Alternative DOM

[pjsmith]

Anyone know of a DOM that works off the NT8 feed, commercial or otherwise that shows traded volume (not profile like, but per level the last few secs. You know...) and works with Ninjatrader (not JS DOM though) ?

Thanks.

[NinjaTrader_ChristopherD]

Hello pjsmith,

The NinjaTrader 8 SuperDOM has a volume column that will allow you to see the number of contracts traded at each price level on the DOM. Would this meet your requirements or are you looking for something different?

• https://ninjatrader.com/support/help...heVolumeColumn

[pjsmith]

Hello pjsmith,

The NinjaTrader 8 SuperDOM has a volume column that will allow you to see the number of contracts traded at each price level on the DOM. Would this meet your requirements or are you looking for something different?

• https://ninjatrader.com/support/help...heVolumeColumn

Hi - Thanks for that, but unfortunately not. Whilst I do like/use the number of contracts traded at each level per session, what I also want is something that shows the volume traded per level, but only the last few seconds, or since it passed up and down through that price.

I attached an example. Total traded volume per level on the right, recent vol in the middle between the bid and ask. Make sense?

The superdom does not I believe offer what I need to trade.

[NinjaTrader_PatrickG]

This is not possible by default, but would be possible with custom NinjaScript.

If you'd like more information about how to make this yourself, you could start a new thread in the NinjaScript sub-forum or write into PlatformSupport[AT]NinjaTrader[DOT]com

Alternatively, if you'd like to learn more about vendors who could make this for you, write into the email address above.

If you decide to write in, make sure to provide a link to this thread in the body of the message.

[pjsmith]

This is not possible by default, but would be possible with custom NinjaScript.

If you'd like more information about how to make this yourself, you could start a new thread in the NinjaScript sub-forum or write into PlatformSupport[AT]NinjaTrader[DOT]com

Alternatively, if you'd like to learn more about vendors who could make this for you, write into the email address above.

If you decide to write in, make sure to provide a link to this thread in the body of the message.

OK, thanks. If anyone else knows of anything off the shelf, please let me know. I could write it myself (and did indeed already start about 6 months ago), but instead of burning my eyes out for a month coding something that already exists, I'd rather spend that time trading on something someone else has already debugged

[Johnny]

Hi, pjsmith,

Were you able to figure this out or find a solution to this?

Also, I would strongly urge Ninja to try and implement this.

Sierra Charts already have huge potential for customizing their DOM.

But there are NT users who are migrating or considering migrating to say Jigsaw because of their superior DOM. But the way I see it, these are fairly basic features that could be added to Ninja as well.

Thanks in advance.

[pjsmith]

Hi - I'll admit, I did not, at least, not within Ninja. I find ninjas dom pretty useless for the type of trading I do. I will use it for order entry, but I really can't infer anything from it and it jumps all over the place because of the self centring every 15 ticks or something, which you cannot get rid of nowadays without additional fees etc and other complications. I do hate it! I already own and am a long time JS user, but I had had my own issues with JS dom! I have in fact recently started using SC too. That dom can be made almost the same as JS dom (check YouTube for examples), and you can trade live as standard. I can also add my own indicators to it, something I cannot do with the JS dom, despite waiting for an API for years! I also took a look at my own code again, and started working on that, but it's slow as I'm too busy trading some new strategies. This message might get removed as we are talking about other items, but if NT are listening, that's good. They might realise this is an area they need to significantly improve for short term/order flow traders. Feel free to PM me.

btw - I also looked into the ninjascript option, adding the columns and coded it, but because in NT8, ninja removed the customisation update period, it is U/S. Too slow to be of use. (this is another feature I requested they restore, maybe a year or more ago).

[Johnny]

That's interesting, pjsmith.

Thank you for your response!

Generally, it seems like Ninja is very slow to both listen and implement changes and keeping up with the competition. This is in strong contrast to Sierra Charts which continuously updates their software.

If I'm not mistaken, the reason the SC DOM is so good/similar to Jigsaw is specifically because of user requests to add similar functionality.

I'd hate to leave Ninja (I'm a paying customer), but am considering SC now...

[NinjaTrader_PatrickG]

You could have a similar setup in NinjaTrader by using the Order Flow+ Volumetric bars set to your desired interval or amount of seconds. This wouldn't be directly integrated in the SuperDOM, but a SuperDOM could be placed next to this chart to achieve a similar result. An advantage to this is that you also can see the information historically. Here is an example:

https://www.screencast.com/t/zUdAEfHWqgK

We realize this is not exactly what you're asking for, however, I've submitted a feature request to the Development Team to implement what you're asking for. The tracking number is SFT-3486.

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

http://ninjatrader.com/support/helpGuides/nt8/en-us/?release_notes.htm

[Zeos6]

Hi,

I have also given up on the NT dome. Too many issues plus no ability to trade multiple accounts. Currently I use Rithmic's R Trader dome. Works quite well for my needs but may not be what you need. Have a look.

[Johnny]

You could have a similar setup in NinjaTrader by using the Order Flow+ Volumetric bars set to your desired interval or amount of seconds. This wouldn't be directly integrated in the SuperDOM, but a SuperDOM could be placed next to this chart to achieve a similar result. An advantage to this is that you also can see the information historically. Here is an example:

https://www.screencast.com/t/zUdAEfHWqgK

We realize this is not exactly what you're asking for, however, I've submitted a feature request to the Development Team to implement what you're asking for. The tracking number is SFT-3486.

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

http://ninjatrader.com/support/helpG...ease_notes.htm

Hi, Patrick,

Well, that's certainly an improvement from a naked DOM.

It would however be preferrable to have this information available in the DOM instead. There's also the matter of me currently leasing NT anually and not having a lifetime license. It's a pity the OF tools are not available for leasing customers.

Thanks for adding the feature request. If implemented - what's a reasonable timeline for something like this to be implemented?

As you can see on this thread, both me and others are finding DOMs on other software which is better and as a result some of us are considering these options instead.

Hopefully this is something you could implement fast. Jigsaw could be out of business really fast if you just added a few columns to your DOM. Your choice.

Regards.

Johnny

[NinjaTrader_Ray]

We will take a look at it. I think we can easily at minimum, add a property to the SuperDOM Volume column to allow you to show data not only for the current session but a user defined look back period, such last X seconds or minutes etc...

[Johnny]

We will take a look at it. I think we can easily at minimum, add a property to the SuperDOM Volume column to allow you to show data not only for the current session but a user defined look back period, such last X seconds or minutes etc...

That would be great!

[NinjaTrader_Ray]

I just came across this vendor who has developed some add on SuperDOM columns that I believe do what you all want plus a lot more.

https://www.quantsparktechnology.com/superdomseries/

[Johnny]

I just came across this vendor who has developed some add on SuperDOM columns that I believe do what you all want plus a lot more.

https://www.quantsparktechnology.com/superdomseries/

Hi, Ray,

Thanks. Looks great. In the meanwhile, I've gotten Jigsaw.

What would be really great is if you guys could implement the features from that vendor in NT8 directly. At least for those of us paying for a license. That way, we don't need to spend money on 3rd party vendors and potentially also risk performance issues (which seems to be related to 3rd party vendors/indicators whenever they arise).

I'd really wish to have as little software as possible running on my computers.

I know a lot of people over at futures.io migrated to Sierra Charts. Sierra seems to be very fast in implementing new stuff. They quickly adapted to the 'threat' from Jigsaw and can offer a similar DOM.

Personally, I tried Sierra, but didn't like the user interface. Too used to NT by now, so I am staying with NT for now.

Best regards.

Johnny