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[User Discussion] - Depth of Market Data study in connection with a Spreadsheet

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[2015-06-10 20:03:18] #1 [Go To First Post]
nicktrader - Posts: 715
I'd like to see the DOM Depth Percentages as a balance over a lenght of time in a line chart. I thought for that purpose is a spreadsheet very helpful in connection with the study "Depth of Market Data". As you can see in the screenshot the calculation stop after 10 rows and I do not know why.


DOMLevels.scss - Attached On 2015-06-10 19:51:05 UTC - Size: 95.44 KB - 520 views 1000 DOMLevels-.StdyCollct - Attached On 2015-06-10 19:51:14 UTC - Size: 18.7 KB - 547 views Spreadsheet.png / V - Attached On 2015-06-10 19:51:31 UTC - Size: 83.3 KB - 813 views

[2015-06-10 21:06:38] #2 [Go To First Post]
Sawtooth - Posts: 4141
The Depth of Market Data study outputs to the chart (if you have Trade >> Draw DOM Graph on Chart checked). It also outputs to the spreadsheet if you have a spreadsheet study added, however, the output is for the current bar only. These outputs are in realtime only. The data is not stored so there is no historical data available. Unfortunately there is no way to do what you want. Trading DOM Data - Record and Playback?

[2015-06-10 21:47:51] #3 [Go To First Post]
SgtJ - Posts: 154
You can view total bids or offers historically to some degree if you use bid/ask depth bars study.

[2015-06-11 00:01:00] #4 [Go To First Post]
Sawtooth - Posts: 4141
@SgtJ Thanks for that reminder. @nicktrader The Bid&Ask Depth Bars study would provide historical depth data, but it would have to be collected in real time. This data is not stored in the data file. However, this might be acceptable for your use. The study has several calculation modes to choose from.

[2015-06-11 03:10:05] #5 [Go To First Post]
nicktrader - Posts: 715
@tomgilb @SgtJ Many thanks for your help. I' ll take a look on it.

[2015-06-11 04:37:24] #6 [Go To First Post]
nicktrader - Posts: 715
@tomgilb @SgtJ The Bid&Ask Depth Bars study was the key note. That study meets my needs. Many thanks

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