Who is hitting the book, where the liquidity sits, and which walls vanish before they are hit.
A spoof event is a large resting order that disappears before price reaches it; the filter shows them separately so a wall is not read as support it never gave.
The order book is the venue's live book within the depth bands shown. Resting orders can be pulled at any moment; the heatmap records what was there, not what will be.
CVD and the tape cover the venues the engine reads. A venue outside that read contributes nothing, and no cross-venue total is claimed.
Depth, delta and walls describe the book now. None of them predicts the next aggressive order — and the page never dresses a heatmap as a forecast.
Open order flow and bookmap →Cumulative volume delta: taker buy volume minus taker sell volume over time.
A large resting order at one price level.
A large order that is pulled before price reaches it.
It was pulled. The spoof filter separates orders that were hit from orders that fled, so a wall is never read as support it never gave.
No — it is computed from each venue's own tape. Venues print different tapes, and the view does not average them into one story.