Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

jeffersondaarcy

Custom-coded DOM Columns

By jeffersondaarcy, in E-mini Futures

Recommended Posts

jeffersondaarcy    10

jeffersondaarcy
Posted

Does anyone know of any software providers that allow its users to add custom columns to the DOM? For example, you'd still have your basic columns (ask size, Price, prints, bid size, Volume-at-price, position), but you could also add in your own coded columns. For example:

 

-A user-enabled volume at price column (would allow user to "clear" the volume when he wishes so he has a blank slate for when price retests a level)

 

-Number of trades at each price above (blank size) for those that still track trade size

 

-Some sort of orderbook analyzer such as the difference between the ask size when first arrived at the level minus the current ask size, divided by buy vol@price

 

Dont read anything into the examples, they were just what popped into my head first. I just wanted to give a visual. I'm just looking for something that actually gives the trader more control. My eyes get tired having to dart back-and-forth between a DOM and other market statistics/orderbook statistics in different windows.

 

Somewhat related note that just popped into my head: Anyone ever give any thought to replacing the ask size quantity in the orderbook with a horizontal bar representation? For example, the horizontal bar of an ask with 1,000 contracts would be half the size of an ask of 2000 contracts. The column to the right of the ask size would be the standard horizontal bar of volume at price... or something like that. Doubt this would be up my ally, but might be for the more visually inclined.

Share this post

Link to post
Share on other sites

BlowFish    10

BlowFish
Posted

The trouble is IB data is pretty much useless for that type of work :( It's absolutely fine for most 'regular' charting but the volumes they quote are aggregated/coalesced and bear little relationship to actual trades. They don't even report all volume at the correct price (though it does get reported). I am not sure what they quote for bid ask 200ms snapshots (at best) is my guess. As I said fine for most charting type apps but not for the sort of analytics you are after JD.

Share this post

Link to post
Share on other sites

BlowFish    10

BlowFish
Posted
I use DTN, so Im hoping to use Tams' as a template/something to work off of. Haven't had a chance to mess around with it yet though. If I can get something working, I'll post it.

 

Yeah the spreadsheet should be a good template if you can get the data in, please do post it if you get it going.

Share this post

Link to post
Share on other sites

jeffersondaarcy    10

jeffersondaarcy
Posted

It looks like I'm not going to be able to get to this as soon as I was hoping. Had to bump it down the "priority" list a couple notches. I'll definitely throw it up though if I can get it working. I'll keep you guys posted no matter the outcome though.

Share this post

Link to post
Share on other sites

jeffersondaarcy    10

jeffersondaarcy
Posted

Hey Guys,

I messed around with this today, but couldn't figure out how to get market depth (I can get best bid and best offer) so I called DTN. The guy I talked to had no clue if DTN provides market depth or not as a DDE. He said as far as their DDE info goes, there is a one-page sample file and that is the extent of their information/support for users. Unfortunately, the one-pager is pretty bare bones. I looked through the DTN message boards and didnt come across anything of value either. So... I got nothing. Anyways, just wanted to let you guys know how this panned out.

Share this post

Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
Go To Topic Listing

  • Topics

  • Posts

    • RJo
      Gann Candles indicator for MT5

      By RJo · Posted

    • HFblogNews
      HFMarkets (hfm.com): Market analysis services.

      By HFblogNews · Posted

      Date: 22nd November 2024.   BTC flirts with $100K, Stocks higher, Eurozone PMI signals recession risk.   Asia & European Sessions:   Geopolitical risks are back in the spotlight on fears of escalation in the Ukraine-Russia after Russia reportedly used a new ICBM to retaliate against Ukraine’s use of US and UK made missiles to attack inside Russia. The markets continue to assess the election results as President-elect Trump fills in his cabinet choices, with the key Treasury Secretary spot still open. The Fed’s rate path continues to be debated with a -25 bp December cut seen as 50-50. Earnings season is coming to an end after mixed reports, though AI remains a major driver. Profit taking and rebalancing into year-end are adding to gyrations too. Wall Street rallied, led by the Dow’s 1.06% broadbased pop. The S&P500 advanced 0.53% and the NASDAQ inched up 0.03%. Asian stocks rose after  Nvidia’s rally. Nikkei added 1% to 38,415.32 after the Tokyo inflation data slowed to 2.3% in October from 2.5% in the prior month, reaching its lowest level since January. The rally was also supported by chip-related stocks tracked Nvidia. Overnight-indexed swaps indicate that it’s certain the Reserve Bank of New Zealand will cut its policy rate by 50 basis points on Nov. 27, with a 22% chance of a 75 basis points reduction. European stocks futures climbed even though German Q3 GDP growth revised down to 0.1% q/q from the 0.2% q/q reported initially. Cryptocurrency market has gained approximately $1 trillion since Trump’s victory in the Nov. 5 election. Recent announcement for the SEC boosted cryptos. Chair Gary Gensler will step down on January 20, the day Trump is set to be inaugurated. Gensler has pushed for more protections for crypto investors. MicroStrategy Inc.’s plans to accelerate purchases of the token, and the debut of options on US Bitcoin ETFs also support this rally. Trump’s transition team has begun discussions on the possibility of creating a new White House position focused on digital asset policy.     Financial Markets Performance: The US Dollar recovered overnight and closed at 107.00. Bitcoin currently at 99,300,  flirting with a run toward the 100,000 level. The EURUSD drifts below 1.05, the GBPUSD dips to June’s bottom at 1.2570, while USDJPY rebounded to 154.94. The AUDNZD spiked to 2-year highs amid speculation the RBNZ will cut the official cash rate by more than 50 bps next week. Oil surged 2.12% to $70.46. Gold spiked to 2,697 after escalation alerts between Russia and Ukraine. Heightened geopolitical tensions drove investors toward safe-haven assets. Gold has surged by 30% this year. Haven demand balanced out the pressure from a strong USD following mixed US labor data. Silver rose 0.9% to 31.38, while palladium increased by 0.9% to 1,040.85 per ounce. Platinum remained unchanged. Always trade with strict risk management. Your capital is the single most important aspect of your trading business.   Please note that times displayed based on local time zone and are from time of writing this report.   Click HERE to access the full HFM Economic calendar.   Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding of how markets work. Click HERE to register for FREE!   Click HERE to READ more Market news. Andria Pichidi HFMarkets Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in FX and CFDs products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • Stocks4life
      Breakout and Swing Stock Ideas

      By Stocks4life · Posted

      A few trending stocks at support BAM MNKD RBBN at https://stockconsultant.com/?MNKD
    • Stocks4life
      Breakout and Swing Stock Ideas

      By Stocks4life · Posted

      BMBL Bumble stock watch, pull back to 7.94 support area with high trade quality at https://stockconsultant.com/?BMBL
    • Stocks4life
      Breakout and Swing Stock Ideas

      By Stocks4life · Posted

      LUMN Lumen Technologies stock watch, pull back to 7.43 support area with bullish indicators at https://stockconsultant.com/?LUMN
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.

  I accept