Aggregated Order Flow Update
This release introduces a major advancement to MMT’s analytical framework with the addition of Aggregated Order Flow — delivering a more comprehensive and fluid way to interpret market order activity.
🚀 Aggregated Footprint Charts
Traders can now access Aggregated Footprint Cluster & Profile Charts, combining data across multiple symbols produce a unified representation of order flow. This enables a far broader and comprehensive perspective of market activity, helping identify shared levels of interest, correlated reactions, and collective shifts in market order activity that may not be visible when analyzing a single markets in isolation.
Aggregated Order Flow vs Non Aggregated Order Flow
The result is a powerful, dynamic perspective of market order behavior — offering traders the ability to understand broader structural context while maintaining the responsiveness and precision that defines the MMT experience.
🚀 Aggregated Volume Profiles
In addition, both the VPSV (Volume Profile Session View) and VPVR (Volume Profile Visible Range) layers now support aggregation, allowing you to construct blended profiles from multiple markets simultaneously. These new aggregated volume profile view enables you to build composite profiles across multiple sessions within one seamless view. This aggregated view allows you to track how volume distributes across the market as whole, to provide a more complete, market-maker like view of market participation.
Enabling Aggregation
To enable aggregation of any of the order flow layers outlined above, simply right-click on the desired layer and select the 'Aggregate' tab.
Once selected, you will be able to choose which markets you'd like to include with the aggregate calculation. Quick toggles are provided for both 'Spot' & 'Futures USD Perp'.
These updates are designed to strengthen MMT’s position as a leading analytical environment for professional order flow and liquidity analysis — enabling traders to understand the market as an interconnected ecosystem rather than a collection of isolated charts.
Until next time,
Love MMT Team ❤️