Support Board
Date/Time: Tue, 26 Nov 2024 02:35:19 +0000
DOM Data Displayed in Depth of Market Tool
View Count: 210
| [2024-01-12 17:42:07] |
| Le Dharma - Posts: 73 |
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Hey Sierra. So, a while back I asked if you could find a way to display resting orders only. Instead of the volume that is constantly moving with the NBBO. And I do remember you trying to laugh at me for suggesting such a thing. Thanks for that btw. I'm wondering if you have had others asking to fix the DOM tool by removing the Algo orders. Is this something you might try to work on in the future? Or do I have to go to BookMap to find these options? I would prefer not switching.
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| [2024-01-16 20:32:11] |
| Sierra_Chart Engineering - Posts: 17179 |
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We are not understanding this. If it is something that has to be calculated rather than just displaying data from the exchange, it is not something we would likely add.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-16 22:16:05] |
| Le Dharma - Posts: 73 |
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I'm sure yall are very aware of Bookmap and the displays of Resting Liquidty and Delta bubbles. Yall made a heatmap tool like that called Depth of Market. Unfortunately, the two are very different looking tools. The DOM tool is basically unusable, because there are large block orders that constantly move with the Bid and Ask, maybe about 5-10 nq points away from the NBBO. The reason that Bookmap looks so much easier and better, is because they have removed these moving orders, and instead, they only display orders that are not constantly being changed. They are displaying resting orders only. If yall wanted to put Bookmap out of business, you could just recreate their DOM tool by removing regularly updating Bids and Asks, and instead only show resting orders. |
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