Coming Later

Orderflow Nodes (coming later)

Coming later: order-flow nodes are not available at launch. Order-flow and market-depth nodes are coming (no date). They are designed to process Level-2 data to surface liquidity imbalances and absorption.

Coming later: order-flow nodes are not available at launch, and Algovex does not offer Level-2 / order-book data at launch. This page describes what the planned nodes are designed to do. Volume profile and VWAP nodes are available today.

Delta Dynamics

Planned: Cumulative Volume Delta (CVD) and session-specific rotations, designed to show when aggressive market participants exhaust their momentum.

Delta Divergence

Imbalance Detection

Planned: detection of diagonal and stacked imbalances in the bid/ask spread, with custom multiplier thresholds for signal filtering.

Stacked Imbalances

DOM & Heatmap

Planned: order-book (DOM) and heatmap nodes built from Level-2 depth data to show resting liquidity and where it concentrates.

L2 Depth

Execution Signatures

Planned: footprint analysis nodes, including POC shifts and zero-print identification for institutional entry levels.

Footprint Analysis

VWAP

Volume-Weighted Average Price, a fair-value reference institutions trade around. VWAP nodes are available today; they are listed here because they belong to the volume family.

Available today

Volume Spread Analysis (VSA)

Planned: Wyckoff-style VSA reads (climax volume, stopping volume, no-demand/no-supply and effort-vs-result) from price spread and volume.

climax · effort/result

Smart Money (composite)

Planned: composite order-flow reads that combine absorption, exhaustion and positioning signals into higher-level smart-money cues.

absorption · positioning

Level-2 Microstructure

Market Microstructure

Once Level-2 data is offered, Algovex is designed to reconstruct candles, footprint, and heatmap views from fast, high-resolution tick data, so you can analyze where liquidity sits and how it gets traded. None of this is available at launch.

Footprint

Bid/ask volume per price level.

DOM & Heatmap

Resting depth and its concentration.

Coming Later

Level-2 data is not available at launch.

Footprint chart on NQ showing bid/ask volume per price level, POC and imbalances — Preview, not available at launch. Footprint view: bid/ask volume per price level with POC and diagonal imbalances (NQ, 1m).

Liquidity heatmap on NQ with DOM ladder, intensity legend and bid/ask walls — Preview, not available at launch. Heatmap + DOM: resting liquidity over time with bid/ask walls (NQ, 1m).

Orderflow Primitives

Planned tick-processing blocks for building custom microstructure signals. Not available at launch.

CVD

Input: Tick Vector [T]

Planned Primitive

Cumulative Delta

IMBALANCE

Input: Bid/Ask Volume

Planned Primitive

Boolean Signal

POC

Input: Volume Profile

Planned Primitive

Price Level

DELTA_ROT

Input: Delta Stream

Planned Primitive

Rotation Vector

Data: Level-2 (Coming Later)

Status: Not Available at Launch