A heatmap can be created using Matplotlib and numpy.
If you want to learn more on data visualization, this course is good:
The histogram2d function can be used to generate a heatmap.
We create some random data arrays (x,y) to use in the program. We set bins to 64, the resulting heatmap will be 64x64. If you want another size change the number of bins.
The datapoints in this example are totally random and generated using np.random.randn()