orderflow market depth map

[bebbus]

hello, how come the depth market values are different from jigsaw or other book tools?

https://clip2net.com/s/47gWJxU

https://clip2net.com/s/47gWMGE

https://clip2net.com/s/47gX9ey

version of NinjaTrader 8 are ninjatrader 8.0.21.1 64bit


connected to ninjatrader continuum

[NinjaTrader_Marco]

Hello,

Thanks for your post.

The Market Depth Map indicator is not meant to display in real-time exactly as the SuperDOM does. The Market Depth Map real time display tracks the highest depth received at that price level within that bar. So it does update constantly, but it only changes if there is a new high or a new bar. Since these are based on candlestick bars and not the SuperDOM or Jigsaw Dom, the results can be different from these tools.

You can read more about the Order Flow Market Depth Map indicator here:

https://ninjatrader.com/support/help..._depth_map.htm

Please let me know if I may be of further assistance.

[soulfx]

I have been taking a look at this map indicator on a 30second chart of the ES
After letting it run for a while and i have read over the help page can you clarify or confirm the following :

Currently only 10 levels are available on the ask or bid ie 20 total. Is this for ninjatrader cqg feed ? doesnt rithmic already offer more levels for some contracts ie CL ?
will i only see updates to 10 above or below the current last price on the realtime (at right edge) and the historical area which is updating for the current bar ?
So if there was a resistance are above say 15 ticks away from last or 15 ticks below last - i would not see any update on the historical (for current bar) area or on the right side real time ?
I would only see updates to certain price levels as price got close to those areas ie within 10 ticks?

I have looked at bookmap previously and just trying to assess the value and operation of this tool

thanks

[NinjaTrader_Melissa]

Hello,

Thank you for the reply.

Rithmic also only provides 10 levels of market depth on either side.

As my colleague mentioned, the Market Depth Map does not base its calculations on depth levels like a dom would. It will track the highest and lowest depth for a specific bar on your chart rather than the raw depth data, so the results may vary depending on how you have your chart configured.

Please let us know if you have any further questions.

[NinjaTrader_Melissa]

Hello,

Thanks for your patience.

I do need to make a correction on my previous note.

Rithmic does provide more level 2 data, but the indicator itself is hard-coded to only show 10 levels despite what Rithmic provides.

I would be happy to submit your request to our development team to potentially include more levels of depth in future releases of the platform if that would be useful for you.

I look forward to being of further assistance.

[hamzaxxx]

Hi, yes pls submit the request. many would like to have more than 10 levels for sure. also if its possible to have it updated in real time instead of each new bar that would be amazing, or just let us be able to plot 2 different data series in the same chart that way i can put a 1 tick depth of market on the background of a 100tc/5m chart. thanks