ES / MES CME
S&P 500
ORDER FLOW · A CONNECTED PERSPECTIVE
ORDER FLOW · A CONNECTED PERSPECTIVE
PROTEUS.
See what moves the market.PROTEUS.
See what moves the market.
Order flow. Heatmap. Risk management.
Understand live order flow with proprietary algorithms and a real-time heatmap. Set your limits and activate account protection with the built-in Risk Manager—all in one workspace.
Order flow. Heatmap. Risk management.
Understand live order flow with proprietary algorithms and a real-time heatmap. Set your limits and activate account protection with the built-in Risk Manager—all in one workspace.
PROTEUSORDER FLOW · HEATMAP · RISK
Explore the markets behind the flow.
Order flow, heatmap and proprietary algorithms across leading futures markets.
01IndicatorsUnderstand the event02HeatmapSee liquidity in context03Risk management toolDefine your boundaries04About usOne shared direction
01 / INDICATORS
Order flow events.
Reconstructed. Made visible.
PROTEUS analyses live CME Market by Order data, order by order. Its proprietary algorithms follow individual order updates and executions, combining anonymous order IDs, timing, price and volume to reconstruct trading activity—including sweeps that consume liquidity across multiple price levels.
Switch sides. Watch the response.
THE ORIGINAL PROTEUS SYMBOLS
Recognise the event at a glance.
Buy and Sell describe the aggressive side of execution. They are not instructions to enter a trade.
Stop-Run Cluster
Buy
Sell
Stop-related activity grouped by the selected detector rules. A solid blade marks the event; its number gives the volume.
Stop-Run Cluster 2
Buy
Sell
An independent second cluster profile. The gold outline separates its settings from the first profile.
Volume Cluster
Buy
Sell
Concentrated aggressive buying or selling at a price location. The square makes the volume event easy to locate.
Sweep Cluster
Buy
Sell
Qualifying sweeps grouped on the same side. The marker shows the sweep count and active volume.
MARKET BY ORDER / THE DETAIL BEHIND THE SIGNAL
Follow the order.
Understand the event.
An aggregated order book shows the total size at each price. Market by Order adds individual, anonymous order IDs and their lifecycle updates on compatible feeds.
What sets our approach apart
PROTEUS combines order-level reconstruction, three complementary signal families and a consistent visual language. The value is in how the details are interpreted together: you can distinguish the event, locate it on the chart and judge the response without reducing everything to one generic volume signal.
- 01
Reconstruct
Follow qualifying order activity through executions and order updates. The quality and identifiers supplied by the feed matter.
- 02
Group
Apply time, volume and price-level conditions to distinguish stop-related clusters, concentrated volume and sweeps.
- 03
Confirm
Publish events when their conditions are met. Confirmed anchors stay fixed; later sweep lifecycle updates can change quantities or status.
An event can be anchored before the time it becomes available. Read confirmation time when evaluating history. Anonymous order IDs do not identify a specific market maker or their complete position.
INTERACTIVE / THREE SIGNAL FAMILIES
Switch sides.
Watch the response.
Explore selected, illustrative reversal scenarios. The same event can also precede continuation; the market response supplies the context.
01 / THE BRIEF SURGE
Stop-Run
Cluster
Several stop-run events cluster together. At the key point, the price response reveals whether the market can sustain the move.
THE BUY SCENARIO
A sharp rise. An immediate sell-off.
The cyan marker sits above the high. A strong reversal follows immediately.
02 / CONCENTRATED VOLUME
Volume
Cluster
Concentrated aggressive buying or selling. The square marks the volume cluster; the price response that follows provides the context.
THE SELL SCENARIO
Strong selling pressure. A powerful rebound.
The red square sits below the low. Despite heavy selling, price then rises decisively.
03 / LIQUIDITY IS TAKEN
Sweep
Cluster
Several sweeps on the same side occur within a time window. The indicator groups them as “Multiple Sweeps”.
M = number of sweeps · Right-hand figure = active volume
THE BUY SCENARIO
Repeated buying. No follow-through.
Buy sweeps cluster at the high. In this example, price then falls back sharply.
02 / HEATMAP
Liquidity, trades and context.
In one chart.
Follow displayed liquidity over time, compare it with executed trades and keep the current order book beside your chart.
See the order book
Read available bid and ask liquidity. Show or hide the order book and Time & Sales to suit your workspace.
Read executed volume
Use trade bubbles to locate executions and compare their size. Adjust the display for desktop or mobile.
Add session context
Compare session levels and your subscribed indicators with liquidity and price movement.
03 / RISK MANAGEMENT TOOL
Define your rules.
Track their enforcement.
Connect a supported account, set your limits and activate protection. Keep the saved rules, live status and any triggered lock visible together.
Define the session
Set daily loss, profit and contract limits for each account. Review the protection period before activation.
Keep the account in view
See reported PnL and positions alongside connection status, active limits and any pending broker confirmation.
React when a limit is crossed
After a rule breach, PROTEUS reacts to incoming order and position updates with cancellation and closing requests.
Protection is reactive. Execution requires a working connection, permission and broker confirmation; it is not a broker-side block on every new order.
04 / ABOUT US
One workflow.
A fuller perspective.
Our ambition is an all-in-one trading environment that brings analysis, heatmap and risk management closer together.
PROTEUS is built around a simple idea: better tools should help you understand what you see and act with intention. We are developing a coherent workflow from reading order activity to setting clear session boundaries, with practical value at every step.
01
Observe
See liquidity and execution.
02
Understand
Put distinct events in context.
03
Control
Define your risk process.
Build your view of the market.
Choose the tools that fit your analysis and the way you trade.