Hi ATAS team,
I trade NQ and ES order flow on ATAS X with a Rithmic feed, using the heatmap alongside footprint and Smart DOM.
1) Feature request: iceberg / hidden order detection on the heatmap
The heatmap currently shows displayed liquidity only — but in futures the important liquidity is usually hidden. Being able to see where an order keeps refilling is what separates a real defended level from a spoofed one.
What I'd like:
Mark heatmap cells where traded volume exceeds the displayed size at that price (refill detection), with intensity scaled to estimated hidden volume.
Keep those marks visible after the order is gone, so past hidden absorption stays usable as a reference level.
Tooltip showing displayed size, total traded, estimated hidden volume and refill count.
Configurable sensitivity (min refills, min hidden volume, time window) — NQ and ES need very different settings.
Alerts when an iceberg is detected near price, and access to the values from Cluster Search and the indicator API.
Other platforms show icebergs only in a list or on the DOM. Rendering it natively on the heatmap, where the liquidity context already is, would be a real differentiator.
2) Performance note
The existing iceberg order indicator in ATAS X is very resource-intensive. With it enabled, chart rendering becomes laggy and CPU usage rises sharply — during the US open or news releases the chart can stutter or briefly freeze, which is exactly when I need it most, so I end up turning it off. Please consider optimizing it (shorter lookback, background calculation, throttled redraws, cached per-level state), and keep this in mind for the heatmap feature above — if it has the same performance profile, it won't be usable on a live execution chart.
Thanks — ATAS is my main platform and I'd be glad to test a beta build.
Best regards,
Ahmet
