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Market Depth Map
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Market Depth Map
I was hoping someone could shed some light on the Market Depth Map. Does it plot the book in the same fashion as Bookmaps heatmap? If I subscribe to a good data feed for futures will I be able to see the entire book or am I limited to the 10 bids/asks I currently see on the SuperDOM? If so, I would also be looking for a recommendation for Futures data as well. CheersTags: None
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Here is a link with more information about the Order Flow Market Depth Map indicator:The amount of market depth available will be controlled by your data feed. 10 levels on either side is relatively standard, but some feeds (Rithmic, for example) may be able to provide more levels of market depth. If you're connecting with a live brokerage account, I'd recommend reaching out to your broker to find out more regarding your options for more levels of market depth.
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