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Enable Heatmap historical data on chart load

The new Heatmap module does not load any historical data, regardless of provider (CQG, dxFeed) or license (even Ultra).

Current behavior:

  • Heatmap starts only when chart is opened

  • All previous liquidity is missing

  • Restart = full reset

This makes it impossible to analyze past order book behavior unless ATAS runs 24/7.

Important:

  • This is NOT about DOM Levels

  • This is about the new Heatmap module

Idea: Heatmap to load historical data on chart open (server-side or provider-based)

2 comments

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Comments2

  • Vikramjeet

    •

    Sep 23

    •

    Merged request

    HEATMAP Historical Data Load

    There should be an option to load historical data of HEATMAP. This is important because then we can see how the order book behaviour changed over time, and we can analyze the intentions of big players.

    Also sometimes we open the heatmap late session, and we miss the important level 2 behaviour of early cash session.

    If it’s hard to allow loading historical data then atleast, we should be able to load the current whole day’s data ATLEAST !!.

    Thank you.

  • Vikramjeet

    •

    Aug 21

    Absolutely, we should be able to see how the level 2 data behaved earlier in the day.