S5 BookMap Theoretical Average Indicator from Stage 5 Trading Corp. on Vimeo .
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The S5 BookMap is the original creator of the Depth of Market (Order Book) heat-map. The display combines detailed prints of trades being executed across the entire depth of prices. It is enhanced with an extended view of the quantity of contracts available at any price and how these orders have shifted over time to signal potential intent. Check it out!