1. Mizora Pro
  2. Platform
  3. Order flow
PLATFORM / ORDER FLOW

Read the pressure. Know what it is built on.

Mizora Pro includes an order flow trading platform workspace in Beta: a footprint chart, liquidity heatmap, delta, imbalances, a DOM ladder and time and sales. All of it is modelled from live prices, not exchange depth or tick data, and we say so everywhere it appears.

MIZORA PROM / P-31  ORDER FLOW
ILLUSTRATIVE, NOT LIVE DATAFORM / FOCUS / FLOW
  • StatusBeta
  • SourceModelled from live prices
  • Not fromExchange depth or tick data
  • ViewsFootprint, heatmap, delta, DOM, tape
  • SignalsImbalances, absorption, large prints
01 / READ THIS FIRST

What modelled means.

Classic order flow tools read exchange data: every trade printed on the tape and every resting order in the book. Mizora Pro does not receive that data. Its order flow workspace is modelled from the live aggregate price feed that also drives the chart.

In practice that means the footprint, heatmap, delta and ladder are a structured picture of how price has moved and where activity appears to cluster, built from price itself. They are not a record of real contracts traded at an exchange, and the heatmap is not a map of real resting limit orders.

  • Use it to organise what price is doing, to spot bars where movement stalled or accelerated, and to practise reading order flow layouts.
  • Do not use it as if it were exchange-grade depth. Level 2 exchange depth is not available in Mizora Pro.

The whole workspace is in Beta. It is labelled Beta and modelled on screen, and it may change as we develop it.

02 / FOOTPRINT AND DELTA

Inside the candle.

A footprint chart splits each bar into price levels and shows activity at each level on the buy side and the sell side. In Mizora Pro those values are modelled from live prices, so read them as a picture of where the bar did its work rather than as exchange volume.

Delta is the difference between the buy-side and sell-side values. Watching how delta builds through a move, and whether it keeps pace with price, is the idea behind cumulative delta. Imbalances highlight levels where one side clearly outweighs the other, again on the modelled values.

Footprints are most useful at decision points: a test of the prior day's high, a return to VWAP, or the edge of a volume profile range on the main chart.

03 / HEATMAP

A liquidity heatmap, modelled.

A liquidity heatmap paints price levels by intensity over time, so bands that keep attracting activity stand out as bright lines across the screen. It is a quick way to see which levels price keeps reacting to.

In Mizora Pro the heatmap is modelled from live prices. It shows levels that price itself has made important, not a snapshot of orders waiting at an exchange. Treat a bright band as a level worth watching, then confirm it with structure on the chart.

04 / DOM AND TAPE

A ladder and a tape for reading, not clicking.

The workspace includes a DOM ladder, a vertical price ladder in the style of a depth of market view, and a time and sales tape that lists prints as they come in. Both are modelled from live prices, not level 2 exchange depth or exchange trade prints.

They are reading tools. You cannot place, move or cancel orders by clicking on the ladder or the book. Orders go through the order ticket, the Shift+B and Shift+S keys, or by dragging stops and targets on the chart. See orders and execution for how that works.

05 / SIGNALS

Prompts to look closer.

Three signal types flag moments worth a second look:

Stacked imbalances

Several imbalanced levels in a row on the same side, a sign one side pushed through a range of prices.

Absorption

Heavy activity at a level while price fails to move through it.

Large prints

Unusually large entries on the modelled tape.

Because the underlying values are modelled, these signals are prompts, not trade triggers. A good habit is to write down what you expected a signal to mean and check it later with bar replay and your journal.

06 / FIT

Who should use it.

The order flow workspace suits traders who want to learn to read footprints and heatmaps alongside a normal chart, or who like a second view of how price is moving at a level. It sits in the same terminal as your orders, your risk tools and your record, so there is no second program to run.

If your method depends on true exchange depth, real tick-by-tick volume or trading from the ladder, you need a platform with a direct exchange data feed and that feature set. Mizora Pro does not offer those, and we would rather you knew before you start.

07 / FAQ

Questions, answered.

Is the order flow in Mizora Pro real exchange data?
No. The footprint, heatmap, delta, DOM ladder and time and sales are modelled from live prices, not from exchange depth or tick data. The workspace is in Beta and labelled that way.
What is a footprint chart?
A footprint chart splits each bar into price levels and shows buy-side and sell-side activity at each one. Our footprint chart guide explains how to read one.
Can I trade from the DOM or order book?
No. In Mizora Pro the DOM ladder and book are reading tools. Orders are placed from the ticket, with keyboard shortcuts, or by dragging stops and targets on the chart.
Does Mizora Pro have level 2 data?
No. Level 2 exchange depth is not available. The DOM ladder is modelled from live prices.
What order flow signals does Mizora Pro show?
Stacked imbalances, absorption and large prints. They are calculated on the modelled values, so treat them as prompts to look closer rather than as trade triggers.
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