Edit in JSFiddle

	// Declare a CIQ.ChartEngine object.
// This is the main object for drawing charts.
// Here is where you set all required defaults.
var stxx = new CIQ.ChartEngine({
  container: document.querySelector(".chartContainer"),
  layout: {
    "chartType": "candle",
    "crosshair": true,
    "candleWidth": 30,
    "periodicity": 1,
    "interval": 'second',
    "l2heatmap": true
  },
  preferences: {
    "currentPriceLine": true,
    "whitespace": 100
  },
  chart: {
    yAxis: {
      position: 'left'
    }
  }
});
  
  
// Setup the chart data including heat map data.
var newData =[{
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  "Date": "20190905163329000",
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  "Ask": 101.57,
  "AskSize": 2,
  "LastSize": 2,
  "BidHeatmap": [
    [93.91, 3, 0.004426955238563699],
    [94.01, 5, 0.0073782587309394985],
    [94.41, 6, 0.008853910477127398],
    [95.81, 4, 0.005902606984751598],
    [96.41, 4, 0.005902606984751598],
    [97.01, 4, 0.005902606984751598],
    [97.11, 12, 0.017707820954254796],
    [97.41, 7, 0.010329562223315297],
    [97.51, 7, 0.010329562223315297],
    [97.81, 2, 0.002951303492375799],
    [98.11, 21, 0.030988686669945892],
    [98.51, 5, 0.0073782587309394985],
    [98.61, 4, 0.005902606984751598],
    [98.81, 40, 0.05902606984751599],
    [98.91, 9, 0.013280865715691098],
    [99.01, 41, 0.060501721593703886],
    [99.21, 5, 0.0073782587309394985],
    [99.31, 8, 0.011805213969503197],
    [99.41, 7, 0.010329562223315297],
    [99.51, 5, 0.0073782587309394985],
    [99.61, 65, 0.09591736350221347],
    [99.71, 5, 0.0073782587309394985],
    [99.81, 7, 0.010329562223315297],
    [99.91, 58, 0.08558780127889817],
    [100.01, 3, 0.004426955238563699],
    [100.21, 5, 0.0073782587309394985],
    [100.31, 10, 0.014756517461878997],
    [100.41, 89, 0.13133300541072307],
    [100.51, 5, 0.0073782587309394985],
    [100.61, 93, 0.13723561239547466],
    [100.71, 9, 0.013280865715691098],
    [100.81, 15, 0.022134776192818496],
    [100.91, 121, 0.17855386128873585],
    [101.01, 6, 0.008853910477127398],
    [101.21, 14, 0.020659124446630595],
    [101.31, 211, 0.31136251844564683],
    [101.41, 29, 0.04279390063944909]
  ],
  "AskHeatmap": [
    [101.61, 2, 0.002951303492375799],
    [101.71, 228, 0.3364485981308411],
    [101.81, 38, 0.056074766355140186],
    [101.91, 9, 0.013280865715691098],
    [102.01, 187, 0.27594687653713723],
    [102.11, 3, 0.004426955238563699],
    [102.21, 1, 0.0014756517461878996],
    [102.31, 8, 0.011805213969503197],
    [102.41, 137, 0.20216428922774227],
    [102.51, 16, 0.023610427939006393],
    [102.61, 124, 0.18298081652729956],
    [102.71, 2, 0.002951303492375799],
    [102.81, 1, 0.0014756517461878996],
    [102.91, 6, 0.008853910477127398],
    [103.01, 12, 0.017707820954254796],
    [103.11, 6, 0.008853910477127398],
    [103.31, 4, 0.005902606984751598],
    [103.41, 91, 0.13428430890309886],
    [103.61, 6, 0.008853910477127398],
    [103.71, 3, 0.004426955238563699],
    [103.81, 7, 0.010329562223315297],
    [103.91, 5, 0.0073782587309394985],
    [104.01, 5, 0.0073782587309394985],
    [104.11, 12, 0.017707820954254796],
    [104.21, 53, 0.07820954254795869],
    [104.31, 6, 0.008853910477127398],
    [104.41, 2, 0.002951303492375799],
    [104.81, 5, 0.0073782587309394985],
    [104.91, 2, 0.002951303492375799],
    [105.01, 40, 0.05902606984751599],
    [105.11, 4, 0.005902606984751598],
    [105.21, 1, 0.0014756517461878996],
    [105.31, 8, 0.011805213969503197],
    [105.41, 3, 0.004426955238563699],
    [105.61, 9, 0.013280865715691098],
    [105.71, 1, 0.0014756517461878996],
    [106.11, 3, 0.004426955238563699],
    [106.21, 15, 0.022134776192818496],
    [106.61, 7, 0.010329562223315297],
    [107.31, 2, 0.002951303492375799],
    [107.51, 4, 0.005902606984751598],
    [107.81, 5, 0.0073782587309394985],
    [109.31, 6, 0.008853910477127398]
  ]
}];

// use an injection when an advanced heatmap is needed, which will include 
// multiple color transparencies in a combined datapoint. 
// Otherwise use https://documentation.chartiq.com/CIQ.Renderer.Heatmap.html
// to add each color, one series at a time.
stxx.prepend("displayChart",function(){
	  if(this.layout.l2heatmap){
	    this.drawHeatmap({"height":0.1},
	    	[{"field":"BidHeatmap","color":"rgb(140, 193, 118)","opacity":{"min":0.3,"max":0.9}},
	        {"field":"AskHeatmap","color":"rgb(184, 44, 12)","opacity":{"min":0.3,"max":0.9}}]
	    );
	  }
});

//Now load a chart with it's data
stxx.loadChart(
  "SPY", newData,function(){
  }
);

<div class="chartContainer" style="width:100%;height:400px;position:relative;"></div>

<script src="https://jsfiddle.chartiq.com/chart/js/chartiq.js"></script>