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Date/Time: Wed, 12 Feb 2025 12:56:34 +0000



Post From: Market by Order

[2020-10-13 18:00:58]
ertrader - Posts: 681
The display shows volume at various levels by order. For instance, if there is one order with 500 contracts and another with 200 contracts and all the other smaller orders at a particular price level, each would be shown. It gives you the ability to not only identify total volume, but to qualify and identify that volume by order.

Another example, if the price level is made up of lots of orders each being very small number of contracts, that qualification is different than if you have a few very large orders.

Also, added filters enable to only look at large volume areas in a price ladder format.

Our trading group reviewed a product today in a learning session and I'll take screen shots once the session recording is available and post here. EDIT... now attached. With and without filtering.

One of the challenges is that there is quite a lot of information updated in real time on a price ladder. It's kind of like a combination of the market depth historical graph and DOM.

SC may have to charge a bit extra but I'm thinking as long as it's a reasonable price, there may be interest.

Updated.
Date Time Of Last Edit: 2020-10-14 21:28:21
attachmentMBO.pdf - Attached On 2020-10-14 21:26:08 UTC - Size: 124.32 KB - 377 views