Bookmap forum

The Rithmic data feed has MBO data for CME. This includes ES, NQ and RTY and the currency futures. This would in principle allow the heatmap to be filtered for limit orders in a certain size range, like 10 contract orders or higher. Larger players and smaller players don't always place their orders at the same levels, and the knowing the levels where larger players are sitting in the heatmap might give an extra edge.

So it would be great if the heatmap could be filtered by order size.