Depth of Market Data

NateSW

Junior Member

Join Date: Jan 2019

Posts: 1
#1

Depth of Market Data

01-03-2019, 03:07 PM

On the SuperDOM that displays the depth of market...
Are the orders displayed a reflection of all orders in that particular market in total? Or just the orders carried with the current broker currently connected to?
Thanks!
Tags: dom
NinjaTrader_PatrickG

NinjaTrader Customer Service

Join Date: Jan 2015

Posts: 6439
#2

01-03-2019, 03:22 PM

Depth of market is a reflection of the orders resting at the exchange which (typically) is limit orders only. This number should be consistent regardless of broker/data provider because it is information coming from the exchange. Depth of market does not include information about orders which rest locally on your NinjaTrader or at your broker. Examples of these types of orders would be simulated stop or stop limit orders.

You can learn more about where orders reside in the links below:

https://ninjatrader.com/support/help...efinitions.htm
https://ninjatrader.com/support/help...rsAreDisplayed
https://ninjatrader.com/support/help...rs_reside_.htm
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