their first month, then $200/month. Full detail on the pricing page.

The full terminal for one month. It is for new members only and renews at $200/month unless you cancel, which you can do at any point during that first month.

Cancel any time; it takes effect at the end of the current billing period and you keep access until then. Write to support.

No. GEX, the journal, backtesting, the copier, the AI agent and automation are all included in the same subscription. They are not add-ons, and web and mobile are not a separate licence.

No. You connect with your own credentials and your broker or prop firm bills the data and exchange fees directly.

A feed carrying individual resting orders rather than a total per price. It is what makes “biggest × total” possible: without it, one 200-contract order and forty 5-contract orders are indistinguishable. All you need for it is Level 2 from your prop firm or broker.

Volume that lifted the ask minus volume that hit the bid, over some window. Positive delta means aggressive buyers did more of the work. It says nothing about who was right.

Delta accumulated across bars. Divergence between price and CVD — a higher high on falling CVD — is a common thing to look for, and a common thing to over-read.

In a footprint, a cell where one side substantially exceeds the diagonally opposite cell. The default test is 200% and a minimum raw contract difference, so tiny cells do not trip it.

Resting size shown to attract price and pulled as it arrives. On a heatmap it draws a streak that ends abruptly the moment price gets close.

The shared store of raw ticks every panel reads from. It is why the heatmap, the footprint and the ladder always describe the same instant rather than three slightly different ones.

A letter-based profile where each letter is a time period that traded at that price. A different view of the same data a volume profile summarises by size.

A measure of dealer options positioning. Heavy positive gamma tends to damp movement as dealers hedge against it; past the flip point that reverses. Context, never a signal.