The numbers between DOM and market depth do not match

[Photon66]

Hi,
Is there any correspondence between the number shown on the DOM and the numbers shown on the market depth? I thought they would be the same but when I took a screenshot from both, the numbers do not match up. The screenshot is attached. Thank you.

[NinjaTrader_Manfred]

Hello Photon66,

Thank you very much for your post.

The SuperDOM and Market Depth will show slightly different data, this is expected and is caused by where this data comes from.

The SuperDOM is a real-time display of currently active orders, whereas the Market Depth, shows the highest volume of orders that occurred during this candle.

E.g. if the SuperDOM shows 80 and the Market Depth 120, it means that during the current candle, the maximum amount of available contracts at this price point was 120, while 80 are currently available.

The only time the Market Depth and SuperDOM would be identical, is if the chart itself is set to a 1-tick resolution. This would then chart new market depth with each tick, akin to how the SuperDOM does this.

Please note; While this is the default setting of the Market Depth, it's also possible to disable the historical data therein. By setting it to realtime data only, it would then chart the same information as shown in the SuperDOM:



I used the Micro-Silver in this case, as this instrument has low volume and makes it easy to see the identical values.

On a fast-moving instrument, it might still show a minimal offset, as the Chart updates every 250 ms (1/4th of a second), whereas the SuperDOM updates more often at 100 ms (1/10th of a second). Internally, however, the values would then be identical.

Should you have any further questions in this regard, please don't hesitate to let me know!

[Photon66]

Hi Manfred, Got it. Thank you very much for the explanation.