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DAS Replay
Beta
Index futures Coming soon

Every pixel
is a print.

Nothing else gets drawn. ES and NQ, replayed from tick trades and real sized quotes: the heat is volume that transacted, the ribbon is size that was genuinely shown, the bubbles are prints. What a depth feed would have given us is named on this page instead of invented for it.

$ join the beta What the desk draws

Specified in full and not started. The machinery it needs — the instrument profile seam, the closed-by-calendar clock — is being built by the sections ahead of it in the queue.

Real prints only Protection bounds Tick-exact math
ES E-mini S&P 500
ES tape · tick $12.50 · point $50
5,990.00 no fill above the bound 6,010.00
Worst fill
6,003.00
Cost at the bound
$450.00
Day margin
$1,500
Round turn
$12.00

Widen the protection and the wall walks away from you — that distance, priced at $12.50 a tick, is what a fast tape can take out of the order. Anything the wall stops does not cancel: the balance rests as a limit at 6,003.00 and waits, which is exactly what Globex does with it.

A worked example, not a replay: the reference price is round on purpose. Tick values are the contract spec; day margin and commission are the desk’s editable defaults; protection distances ship per contract from the exchange’s published values, and this slider is here so you can see what one costs.
The desk

Almost everything a futures trader calls orderflow is made out of the tape, not the book.

Delta, profile, absorption, the traded-liquidity map itself — all of it is prints and the size at the touch. So that is what the desk renders, and the gap is a sentence rather than a graphic.

Six layers, and the receipt for each one.

Bookmap’s visual language, drawn from a different source. Every layer below is a quantity the exchange actually published — which is why each one can say where it came from.

  • Traded-liquidity heat

    Contracts transacted at each price over a trailing window. Bright is where business got done — not where somebody was showing an order they never had to honour.

  • Top-of-book ribbon

    The real bid and ask size at the touch, thickened along the price path as the market moves. Sized quotes off the exchange, not a modelled band around the price.

  • Trade bubbles

    One per print, sized by contracts and coloured by the side that lifted or hit. Big prints are big circles because they were big trades.

  • Absorption at the touch

    Marked where more contracts traded at a price than were ever displayed there, and the level held anyway. Two published quantities, compared — the one book-shaped signal a tape can prove.

  • Volume profile

    Session and trailing composite, with the point of control and the value area marked. Contracts per price, counted.

  • Delta and session CVD

    Signed volume per bar and cumulative across the session, from the same classified prints the bubbles are drawn from. One tape, one answer.

Prints, sizes, closures.
Nothing invented in between.

$ join the beta Trade what’s live today

Coming soon Coming soon. Specified in full, not started — the equities desk is live today and futures land on the same account.