Order Flow Market Depth Map

[pman777]

Two questions on the Order Flow Market Depth Map indicator.

First, why is it not showing all of the levels my data provider is transmitting? I'm running this for CL and I know I have over 400 depth levels but only 20 are being displayed on the chart.

Second, when I compare the depth profile from this indicator to the values in the SuperDom, they are out of synch ... sometimes significantly. Any insight?

thanks

[pman777]

To further illustrate question # 2 above, please see attached diagram. You will see that a 3rd party dept of market indicator shows the exact values as the SuperDom, but the Order Flow Market Depth Map indicator has several significant discrepancies. I would gather from this that the synch issue is not a technical delay or data issue.

[NinjaTrader_Jim]

Hello pman777,

Thanks for your post.

Please note the following quote from the help guide regarding MarketDepthMap:

Order Flow Market Depth Map now also supports showing Realtime Depth (Display mode Realtime and Historical Depth chosen below, default mode now with R16 and higher).

Realtime Depth means it displays the realtime Order Flow Market Depth Map values of the currently forming bar. So this will display the largest depth that was received at that price level within the most recent bars time frame. To more closely match the SuperDOM or Level II window you would need to run the Order Flow Market Depth Map on a 1 tick data series.

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_market_depth_map.htm#Overview

Additionally, keep in mind that charts update visually on a 250ms interval so it will not update as frequently as the SuperDOM.

Testing Market Depth Map on a single tick data series gives similar results to the NT8 conversion of the EdsLevel2 indicator from the User App Share.

Please let me know if you have any additional questions.