DOM with heatmap chartbook for Sierra Chart

A DOM and a liquidity heatmap, aligned price for price

The DOM shows the order book right now. A liquidity heatmap shows how that book looked over the last minutes: each resting order level is drawn as a line whose color follows its size, so large orders that sit, move or vanish leave a visible trail. This chartbook places the two side by side, with the heatmap levels aligned to the DOM prices, so you can spot a level in the book and immediately see its history. It is the layout I use every day for scalping.

What is configured in this chartbook

• A heatmap aligned to the DOM, so each heatmap row matches a DOM price.
• Buy and Sell columns and an inside print with automatic cleaning to show imbalances as they happen.
• A volume profile of the current day that resets each day, with POC, value area, Value Area High and Value Area Low.
• VWAP and the daily opening level at the US cash open (9:30 AM ET), plotted automatically.
• Dark and light versions, with colors tuned so the heatmap does not drown out the DOM.

How to read it

Watch how liquidity behaves as price approaches it. A large level that holds while market orders hit it (the Buy or Sell column grows but price does not move) suggests absorption. A level that disappears just before price reaches it was pulled, and should not be treated as support or resistance. The heatmap tells you how long a level has been there; the DOM tells you its size now. For the heatmap side on its own, see Sierra Chart market depth historical graph setup.

Data you need

Market depth data enabled in your Sierra Chart feed for the symbol, and tick by tick intraday storage (1 tick) for the trade columns. Past liquidity only appears on the heatmap if depth was recorded or your feed provides historical depth; the chartbook data requirements guide explains each case.