Heatmap markers: key levels, BBO lines, big orders
This page covers the lines and highlights drawn over the heatmap: the POC / VA / VWAP key levels, the best bid and ask lines, the last-price trail, the right-side margin, the time zone, and the big-order highlight of the book ladder.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Heatmap → "Heatmap" button → Markers tab (lines), Liquidity tab (key levels), DOM ladder tab (big orders)
- Default
- Key levels on, best bid/ask lines on at 1 px in theme colours, last-price trail off, right space 15%
- VWAP origin
- From the moment the app was opened, not the session VWAP
What it does
Three families of markers sit on the canvas. The best bid / ask lines trace the top of book through time, so you see the spread widen or a side step away before the cells change. The key levels layer draws POC, VAH, VAL and a VWAP: the three profile lines follow the profile history window chosen in the Profiles tab (30 min by default), and the VWAP runs from when the application was opened. The last-price trail is a line that follows the last trade.
In the book ladder on the right, big orders are highlighted when a resting level reaches the big order threshold; the same threshold is what "Auto setup for this pair" derives from the book.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Best bid / ask lines (Markers) | On | Draws the two top-of-book lines through time |
| Bid / ask colours (Markers) | Empty = follow the theme | Colour pickers for the two lines; the × next to each hands control back to the theme ("Revert to theme colours") |
| Best bid / ask thickness (Markers) | 1 px | 1–8 px, disabled when the lines are off |
| Last price trail (Markers) | Off | Line following the last trade; the Senzoukria preset turns it on |
| Right space (%) (Markers) | 15 | 0–50 in steps of 5; room left after the live edge where the current book extends |
| Time zone (Markers) | Locale | Locale or UTC for the time axis, the crosshair tooltip and the VWAP origin |
| Diagnostic HUD (Markers) | Off | Adds FPS, frame errors and re-centrings to the HUD |
| POC / VA / VWAP levels (Liquidity) | On | Key levels layer; POC/VAH/VAL follow the profile history window |
| Highlight big orders (DOM ladder) | On | Emphasises ladder rows at or above the threshold |
| Big order threshold (DOM ladder) | 40 lots (0 on crypto) | 0–1,000,000; step 5 on futures, 0.001 on crypto. Stored per instrument |
How to use it
Keep the right space above zero: the current book is drawn into that margin, so the walls waiting ahead of price stay visible instead of being cut at the axis. The bid/ask colour pickers in the Markers tab apply to the best bid and ask lines only; the on-chart ladder has its own pair in the Profiles tab and the right-hand ladder another in the DOM ladder tab, so match them by hand if you want one vocabulary across the screen. Set the time zone to UTC when you compare with a venue's own timestamps; the axis, the crosshair tooltip and the VWAP origin all follow it.
Limits
- The VWAP is anchored on application start. It is not the session VWAP and is not reset at a session boundary.
- POC, VAH and VAL are built over the profile history window, not over the session, even when the view is zoomed out.
- The big order threshold is a quantity in lots or base units, stored per instrument; crypto pairs start at 0, which highlights nothing until you set a value or use Auto setup.
- Key levels are computed from trades received since the module opened; there is no historical seeding of the VWAP.
Related pages
This page in other languages
Frequently asked questions
- Why is the VWAP different from my footprint session VWAP?
- The heatmap VWAP starts when the app was opened, as the setting hint says. The footprint chart uses session-anchored VWAP series.
- How do I go back to the theme's bid/ask line colours?
- Click the × next to the colour picker in the Markers tab; an empty value means "follow the theme".
- Why are no big orders highlighted on a crypto pair?
- The threshold is 0 on every crypto instrument until you set it. Use "Auto setup for this pair" in the Rendering tab or type a value in base units.