Session Heatmap

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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