The order parameter and pairing mechanism for superconductivity in heavy fermion compounds are still poorly understood. Scanning tunneling microscopy and spectroscopy at ultra-low temperatures can yield important information about the superconducting order parameter and the gap structure. Here, we study the first heavy fermion superconductor, CeCu_2Si_2. Our data show the superconducting gap which is not fully formed and exhibits features that point to a multi-gap order parameter. Spatial mapping of the zero bias conductance in magnetic field reveals the vortex lattice, which allows us to unequivocally link the observed conductance gap to superconductivity in CeCu_2Si_2. The vortex lattice is found to be predominantly triangular with distortions at fields close to sim 0.7 H_{c2}.
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