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Date/Time: Sat, 23 Nov 2024 15:18:24 +0000



Why is Dom prints different to prints on footprint chart?

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[2024-08-12 07:17:41]
User285237 - Posts: 1
Can you please explain why the market prints on the the Dom are different to the prints on the footprint chart? They should all be exactly the same right. The specific example here is the following (screenshot attached):

When price dropped to the level 131'00 (131 0/32) the print on the DOM says 44 sell market orders, however the footprint chart says 22 market sells traded.

Same at 130'31 (130 31/32) showing just 1 market sell order printed at this level on the DOM however showing 23 sell traded on the footprint chart.

I don't understand this and it gives me no confidence in the datafeed. I am paying for the Denali live feed, however am using Rithmic for execution (due to a prop firm I am with).

Please help.
Date Time Of Last Edit: 2024-08-12 07:19:07
imageScreenshot 2024-08-12 at 17.05.49.png / V - Attached On 2024-08-12 07:08:49 UTC - Size: 332.55 KB - 41 views
[2024-08-12 16:55:55]
John - SC Support - Posts: 36238
Can you please explain why the market prints on the the Dom are different to the prints on the footprint chart? They should all be exactly the same right.

The above is only true in a very small set of circumstances, which are the following:
- You are viewing the Current Traded market columns
- The data in these columns has been reset recently enough that when price reaches a level where there has been no trading, there is no previous data in the Current Traded column.

At this point, the bar data and the Current traded column would line up, but only for the duration of the bar. If a new bar starts and trades occur at the same price level, then the total is added into the "Current Traded" column, but the bars have the data split up.
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