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Market depth

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    Market depth

    Is it in any way possible to see how much contracts have been traded at a certain price?

    For m strategy i would like to see how much trades have been executed on a price, so not only how much orders are waiting to get filled but how much contracts has been traded at that price.

    I will try to add a screenshot as an example.
    So what i am talking about is in the right row of this picture. For example there have been traded 770 contracts at 5433 now. (No idea which instrument this is, this is just an example i found.)

    Edit: I am unable to add the image to the post so here is the link: http://prntscr.com/97irs1

    #2
    Hello RubenDK,

    Thanks for your post and welcome to the forums!

    As I mentioned in the e-mail reply to your query to platformsupport, this can be accomplished in NT7 by 3rd party add on software. In NinjaTrader 8 this capability has been included.
    Paul H.NinjaTrader Customer Service

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      #3
      Dear Paul,

      How can be seen the number of buy limit, sell stop, buy stop, sell limit? In Super DOM there is only one number. Maybe with Jigsaw Tools? There is no cheaper solution?

      Comment


        #4
        Hello _Gabor_,

        Thanks for your post.

        To see other orders in the SuperDom, right mouse click on the SuperDom and select properties. In the SuperDom Properties window, ensure that "Show market depth" is set to true. This will allow you to see 5 levels on either side (futures instruments).
        Paul H.NinjaTrader Customer Service

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          #5
          Dear Paul,

          Thanks for your help. I know in the SuperDOM or in Level II I can see the orders but I don't know how many the Buy Stop and Sell Stop? They are in empty columns. In the Buy columns under the Price level Buy Limits and Sell Stops are together, in the Sell columns Sell Limits and Buy Stops also together?

          Click image for larger version

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            #6
            Hello _Gabor_,

            Thanks for your reply.

            Regrettably that information is not available.
            Paul H.NinjaTrader Customer Service

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              #7
              Dear Paul,

              Thanks for your help. This means Buy Stops and Sell Stops are not shown or they are in Sell columns (Buy Stops) Buy columns (sell Stops)?

              Comment


                #8
                HI,

                I have the same problem. No numbers on Buy and Sell side. Even though I changed Show Market Depth to "true".

                On the image attached the number are shown... that's how the DOM should look like. But not mine. Thank you for your help.

                Comment


                  #9
                  Hello ZdenaVyzila,

                  Thanks for your post.

                  Can you clarify whom you are connected to for a data feed and what instrument(s) are you using in the Superdom?
                  Paul H.NinjaTrader Customer Service

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                    #10
                    Hi Paul,

                    Thank you for your quick help. It's FXCM, GBPJPY pair. But I think it's the same for all the instruments.

                    Comment


                      #11
                      Hello ZdenaVyzila,

                      Thanks for your reply.

                      Regrettably Forex data does not provide depth of market data so this would be expected for Forex instruments on the superdom. If you are able to access futures instruments, you would see depth of market data.
                      Paul H.NinjaTrader Customer Service

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                        #12
                        Dear Paul,

                        I waiting for your help. Buy Stops and Sell Stops are not shown or they are in Sell columns (Buy Stops) Buy columns (sell Stops)?

                        Comment


                          #13
                          Hello _Gabor_,

                          Thanks for your post.

                          You would only be able to see your Buy Stops and Sell Stops on the superdom, otherwise just the total of all orders are shown at the 5 other price levels.
                          Paul H.NinjaTrader Customer Service

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                            #14
                            Dear Paul,

                            Thank you!

                            Comment


                              #15
                              Here is orderbook on the chart indicator. It has alert function but nowadays does not work. Somebody can check the source code what is the problem?

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