dxFeed and ATAS have expanded their collaboration to introduce historical DOM Levels heatmap data for futures traders, marking a new stage in order flow analytics across major U.S. and European exchanges. The integration provides access to a visual record of order book liquidity, enabling market participants to analyze how limit orders shaped price action over time.
The solution is now available on the ATAS trading analytics platform and supports key futures instruments from CME Group and EUREX. The DOM heatmap feature reveals large order clusters, liquidity shifts, and areas where institutional participants interacted with the market.
“We’re enabling users to go beyond traditional price analysis”
Dmitrii Parilov, Managing Director at dxFeed, commented, “Our long-term partnership with ATAS continues to unlock powerful tools for active traders. By adding historical DOM Levels to the platform, we’re enabling users to go beyond traditional price analysis and deeply understand the forces that shape market movements.”
The DOM (Depth of Market) heatmap allows traders to overlay historical liquidity on price charts. The visual data shows previously hidden support and resistance levels formed by large resting orders, providing insight into price zones that may attract or repel future movement. It also helps traders detect the behavior of large players and refine timing for entries and exits.
Denis Ivashchenko, CEO of ATAS, said, “This integration brings together the analytical strength of ATAS and the precision of dxFeed market data. For traders who rely on order flow and liquidity insights, historical heatmap data is a true game changer — it opens up a new dimension of decision-making.”
To access the feature, traders connect their dxFeed subscription to ATAS, select a supported instrument, and apply the DOM Levels indicator. The heatmap data becomes visible directly on the chart, giving users a clear picture of where liquidity was positioned and how it evolved.
dxFeed provides market data and analytics solutions for brokers, trading firms, exchanges, and institutional clients. The company has been recognized as Best Data Provider 2025 by the Fund Intelligence Operations and Services Awards. Its offerings include streaming and historical data across multiple asset classes, as well as AI-based analytics tools.
ATAS, founded in 2011, is designed for traders who focus on market microstructure. The platform presents order flow information through tools like tape reading, volume clusters, and depth-of-market indicators. Its integration with dxFeed enhances its capability to display institutional behavior within the market.
The addition of historical DOM heatmaps extends ATAS’s suite of real-time and retrospective tools, giving users the ability to study how liquidity shaped price trends and turning points. This development caters to traders who look beyond indicators and aim to understand the underlying drivers of market movement.
Both companies noted that the feature is intended for users who demand greater visibility into order dynamics, especially in futures markets where institutional order flow plays a key role in price discovery.