Thanks and you're right I was mistaken. I think the 3rd axis is signal data extracted from time price. Decomposition is a word that comes to mind. I doubt the 3rd axis contains time based signal ...but I like it for storing price relationships.
There's too many 2D parallelograms in the series. It can be truncated to allow for a 3rd signal axis but I can't picture it yet. 2 parallelograms seems like plenty.