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Session Heatmap

130
Intraday Seasonality

Overview
Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest.

Features
  • Multiple Metrics: TR (volatility), Volume, and Open Interest changes
  • Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects
  • Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition
  • Percentile Mode: Reduces outlier impact by using 5th-95th percentile range
  • Timezone Support: Display in UTC alongside your local time


Metrics Explained
  • TR: Volatility - when markets move most
  • Volume: Liquidity - when participation is highest
  • OI Increase: When new positions are opened
  • OI Decrease: When positions are closed
  • OI Net: Net open interest change


Usage
  1. Set your timezone and preferred slot size (30min/1H)
  2. Choose a date range (relative or custom)
  3. Select a metric to analyze
  4. Use "Group By" to see weekday or monthly patterns
  5. Switch to Percentile color scale if outliers dominate


Notes
  • Chart timeframe should be equal to or smaller than Slot Size
  • OI metrics require Binance Perpetual symbols
  • DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
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  • Current Time Highlight: Yellow text marks your current time slot

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