Order Flow Market Depth Map setting

[flybuzz]

Hi I just tried the Market Depth Map for the first time for Mes. I am not sure what's the good setting to put. I put 15 min and 100 levels and obviously doesn't look right. Am I supposed to look at it under 1 min time frame or less like the example? What's the max# of levels I can put? And it appears to be drawing the minute i turned it on, so it won't show data prior to that? Thanks.

[NinjaTrader_Marco]

Hello,

Thanks for writing in today.

The Order Flow Market Depth Map is a real time indicator, so it will begin plotting from the moment it is applied. It can take a few bar cycles to start seeming meaningful and to fully fill out the chart.

How many levels can be displayed will be limited by how many levels the data provider supplies. The settings would be up to your personal preferences to determine how you like to visualize the map best.

More information can be found below in our Help Guide article regarding this topic:

https://ninjatrader.com/support/helpGuides/nt8/?order_flow_market_depth_map.htm

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

[rene69851]

Can You adjust the market depth or it is a fixed number ?

[NinjaTrader_Jason]

Hello rene69851,

You can configure it using the "# of market depth levels" setting. However please note that it is limited by how many levels of market depth the broker/data feed connection provides. If the broker/data feed connection provides 20 levels of market depth, but you enter a value of 50, it will display 20 levels of market depth. More information on the Order Flow Market Depth Map indicator can be found at the link below.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_market_depth_map.htm

[tidicofx]

Hello,

Thanks for writing in today.

The Order Flow Market Depth Map is a real time indicator, so it will begin plotting from the moment it is applied. It can take a few bar cycles to start seeming meaningful and to fully fill out the chart.

How many levels can be displayed will be limited by how many levels the data provider supplies. The settings would be up to your personal preferences to determine how you like to visualize the map best.

More information can be found below in our Help Guide article regarding this topic:

https://ninjatrader.com/support/helpGuides/nt8/?order_flow_market_depth_map.htm

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

Hello
I have subscribed with NinjaTrader to get access to futures DOM, how I can check how many levels of DOM I can see in real time? in Level II window the number works up to 10 for 6E MAR24 (euro futures), does it mean we have access to only 10 levels not more? my goal is to use those data inside my indicator, how can I check how many levels are available?

[NinjaTrader_Jason]

Hello tidicofx,

Can you please right click in the Level II window and select Properties. Set one of 'Number of price levels' settings to 100 and click OK. Check how many levels of market depth you receive.

[abandonedBaby]

Not sure if this was resolved, I have a Ninja brokerage account and am using Ninja level II data. When I'm in Use multi-providermode and connect to my Ninja Brokerage account I'm able to see many levels i've tested up to 600. When I turn Multi-Provider off and sign in using my Ninja brokerage account my level II seems limited to 30.

[NinjaTrader_Jason]

Hello abandonedBaby,

This is as expected. When you connect to your NinjaTrader brokerage account through "NinjaTrader Continuum", you will receive more levels of market depth data for certain instruments than when you connect to the "Live" connection.

[abandonedBaby]

Expected? I was looking at using the Live connection as the Total balance is more up to date, when I'm connected to the Continuum the commisions and PnL or correct but the Net Liquidation column isn't accurate until after 5 min. Is there something I'm missing?

[NinjaTrader_Jason]

Could it be you run NinjaTrader Desktop for multiple days? If you restart NinjaTrader Desktop, do you see information as expected in the Control Center-->Accounts-tab?

[abandonedBaby]

Could it be you run NinjaTrader Desktop for multiple days? If you restart NinjaTrader Desktop, do you see information as expected in the Control Center-->Accounts-tab?

No, i had just restarted it. I guess my question is why would there be a difference? Is this something that might change in the future? I even noticed that when using my ninja account to trade on the web it's limited to 30.

[flybuzz]

No, i had just restarted it. I guess my question is why would there be a difference? Is this something that might change in the future? I even noticed that when using my ninja account to trade on the web it's limited to 30.

I may be partially able to answer this, I noticed the same issue many years ago. Part of the problem is the feed itself, continuum is a "cheaper feed" compares to dxfeed or Rithmic. They are cheaper for a reason. It's just an emulation, even order flow numbers does not look as good as other more expensive ones. Also there's a difference between mes vs ES. I find ES feed is more clear and more levels under bookmap. Don't use microfeed for levels. This is just how I feel, may not even be correct but hopefully answers some questions.

[NinjaTrader_Jason]

No, i had just restarted it. I guess my question is why would there be a difference? Is this something that might change in the future? I even noticed that when using my ninja account to trade on the web it's limited to 30.

The Live connection connects through Tradovate, while the Continuum connection connects through CQG. They are different connections.

When you use NinjaTrader Web, you connect through Tradovate.

You can send us any feature request at the link below.

Feature request

https://support.ninjatrader.com/s/feature-request