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BidAskFlow

LOB Strength: Resting Liquidity Gauge (Level 2 / Market Depth)

LOB Strength visualizes the balance of resting orders (passive liquidity) on the bid and ask—what’s sitting in the book right now. It’s built with sophisticated design patterns to ensure stability and a smooth trading experience.

What you get

📊

Resting Liquidity Balance

A split gauge that compares resting bid liquidity vs resting ask liquidity at the tracked depth levels.
🎯

Display Modes

View the book in Volume, Percentage, or Count format—whichever matches your workflow.
📈

Extremes Tracking

Session extremes help you notice when passive positioning reaches unusual levels.
🎨

Clean Chart Integration

Flexible placement and visual styling so the gauge fits your layout without distracting from price.

👁️ What you’re actually seeing

This indicator reads the passive side of the market: limit orders resting in the order book (market depth). It does not represent aggressive buying/selling by market orders—use footprints/tape for that.

  • More blue: More resting bids (passive buyers / liquidity support).
  • More red: More resting asks (passive sellers / liquidity resistance).
  • Fast shifts: Liquidity pulled/added quickly—often around key levels and news volatility.

🚀 Get started (fast)

  1. Enable Level 2 / Market Depth: Make sure your broker/data feed provides L2 to NinjaTrader.
  2. Add to a chart: Apply LOB Strength to any futures instrument that supports depth (ES/NQ/etc.).
  3. Pick a display mode: Percentage for quick reads; Volume for raw size; Count for activity density.
  4. Use it as context: Treat it like a “liquidity lens,” not a signal generator.

💪 Why order flow traders use it

  • Support/resistance insight: Stacked resting bids/asks often align with defended levels.
  • Liquidity wall awareness: See where price may stall unless aggressive flow consumes the wall.
  • Context for execution tools: Pair with footprints/tape to compare passive liquidity vs aggressive pressure.

Quick tips

📊Use Percentage for fast reads

Great for quickly spotting dominance without focusing on raw size.

🧱Watch for pulled liquidity

Sudden drops in one side can matter as much as sudden stacking.

🎯Use it near key levels

Most useful around prior highs/lows, VAH/VAL, POC, and session opens.

🔗Combine with footprints

Resting liquidity (LOB) + executed volume (footprint) = a clearer story.

✅ Requirements

Requires NinjaTrader 8 and a live Level 2 (Market Depth) feed for the instrument you trade. If you only have Level 1 data, the resting order book cannot be calculated.