Level 2 liquidity, tick-by-tick volume and orderflow context inside MetaTrader 5
Your MT5 chart stops being a flat candle screen. It becomes a live liquidity map: bid walls, ask walls, pulling, stacking, aggressive trades, absorption, imbalance, footprint data and a custom microscope zoom beyond MT5’s native limit.
Built for symbols where your broker exposes Depth of Market Level 2 + real tick-by-tick volume · Ava Futures / CQG style data ready
Canvas renderer · 64 book records · trade bubbles · absorption markers · split/microscope view.
The futures market moves through displayed liquidity and executed aggression. This indicator puts both layers directly inside your MT5 cockpit.
Every DOM snapshot becomes a liquidity slice. Bids glow in cyan, asks burn in red, and historical resting liquidity forms a readable terrain across your M1 bars.
The visual layer is designed around trading readability: keep price, resting liquidity, aggressive executions and defended levels on the same screen without drowning the auction in noise.
The goal is simple: show where liquidity is resting, where it is being pulled or stacked, where trades actually print, and where price stops despite aggressive volume. The display supports decision-making around entries, exits and context.
This section shows the visual direction of the tool: dark chart, strong contrast, controlled glow, and readable orderflow layers for fast futures sessions.
A larger capture set from MT5: split-view, microscope, ES liquidity cliffs, DAX tape storms, absorption pockets and EPc1 continuous-contract heatmap action on CME data.
A tight crop of the liquidity field: blue resting bids, red resting asks, clean auction texture.
E-mini S&P futures session with a sharp liquidity rotation and defended bid zones.
Full orderflow view with trades, labels, absorption zones and the bid/ask battle line.
A local auction pocket where ask pressure rolls into fresh bid support.
Classic MT5 candles on the left, heatmap execution lens on the right.
The advanced v4.10 heatmap without trade clutter: pure liquidity topography.
DAX futures depth, trade bubbles and absorption markers during a fast auction.
Additional EPc1 / E-mini S&P 500 Continuous captures: full MT5 workspace plus two close-up chart views showing the heatmap, trade bubbles, bid/ask zones and absorption labels in real chart conditions.
A professional L2 feature stack designed for futures scalping, context reading, and surgical execution.
Historical DOM liquidity painted directly over the chart. Cyan bid layers, red ask layers, intensity scaled by displayed volume.
Bookmap StyleCompares the current book with the previous snapshot to reveal where liquidity is being added, reinforced, pulled, or ghosted.
DOM DeltaExecuted trades appear as bubbles at price. Size scales with volume, side colors show buy/sell aggression, optional volume labels.
Time & SalesFlags levels where aggressive flow hits without continuation. Perfect for reading defended prices and potential reversal zones.
Reversal LogicNear-book bid/ask imbalance is calculated and displayed in the HUD, with threshold coloring for dominant pressure.
OBIClean best bid, best ask and mid-price overlays keep the current auction zone pinned while the heatmap scrolls.
Execution HUDOptional alerts for large walls, wall pulls, absorption events, imbalance extremes and nearby liquidity magnets.
OptionalCustom canvas chart redraws candles, DOM, trades and markers independently from MT5’s native zoom ceiling.
V4 FlagshipMetaTrader’s native horizontal zoom is capped. The v4.10 microscope bypasses that by drawing its own execution chart inside a canvas: candles, heatmap, trade bubbles, footprint buckets, absorption, bid/ask/mid and volume context.
Switch the cockpit depending on what you are doing: analysis, execution, or close-range tape reading.
Classic MT5 overlay. The orderbook heatmap stays on your normal chart, synced with bars and price scale.
Full canvas microscope with custom zoom, candles, trades, absorption and live DOM.
Keep the bigger chart context while the right-side panel magnifies the current auction.
If your broker exposes real Level 2 futures data through MT5, this indicator reads the book and turns it into a visual liquidity map. ES, NQ, DAX, Dow, Russell, Gold, Oil: the same engine, broker symbol permitting.
This is not a basic overlay. The behavior of the DOM source, heatmap history, scaling, colors, pulling/stacking, trades, absorption, microscope, footprint and alerts is configurable from MT5 inputs.
InpMaxLevelsPerSideControl how many bid/ask levels are used per snapshot.InpAggregateTicksBucket multiple ticks into one visual liquidity row.InpHistoryMinutesHow long the heatmap history is retained.InpSnapshotsPerBarAlign multiple DOM snapshots inside each M1 bar.InpFillEmptyBucketsCreates a smoother liquidity field instead of broken black holes.InpManualMaxVolumeFixed scale for stable color intensity, or auto-scale if set to zero.InpIntensityGammaBoost small liquidity or emphasize only the largest walls.InpMinLiquidityAlphaMinimum opacity for visible levels.InpEmptyBucketAlphaBackground liquidity fill opacity for smooth Bookmap-like texture.InpHeatmapAboveCandlesChoose whether DOM sits above or behind candles.InpShowPullStackEnable live pulling/stacking highlights.InpShowTradesPlot real tick-by-tick executions as bubbles.InpDetectAbsorptionFlag absorption when volume hits a level without price continuation.InpShowImbalanceGaugeDisplay near-book bid/ask pressure in the HUD.InpEnableAlertsOptional alerts for walls, pulls, absorption and imbalance.InpViewModeNormal, Split or Microscope display mode.InpMicroscopeZoomXCustom horizontal zoom beyond MT5 chart scale.InpMicroscopePriceTicksVertical price window around the active auction.InpMicroscopePanelWidthPercentWidth of the right-side loupe in Split mode.InpMicroscopeAutoCenterOnMidAutomatically tracks the current bid/ask midpoint.These four captures show the real MT5 input panels: heatmap colors, tape/trades, absorption, pull/stack logic, microscope rendering, split view, footprint behavior, history depth and reliability controls.
Shows the deeper control layer for absorption logic, label rendering, best bid / ask / mid lines, status panel, alerts and reliability options.
Highlights color system tuning, overlay alpha, pulling & stacking stripes, disappeared-level ghosts, trade bubbles, trade storage and absorption thresholds.
Shows the footprint engine inside the microscope module: point of control, imbalances, half-width, source DOM, history snapshots, refresh timers and volume scaling.
Covers split-mode width and offsets, zoom multipliers, visible price range, draw toggles, grid/background styling, candle rendering and axis label options.
The heatmap is not isolated. Inside the same MT5 workflow, it can be paired with footprint detail, delta context and profile reading so you see passive liquidity, executed aggression and local auction structure together.
This integration shows what makes the advanced version powerful: a real DOM surface enriched with the footprint chart, volume profile / delta profile logic, trade prints, absorption labels and best bid / ask context directly on MT5.
Three clear options: free PRO access for 3D_NEXUS_META Lifetime members, a €99 Simple pack for the core heatmap, and a €229 Advanced pack for the complete orderflow suite with MQL5 source code.
InpAggregateTicksThe €0 PRO option opens the 3D_NEXUS_META Lifetime member access portal. The €99 Simple and €229 Advanced packs route to dedicated PayPal checkout links. MQL5 source code is included only with the €229 Advanced Pack.
.mq5 MQL5 source code.Your MT5 chart can remain a candle museum, or it can become a live futures orderflow cockpit with Level 2 liquidity, trades, absorption and a microscope for the current auction.