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US 500 order book heatmap
Swiftedge Depth draws the order book of the US 500 perpetual as a heatmap. You see the limit orders waiting at each price near the market, a fresh column four times a second, and every trade on top as a bubble. It is free, runs in the browser and needs no account.
Open the live US 500 heatmapA new column every quarter second, at least 24 hours of history, every trade as a bubble.
Open US 500 DepthWhat the US 500 heatmap shows
Time runs from left to right and the US 500 price runs up the side. Every thin horizontal band is one price level of the futures book, out to about 2 % from the price, shaded by how much is resting there: green below the price for bids, violet above it for asks. The brighter the band, the more size is waiting. On top of the book you can draw the price as a line, as candlesticks from 1 second to 4 hours, or as a footprint chart. Trades appear as bubbles, teal when a buyer took the ask and violet when a seller hit the bid, and bigger trades make bigger bubbles.
The indicator menu is the same as for Bitcoin. Liquidations marks forced closes of leveraged US 500 positions. Positioning draws where leveraged US 500 positions would be liquidated. VWAP and CVD show where volume traded and which side was aggressive, and the footprint chart adds diagonal 300 % imbalances, stacked imbalances, the point of control and delta. Alerts and 26 drawing tools work here too.
What sets the US 500 book apart
- Open around the clock, busiest in US hours. The US 500 perpetual trades 24/7, also when US stock markets are closed. The busiest hours are the US stock market session, 9:30 AM to 4:00 PM ET, and US data releases at 8:30 AM ET. At night and on weekends the book is usually thinner, so walls are smaller and easier to pull.
- A perpetual, not the index. The book is the US 500 perpetual future. It follows the index closely, but its walls are orders in the perpetual, not in CME futures or in the stocks themselves.
- Levels in index points. Prices are index points; sizes are counted in units of the index, where one unit is worth the index price in dollars.
- Positioning on a smaller base. Fewer leveraged positions are open in US 500 than in Bitcoin, so the upper wall, lower wall, flip and max liquidation rest on fewer positions. They are on US 500 positioning and US 500 levels today.
How to read it, step by step
- Look for bright bands close to the price. Large resting orders show where US 500 may slow down. A band that has stood for several minutes says more than one that just appeared.
- See what happens when the price gets there. If trades hit the band and it holds, the liquidity was real. If it vanishes just before the price arrives, it was pulled, not filled.
- Read the bubbles. A cluster of large bubbles at one level shows who is in a hurry. Heavy buying into a violet band while the price stays put means sellers are absorbing it.
- Add context. Turn on Liquidations to see forced buying and selling, CVD to follow the aggressive side, and Positioning to see where leveraged positions would be liquidated.
US 500 liquidations on the heatmap
With the Liquidations indicator, every forced close is drawn as a ring at the time and price it happened: orange when a long was closed, cyan when a short was. Estimated levels where leveraged positions could be closed next are on the US 500 liquidation heatmap.
US 500 on Swiftedge
- US 500 Depth: the live order book heatmap described on this page, and the US 500 footprint chart inside it.
- US 500 positioning: where leveraged positions would be liquidated, by price. US 500 Terminal: chart, order book ladder, trades and more on one screen.
- Daily US 500 report, US 500 price today and US 500 levels today.
- US 500 funding rate, open interest, long/short ratio, whale trades and realized volatility.
Put this live heatmap on your site
The live US 500 order book heatmap is free to embed on any website, blog or forum: no account and no API key. Paste the code where it should appear and keep the small line under it, which links to Swiftedge Depth. More sizes and settings.
<iframe src="https://swiftedge.uk/embed/depth?m=3&coin=sp500" width="100%" height="420" style="border:0;border-radius:10px;max-width:100%" loading="lazy" title="Live US 500 order book heatmap by Swiftedge"></iframe>
<p style="font:12px/1.4 system-ui,sans-serif;margin:6px 0 0">Live US 500 order book heatmap by <a href="https://swiftedge.uk/sp500/depth?utm_source=widget&utm_medium=embed_link">Swiftedge Depth</a></p>Common questions
Is there a free US 500 order book heatmap?
Yes. Swiftedge Depth shows the live US 500 perpetual order book heatmap for free in the browser, with no sign-up, at swiftedge.uk/sp500/depth.
Which market does the US 500 heatmap show?
The US 500 perpetual futures order book and every trade. Everything Swiftedge shows is its own calculation on public perpetual futures data from Hyperliquid and Lighter; the FAQ lists the sources.
Is this the same as a US 500 liquidation heatmap?
No. An order book heatmap shows orders that are actually resting in the book. A liquidation heatmap estimates where leveraged positions could be closed by force; Swiftedge has that as a separate page, the US 500 liquidation heatmap.
How far back can I scroll?
At least the last 24 hours. Candlesticks run from 1 second to 4 hours.