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Order Flow Depth Map, Realtime display disagrees with SuperDOM

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    Order Flow Depth Map, Realtime display disagrees with SuperDOM

    Hi,

    I have added the Order Flow Depth Map indicator to my FDAX 12-18 chart today (50-tick chart). Display mode is set to "Realtime and Historical". Please see attached screenshot, please note the numbers inside the realtime bars to the right. In case these numbers are supposed to reflect the current order book size at price, then there's substantial differences to the values displayed in the DOM (same FDAX 12-18 contract). This is not a momentary occurrence, but the values are consistently off, way off.

    Am I misunderstanding something?

    Thank you,
    Stefan.

    #2
    The Market Depth Map indicator accumulates market depth data over time. The SuperDOM is a real-time only window. I would not expect them to match except for the exact moment you loaded the indicator on your chart (or every time you refresh the indicator - F5). The property you refer to only controls what visually appears in the chart for the accumulated market depth data.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Thanks Patrick, I understand. I believe the statement in the 8.0.16 release notes might be misleading then: "The Order Flow Depth Map now has a real-time display that graphs the current market depth [...]"

      Followup question, please: What is the time interval the realtime display accumulates market depth data? Same as chart interval, i.e. 50 ticks in my case?

      Comment


        #4
        The releases notes are being updated now to more accurately represent the expected behavior of the Market Depth Map indicator.

        The chart will refresh every 250ms and this includes the real-time depth map display. The real-time depth map display will change the value when a new high value is received within the time-frame of bar being used (50 ticks). Each time a new bar forms the values will reset back to the real-time depth and then start tracking the highest volume received once again.
        Patrick G.NinjaTrader Customer Service

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          #5
          OK, this makes sense to me. Fast work with the release notes. Thanks!

          Comment


            #6

            The internal tracking number for your feature request is SFT-3632. Please reference this internal tracking number if you ever have questions regarding this feature request.

            When a feature request is implemented, you'll find it in the release notes:

            http://ninjatrader.com/support/helpG...ease_notes.htm
            Patrick G.NinjaTrader Customer Service

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              #7
              Gurko,

              I wish there would be a way to have this update "real-time" in correlation with the Super DOM. I think that would be infinitely more useful.

              Comment

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