Heatmap ladder (book column)
The heatmap ladder is the DOM column on the right of the heatmap: a table of the book with price, depth bar, a rolling executed-volume column and session bid/ask/delta columns. Its header names the contract, the venue, the depth received and the age of the last book.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Heatmap → right column headed "DOM"; settings in the DOM ladder tab of the heatmap modal
- Default
- 200 px wide, 18 px rows, 20 levels per side, VOL and BID/ASK/DELTA columns on, cumulative off, big orders highlighted at 40 lots
- Stale
- Book age turns red past 3 s
What it does
The ladder is the book you read, as opposed to the on-chart DOM ladder you see. Each row carries the price, a depth bar, the resting size, then three executed-volume figures accumulated over the session: V.BID (executed at the bid, aggressive selling), V.ASK (executed at the ask, aggressive buying) and Δ, the difference. A VOL column adds the executed volume at that price over the ring window; its caption prints the window, for example "VOL 5m". The footer shows the bid and ask share of the visible depth as "BID 62% / ASK 38%".
The header is the part to trust before anything else. It shows the contract; on Rithmic and Databento you can type another one (for example ESU6) and press Enter to switch, Esc cancels, and the venue is derived from the contract, never typed. Depth received tells how many levels the feed actually publishes on each side, which is not a display setting. The age of the last book is measured on the local clock and turns red past 3 seconds, because a dead feed otherwise looks like a quiet market.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Width (px) | 200 | 140–900 in steps of 10; the grid never goes below the minimum width required by the enabled columns |
| Density (px/row) | 18 | 14–26 px per row |
| Levels / side | 20 | 5–60 in steps of 5 |
| VOL column | On | Executed volume by price over the ring window (both sides aggregated) |
| BID / ASK / DELTA columns | On | Executed volume split by aggressor and accumulated over the session; delta = at ask minus at bid |
| Cumulative depth | Off | Depth bar shows the running total from the best bid or ask instead of the level size |
| Highlight big orders | On | Emphasises rows at or above the big order threshold |
| Big order threshold | 40 lots (0 on crypto) | 0–1,000,000; step 5 on futures, 0.001 on crypto. Stored per instrument |
| Bid / ask colours | #089981 / #f2385a | Colours of the depth bars; the alpha is computed per level from its fill |
On-chart DOM ladder (Profiles tab)
A second ladder exists as a layer on the canvas itself, at the exact height of each price, next to the volume profile. It is configured in the Profiles tab: DOM ladder on by default, width 180 px (40–300), "Show sizes" on (the bid × ask numbers are written only when the row is tall enough and the band wide enough), opacity 55% (5–100), a minimum size of 0 (0–500, per instrument) above which the profile stops showing the book and starts showing the walls, and bid/ask colours #089981 / #F2385A shared with the footprint.
Limits
- Session columns start when the module opens; they are not seeded from history.
- Quantities with a fractional part switch the size column to three decimals and keep them for 60 seconds after the last fractional size.
- Depth received is the feed's truth; asking for 60 levels per side cannot show more than the source publishes.
- On crypto the contract cannot be typed in the header; use the market and pair controls above the canvas.
- The Liquidity tracker column to the right of the ladder needs the order-by-order feed (Rithmic) and is off by default.
Related pages
This page in other languages
Frequently asked questions
- What is the difference between VOL and V.BID / V.ASK?
- VOL aggregates both sides over the ring window shown in its caption. V.BID, V.ASK and Δ split the executed volume by aggressor and accumulate over the session: they answer "who ate this level", not "how much went through".
- Why is the age in red?
- No book has been received for more than 3 seconds. Check the connection; the HUD's snap/s rate will read 0 in the same situation.
- Can I make the ladder narrower than the columns need?
- No. The grid takes the larger of your width and the minimum required by the enabled columns; turn off VOL or the BID/ASK/DELTA columns to go narrower.