Do I need Level 2 (Market Depth) or Level 1 (Top of the Book)


I would like to know which data feed should I get in order to use Only - Cluster charts in Optimus Flow? I’m not interested in DOM, TPO, Time and Sales. Is Level 1 (Top of the Book) enough to read the Footprint/Cluster charts? Thank you!

Hi @CBG,

Thanks for your question and welcome to the community forum!

Ultimately the data type you need requires on the type of data you will be filtering your cluster charts by. For example, Optimus Flow footprint and cluster charts have 3 types you can choose from:


  • Single cluster shows only one data type per each bar.
  • Double cluster allows you to select two data types that will be shown in each bar. For example, you can select Volume for the first data type and Delta for the second data type.
  • Imbalance in footprint chart highlights the price levels where a buy trade volume is excess over a sell trade volume. Diagonal Bid/Ask imbalance displays aggressive buy market orders lifting the offer and aggressive sell market orders hitting the bid.

If you utilize the Imbalance type for your cluster charts on Optimus flow, you do need level 2 data in order to receive the bid/ask data this setting requires.

If you only use single or double cluster types and do not filter by any sort of bid/ask data, level 1 should be sufficient in my opinion.

Here are the various data types that can be configured for single or double cluster charts:

I hope this helps!
Optimus futures Support

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