Resting size vs executed volume
Resting size is the quantity of limit orders displayed in the book at a price at a given instant; executed volume is the quantity that actually traded at that price over a period. The first is an offer that can be withdrawn, the second is a completed transaction, and a chart that mixes the two units without saying so is misleading.
Senzoukria · Glossary · Updated September 2026
Two quantities, two datasets
Resting size answers 'how much is offered here right now'. Executed volume answers 'how much traded here since the bar or the session began'. The same price can show a large resting size and little executed volume (a wall nobody tested), or little resting size and heavy executed volume (a level that was refilled as it traded, or simply a busy price in a fast market).
| Quantity | Source | Nature | Where it is drawn |
|---|---|---|---|
| Resting size | Order-book feed (depth) | State at an instant, revocable | DOM ladder, heatmap bands |
| Executed volume | Trade feed (time and sales) | Event over a period, irreversible | Footprint cells, volume dots, volume profile |
Why the distinction matters
- Executed volume cannot establish that a level was defended: it shows trades, not the size that waited for them or the size that was pulled.
- Resting size cannot establish that a level will trade: it is displayed, and displayed size may be executed, cancelled or replaced.
- Delta is computed from executed volume only, as volume at the ask minus volume at the bid per level. Resting size never enters that calculation.
- Units differ across markets: contracts on futures, base-asset quantity or quote notional on crypto. A merged view must state its conversion.
Reading them together
The comparison guide on this site makes the point that the footprint, the heatmap and the DOM are built on three different datasets: executed trades for the first, the book through time for the second, the book at this instant for the third. Read together at one price they support a sequence: was there resting size, was it hit, did it get refilled, and where did price close. Individually each view is incomplete. On crypto, the footprint guide on this site notes that the aggressor side of each execution comes from the exchange's own trade stream, so the mapping must be verified per venue before executed volume is split into bid and ask.
In Senzoukria
The Heatmap screen draws resting size as bands and executed volume as Volume dots, sized by the trade quantity and filtered by the Volume filter setting, so the two layers stay visually separate. The DOM ladder can show a VOL column for executed volume beside the resting bid and ask sizes, and the BID / ASK / DELTA columns show executed volume split by aggressor and accumulated over the session, with delta defined as executed at ask minus executed at bid. The Footprint screen shows executed volume only; the heatmap settings state explicitly that the volume profile is traded volume by price over the profile history, not resting size.
Common mistakes
- Adding resting size to executed volume as if they were the same unit.
- Reading a bright heatmap band as proof of heavy trading at that price.
- Assuming a footprint cell with large volume had a large resting size behind it; the size may have been refilled in small slices.
- Comparing the two across sources with different depth limits or trade aggregation rules.
Related
- Liquidity heatmap explained
- Footprint vs heatmap vs DOM
- Crypto orderflow footprint charts
- Volume per level indicator
This page in other languages
Frequently asked questions
- Can executed volume exceed the resting size ever displayed at a price?
- Yes. If the level is refilled as it trades, executed volume accumulates across many small displayed slices. Volume at a price that exceeds any size ever displayed there is consistent with hidden replenishment, but the book updates at that price are needed to confirm the refills.
- Which one should I use to define support or resistance?
- Neither alone. Resting size says where offers sit now; executed volume says where trading has occurred. A level worth noting typically shows both: size that was displayed for a while and volume that traded into it without price moving through. Recording what happened at each test, including failures, is more reliable than either quantity read once.