Heatmap volume profile window: history depth, width and backdrop

The Profiles tab of the heatmap settings controls the volume profile drawn on the left edge of the heatmap: how much history it covers (1 minute to 1 day), its width, opacity, backdrop and the colours of the POC, value area and remaining levels.

Senzoukria · Documentation · Updated September 2026

Where to find it

Where
Heatmap → Heatmap settings → Profiles tab
Default window
30m (options: 1m, 5m, 15m, 30m, 1h, 4h, 1D)
Storage
One closed slice per minute, 1,440 slices kept (24 h); switching the window is retroactive
Seeding
Non-crypto sources are seeded with the last day of 1-minute bars from the local bars cache; crypto is not seeded

What it does

The heatmap volume profile is a histogram of traded volume by price, drawn on the left edge of the chart. It is not built from the heatmap ring of trades (which only holds a few minutes on an active contract) but from a separate accumulator, RollingVolumeProfile, that keeps one closed slice per minute and folds the current minute in at every read. The POC, VAH and VAL lines drawn on the heatmap come from the same data, so the lines always match the bars next to them.

The Profile history selector decides how many minutes the profile sums. Because every minute slice is already stored, changing from 5m to 1D does not wait for a day of collection: the sum is rebuilt from the slices already in memory. The label of the key levels reports the minutes really covered, not the minutes requested, so a chart opened twenty minutes ago on a 1h window reads "20 min".

On every non-crypto source, the accumulator is seeded once, when the heatmap opens, with up to one day of 1-minute bars read from the local bars cache (cache_query_page, timeframe 1m, oldest first). A cold cache leaves the profile empty until live trades arrive; it never blocks the heatmap. On crypto the live book is kept separate from the futures cache, so no seed is applied.

Settings

Rows of the Profiles tab that affect the volume profile (defaults from heatmap/settings.ts)
SettingDefaultWhat it changes
Volume profileOnDraws the profile bars and the POC / VAH / VAL lines. Off disables the window, width, opacity, backdrop and colour rows of the profile; the DOM ladder and Liquidity tracker toggles of the same tab stay usable
Profile history30mDepth of history the profile and the POC / VAH / VAL lines are built on: 1m, 5m, 15m, 30m, 1h, 4h or 1D. Retroactive
Profile width140 pxWidth of the histogram column, 40 to 240 px in steps of 10
Profile opacity100 %Opacity of the bars, 10 to 100 % in steps of 5
Profile backdrop82 %Opacity of the panel behind the bars, 0 to 100 % in steps of 5. 0 = the profile floats over the heatmap, 100 = solid panel
POC colour#00e676Colour of the point-of-control bar and line
Value area colour#00c853Colour of the bars inside the value area
Rest colour#9aa4b2Colour of the bars outside the value area

How to use it

  • Open the heatmap, click the settings button and choose the Profiles tab. The same tab also holds the DOM ladder and Liquidity tracker toggles, because the profile (left edge) and the ladder (right edge) are two readings of the same market.
  • Pick a Profile history that matches what you are trading: 15m or 30m for a scalping context, 4h or 1D for the session structure. The change applies immediately.
  • If the profile is hard to read over a dense heatmap, raise Profile backdrop before touching the colours; the backdrop is what separates the bars from the liquidity pixels.
  • Check the covered-minutes label of the key levels after opening the app mid-session: it tells you how much history the POC really summarises.

Limits and pitfalls

  • The profile sums total volume per price; it does not split bid and ask. The bid × ask reading of the ladder is a separate accumulator (the executed columns of the DOM ladder).
  • Slices older than 24 hours are dropped, so 1D is the maximum window. There is no session anchor: 1D means the last 1,440 minutes, not the CME session.
  • Zero-size ticks (Rithmic marker ticks) are ignored. The band is 8,192 ticks wide and centred on the first price seen, so a trade more than 4,096 ticks away from it is counted as out of band and left out of the histogram.
  • A contract change resets the accumulator, because volume stored in the old tick size has no meaning in the new one.
  • The seed reads only the local bars cache: if the history for that symbol was never loaded on the footprint, the profile starts from the live feed.

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Frequently asked questions

Why does the profile show less history than the window I selected?
The accumulator only holds what it has seen: live trades since the heatmap opened, plus the 1-minute bars found in the local cache for futures sources. The key-levels label shows the minutes actually covered. Load history on the footprint for that symbol, then reopen the heatmap, to fill the cache.
Does switching from 30m to 1D erase anything?
No. Slices are kept for 24 hours whatever the selected window; only the sum is rebuilt. Switching back to 30m is equally instant.
Is the value area width configurable here?
No. The Profiles tab exposes the window, width, opacity, backdrop and colours. The value area share is a constant of the heatmap engine, not a row of this tab.

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