Orderflow Market Depth - Can Realtime Values update on each tick?

[gaz0001]

Can these realtime values update on each tick?

Price is chewing through them, and they seem to update only every 1min.

Thanks

[NinjaTrader_ChrisL]

Hello, thanks for writing in. This indicator does update OnEachTick by default. Please test a blank chart using only the market depth map indicator. If you get faster updates on a chart like this, there may be many chart objects on the other chart that are causing a delay in rendering.

[gaz0001]

Hello, thanks for writing in. This indicator does update OnEachTick by default. Please test a blank chart using only the market depth map indicator. If you get faster updates on a chart like this, there may be many chart objects on the other chart that are causing a delay in rendering.

Hi,

This is a fresh chart.
I am expecting the realtime number to be 'Chewed Through', similar to how i watch orders being chewed through on the L2.

[NinjaTrader_ChrisL]

Hello Gaz, thanks for the follow up. You can set up a chart to replicate my screenshot and display the bid/ask prices The volume depth levels that the bid/ask price are touching will follow closely the Bid/Ask information in Chart Trader. There are contracts being constantly added and subtracted from the current market price level so this data is coming in as expected.

[gaz0001]

Hello Gaz, thanks for the follow up. You can set up a chart to replicate my screenshot and display the bid/ask prices The volume depth levels that the bid/ask price are touching will follow closely the Bid/Ask information in Chart Trader. There are contracts being constantly added and subtracted from the current market price level so this data is coming in as expected.

Hi Chris,

I setup as you recommended and i can see that its working great. Effectively the resolution of the Realtime value is updated almost in real time as per the Level 2.

Im not sure why the original method (not using 1second) does not do that, since its set to update per tick.

My current config, is that i trade using MES, but i have ES chart 1 min data which is attached to the Orderflow indicator. (So i get the 1000 levels). - pic attached

So, if i wanted to have this better Orderflow resolution plotted to my chart, i tried to create the 1 Second ES and attach that to the indicator. However, it makes my candles go nuts. (Pic attached).

What the best technique to get this rapid orderflow realtime data onto the MES chart?


This is my regular setup


This is my attempt at attaching the 1sec resolution to the order flow indicator, and my candles went nuts.



For those that are following the thread, this is the comparison between L2, OF with 1m selected, and OF with 1sec selected.

[NinjaTrader_ChrisL]

Hi, There are no other configuration options for the market depth map indicator except for the option to run it OnEachTick, which it will be set to by default. This indicator is similar to this example which is open source so you can review the source code for generating a price ladder in an indicator similar to the SuperDOM:

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