Support Board
Date/Time: Wed, 27 Nov 2024 16:36:51 +0000
Post From: Trade DOM Column - Aggregate Counter - at the current price level. Is this possible?
| [2023-08-01 16:51:55] |
| User708541 - Posts: 87 |
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There's a feature on BookMap I find helpful, where the DOM can aggregate all orders at the current price level (in a separate column on the DOM). Then when the price level changes, the aggregation starts from zero and aggregates all the orders at that price, until the price moves again. This is not a 'Total Volume' column that totals all volume at each price for as long as your machine is running. This feature just aggregates the orders while the market is at its current price, then re-aggregates at the next level. It's helpful to compare the aggregate price to the to the liquidity listed on the order book. Here's a YouTube video on this feature. https://www.youtube.com/watch?v=7uROb_sQgXc Is an "aggregation counter" like this possible with Sierra? |