Delta, CVD & footprint
Aggregate observed classified trades by price and time. Review buy/sell participation, price clusters, diagonal imbalance and stacked imbalance when coverage exists.
Participation, not just price.
Direct market-data trades and sequenced depth feed ATAS-style calculations. The ATAS VERIFIED lane keeps retained candidates distinct from fresh FLOW VERIFIED entries.
Concept artwork · see desktop release for actual interfaceVolume profile
Inspect recent executed-volume POC, VAH/VAL and HVN/LVN context. Observed profile nodes are context, not a reason to rewrite a locked stop or target.
DOM, liquidity changes & tape
Review two-sided depth, same-price changes, trade sequences, large prints and a bounded sampled heatmap. A disappeared level is not always a cancelled order.
Fresh-data release gates
Exact instrument, exchange, timestamps, warm-up coverage, entry-zone alignment and technical/risk gates are checked before fresh verification.
What it is not
NexTrades is not ATAS software and is not presented as an ATAS partnership. Absorption/exhaustion are observational heuristics; true MBO iceberg detection is not available. Historical flow begins when capture starts.