  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}.
