Module 1 · The Order Book
DOM vs Footprint vs Heatmap
Resting now, executed history, and depth over time.
In this lesson you'll
- Separate resting, executed and historical-depth data
- Know what each tool can't show
- Use them as a triangulation
| Tool | Shows | Time |
|---|---|---|
| DOM / ladder | Resting (pending) limit orders — liquidity waiting | Now, live |
| Footprint | Executed volume per price (aggressive buys vs sells) | Historical, per-bar |
| Heatmap | Resting liquidity over time (color-graded) | Rolling history |
The critical distinction: the DOM shows intent that has not executed (orders can be cancelled), the footprint shows completed trades (facts that can't be un-traded), and the heatmap shows the DOM's history painted over time. A scalper uses all three: footprint for what happened, DOM for what's resting now, heatmap for how that liquidity behaved.
Key takeaways
- DOM = resting orders now; footprint = executed volume; heatmap = depth over time.
- DOM shows intent (cancelable); footprint shows facts (executed).
- Scalpers triangulate all three.
- Never trust resting size alone — cross-check with the tape.
Check your understanding
Pick an answer to reveal instant feedback. Answer every question to complete the lesson.
Why that's off: They show fundamentally different data.
Why that's off: Executed trades are the footprint/tape.
Why that's off: Resting orders are the DOM/heatmap.
The DOM is pending liquidity that can be cancelled; the footprint is completed trades that can't be un-traded. That's why you cross-check resting size against what actually trades.
Why that's off: It's about validity of liquidity, not speed.
Why that's off: The DOM is useful — it just shows cancelable intent.
Why that's off: It's the core discipline of order-flow reading.
Resting orders can be spoofed or pulled. The tape (executed trades) reveals whether a wall is genuinely being traded into — the decisive real-vs-fake test.
Educational content only. Nothing here is financial or trading advice. Order-flow and options patterns shift probabilities; they never guarantee outcomes.