Intraday Market Structure Heat Map
The Intraday Market Structure Heat Map is a real-time visual display of how a selected market universe is interacting with IDMM structural reference levels during the trading session. It is designed to show participation, directional distribution, and both-side behavior at a glance.
Live Display Layer
This page demonstrates the current live display layer for market-structure breadth. The heat map is intended to show whether movement is concentrated on the ML side, MS side, both sides, or neither side across the selected symbol universe.
Live Data — Not For Analysis
The live version uses temporary intraday quote data for display only. Research-grade historical views should be generated from cleaned end-of-day data or a dedicated historical quote database.
IDMM Market Structure Heat Map
A compact market-structure breadth view. Green = ML side reached, red = MS side reached, orange = both sides reached, white = neither side reached. Darker shades indicate deeper current location relative to ML2/ML3 or MS2/MS3.
LIVE DATA — NOT FOR ANALYSIS
This page uses Alpaca 15-minute delayed SIP market data for display only. Use the table/report page for CSV and HTML snapshots.