Module 1 · The Heatmap
Heatmap vs Footprint vs DOM
Three tools, three different data types.
In this lesson you'll
- Distinguish resting liquidity, executed volume and historical depth
- Know what each tool can and cannot show
- Understand why pros use them together
Beginners constantly conflate these. They show different data:
| Tool | Shows | Cannot show |
|---|---|---|
| DOM / ladder | Resting limit orders right now (bids vs asks) | History; when a big order was pulled |
| Footprint | Executed volume per price (aggressive buys vs sells) | Resting liquidity / whether a wall was real |
| Heatmap | Resting liquidity over time (color) + trade dots | Intent — a spoof looks real until it's pulled |
The professional workflow layers all three: the heatmap for where the resting liquidity is (walls, voids) and whether it holds or pulls; the footprint / volume dots / CVD for what's hitting it (aggressive buy vs sell, absorption vs exhaustion); and volume profile / VWAP for where prior executed volume and fair value sit.
Key takeaways
- DOM = resting orders now; footprint = executed volume; heatmap = resting liquidity over time.
- The heatmap shows where liquidity sits; the footprint shows what hit it.
- No tool shows intent — a spoof looks real until it's pulled.
- Pros layer heatmap + footprint/CVD + volume profile for confluence.
Check your understanding
Pick an answer to reveal instant feedback. Answer every question to complete the lesson.
Why that's off: The footprint shows executed (aggressive) volume, not resting orders.
Why that's off: Volume profile is executed volume per price.
Why that's off: Candlesticks show OHLC price only.
The DOM (now) and the heatmap (over time) show resting limit orders. The footprint and volume profile show executed volume; candlesticks show price.
Why that's off: It shows the past and present, not the future.
Why that's off: It shows resting liquidity, not executed trades.
Why that's off: Many walls are real; the point is you can't tell from resting size alone.
The heatmap shows that orders are resting, not whether the trader intends to fill them. A spoof appears as a real wall until it's cancelled — which is why you cross-check with the tape/trades.
Educational content only. Nothing here is financial or trading advice. Order-flow and options patterns shift probabilities; they never guarantee outcomes.