Iceberg Volume Profile by Price Level

I'd like to suggest a new type of profile indicator that visually displays the actual confirmed iceberg orders detected by ATAS over time — similar in style to the Volume Profile.
The idea is to vertically plot how many iceberg orders have been identified on each price level during a specified time period (e.g. last 30 minutes, 2 hours, daily).
This would allow traders to easily visualise where hidden liquidity has been actively deployed by smart money.

Features to include:

  • Ability to set time window (e.g. 15min, 1h, daily)

  • Show number of iceberg orders per level

  • Setting to show not only how many Iceberg orders per level, but the order size if the user prefer.

  • Option to show total iceberg volume

  • Minimum iceberg size filter

  • Visual profile style (bars like VP, ideally overlayable)

This is different from iceberg alerts or DOM flashes, this would be a Volume profile-style visualisation of confirmed iceberg activity.

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Upvoters
Status

In review

Board

💡 Feature Request

Date

9 months ago

Author

tiago

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