Order flow
Every trade, with its side.
Read the activity inside the bar.
Built for Windows · Private testing
Every trade behind
every candle.
Footprint, profiles and order flow for index futures.
A closer view of the market, in one workspace.
DeepAlpha ES · 1m
CME GLOBEX · ES · 01 OCT 2026BLUE & WHITE / REPLAY
ES · NQ · MES · MNQ / Tick-level detailA closer look
Markets, data and prop rules inside DeepAlpha
E-mini S&P 500
E-mini Nasdaq-100
Micro E-mini
Timeframes
From 1 minute to Daily.
The same workspace at every scale.
Futures
ES, NQ, MES and MNQ.
E-mini and Micro index futures.
Replay
Any recorded day.
Future bars stay hidden.
Read futures at
the finest grain.
Price is the result. Order flow lets you look at the trades behind it: volume at the bid and ask, large prints and the way activity builds at each price.
Open the footprint, follow cumulative delta or build a profile. Each is a different view of the same market, kept together on your chart.
Use points of control, value areas and session levels to put that activity in context. Reference points drawn from real trades.
DeepAlpha is a native Windows application built around index futures. Charts, profiles and order-flow studies share one workspace.
Move between nine timeframes, inspect a single candle or profile a range you choose. Keep the session’s levels in view as you work.
Then return to a recorded day. Replay it bar by bar, with future bars hidden, and practise with simulated account rules.
One workspace,
built by a futures trader.
Inside DeepAlpha
Every layer of the order flow.
On one chart.
From the individual trade to the shape of the session.
Big trades and order flow
Grouped sweeps, drawn where they reached. The Order Flow layer reads stop runs, icebergs and absorption from trades and the best bid and ask.
Footprint
Bid and ask at every price inside the candle. See the volume, diagonal imbalances and bar POC.
Market profiles
Session, composite and drag profiles. Keep POC, value area and low-volume nodes in view.
Gamma levels
Dealer gamma levels and net GEX by strike, drawn from Cboe options data.
Bid and ask in shaded price rows, with diagonal imbalances and bar POC.
Read the original tick values
| Price | Bid | Ask |
|---|
The study library
All the detail.
Your way to read it.
Explore the studies inside the DeepAlpha workspace.
Look inside the candle.
Bid and ask volume at each price, with diagonal imbalances and a delta bar.
See size at the price it traded.
Aggressive sweeps grouped trade by trade and marked at the price they reached.
Follow the activity behind the move.
Read sweeps, stop runs, icebergs and absorption from trades and the best bid and ask.
Find the levels that stack together.
Three or more stacked imbalances, each candle’s POC and absorption candles.
Watch the pace of the tape.
Volume in short windows, with bursts above two standard deviations highlighted.
Follow the balance of buying and selling.
Cumulative delta as candles or a line, plus each bar’s delta and intrabar range.
Put each bar’s volume in context.
Volume coloured by delta, alongside its 20-period average.
See where the session did business.
Tick-resolution Asia, RTH or visible-range profiles with POC and value area.
Build a profile around your question.
Drag a range to profile it; POC, value area and low-volume nodes extend until traded.
Read each session in its own shape.
Asia, London and RTH profiles for each day, sized by session volume.
Keep gamma levels on your chart.
Dealer gamma levels and net GEX by strike, using Cboe options data.
Carry the session’s references forward.
Previous-day levels, the overnight range and yesterday’s value area on your chart.
Locate the pivots in aggressive flow.
Pivot zones where aggressive flow turned, built from range bars of trades.
Frame the opening balance.
Initial balance high, low and midpoint, with past closes from the same session state.
Keep price in relation to VWAP.
Session VWAP with one, two and three standard-deviation bands.
See repeated turns across timeframes.
Double and triple tops and bottoms, from 5-minute to 4-hour pivots.
Map the zones around price.
Repeated wick zones, fair value gaps and order blocks, drawn on price.
The numbers behind every candle.
Ask, bid, delta, volume and trades for each candle, in a grid below price.
Add momentum to your market view.
Wilder RSI and ADX with directional lines in the lower pane.
Mark a stretched close and its rejection.
Marks a five-minute close stretched from VWAP with a rejection wick.
And more in the app.
Session levels, themes, economic calendar markers and drawing tools.
Replay & simulation
Return to the session.
One bar at a time.
Replay any recorded day with future bars hidden. Practise in a simulator that applies prop-account rules for daily loss, drawdown and a target.
Simulation is not live trading.
Explore in early access
Frequently asked.
A few details about the charts, recorded data and early access.
What is DeepAlpha?
A native Windows charting application for ES, NQ, MES and MNQ futures. It brings footprint charts, profiles, delta and contextual studies into one workspace. The product is currently in private testing.
What data do the charts use?
Futures order flow uses CME Globex MDP 3.0 data via Databento. GEX studies use Cboe options data. The interactive example above is a recorded ES session from the DeepAlpha database; it is not a live feed.
How do I compare the studies?
Choose Footprint, Profiles, Big Trades or Delta, then drag the divider. With a keyboard, focus the divider and use the arrow keys; Shift moves it further. Home and End move to its limits. The arrows beside the tabs cycle through studies.
Which timeframes are available?
The nine chart timeframes are 1m, 2m, 3m, 5m, 15m, 30m, 1H, 4H and Daily. The recorded example on this page uses one-minute bars.
How do replay and simulation work?
Replay a recorded day one bar at a time with future bars hidden. The simulator applies prop-account rules, including daily loss, drawdown and a target, with simulated rule sets for Apex and Lucid. It is practice in a simulation, not live trading.
When can I use it?
DeepAlpha is in private testing. Join the early-access list to receive availability and launch updates. Joining the list does not guarantee access.
Currently in private testing
The session.
The detail.
Your workspace.
Join the waitlist for availability and launch updates.
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