SAMPLE / ILLUSTRATIVE DATA - layout and logic shown; Level-2 order book / time-and-sales data requires a paid feed (not connected). Do not trade on these figures.
Cumulative Delta
+0
Buyers vs Sellers (today)
Aggression Ratio
50/50
% at ask vs % at bid (rolling 5m)
Largest Print (today)
โ€”
โ€”
Absorption Signals
0
Iceberg fills detected (rolling 30m)
๐Ÿ”ฅ Order Book Heatmap
Bid (left, red) โ€” Price โ€” Ask (right, green)
PRICE
BID SIZE
ASK SIZE
ฮ”
Cumulative Delta โ€” last 60 min
Aggression by Minute
๐Ÿฆถ Footprint Chart โ€” last 8 bars (5min)
Each cell shows volume at that price level; color = delta (green = more buying, red = more selling)
๐Ÿ“œ Print Tape
TIME
EXCHG
SIDE
SIZE ร— PRICE
NOTIONAL
๐Ÿง  How market makers read this
Cumulative Delta
Net aggressive buying minus selling over time. Divergence with price = warning: price up but delta flat means rally has no buyers โ€” fade candidate. Price flat but delta up = stealth accumulation.
Absorption
Large hidden seller absorbing every buy at the ask without price moving up = bearish iceberg. Same in reverse for bullish. The tell: giant cumulative volume at one price with no breakout.
Imbalance Stacks
3+ consecutive price levels with >3x bid/ask imbalance = directional pressure. Bull stacks above value, bear stacks below, set up the next 5-15 min directional move.