Why don't the DOM and Orderflow Market Data Map match?

[zundradaniel]

I would expect these to match 1:1. But maybe there is some aggregation on the market data map that I'm not aware of? I've highlighted the most obvious example.

[NinjaTrader_Eduardo]

Hello zundradaniel,

Thank you for your post.
The 'Realtime Depth' Display Mode will show the real-time Order Flow Market Depth Map values of the currently forming bar. This will display the largest depth that was received at that price level within the most recent bar's 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.

Please let us know if we may be of any further assistance.

[zundradaniel]

Awesome thanks for the explanation Eduardo.

[zundradaniel]

NinjaTrader_Eduardo I set my chart up with a 1 tick data series to test this out and have a follow up question. Is there a way to add a hidden data series to a chart? I don't think so, but thought I'd ask.

As a side note, when testing this it occurred to me that a chart setup this way is pretty much bookmap

[NinjaTrader_Eduardo]

zundradaniel ,

We do support hidden data series.
Please visit the link below to our YouTube channel for a demonstration of how to configure a hidden data series:

• (YouTube) How to Plot Indicators on Hidden Data Series in NinjaTrader
  

[zundradaniel]

Awesome, thank you!

[zundradaniel]

NinjaTrader_Eduardo I actually already knew about the method mentioned in the video. I was hoping for something that was completely disregarded by the chart rendering. The issue with the set everything to transparent method is since I'm using a finer granularity timeframe as the hidden data series, it draws bars more frequently than the primary data series. The result is it visually spreads out the primary data series bars (even if everything is transparent, the chart rendering still draws invisible candles).

As a feature request, it would be nice to have a "visibility" checkbox like indicators to completely skip rendering so indicators can analyze the raw data. Another work around that may be easier would be to allow "calculate on tick" similar to other indicators. The former would be more flexible and globally applicable. The latter would be a nice to have if the former is impractical. I would think the reason for not allowing this today is due to performance considerations, but if a user has the capacity I feel like it would be highly appreciated.


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[NinjaTrader_Eduardo]

Hello zundradaniel,

Thank you for your reply.
You may be able to resolve the spacing issues by disabling 'Equidistant Bar Spacing'.

• To do so, right-click on your chart and select 'Properties'. Disable this option, which is listed under the 'General' section of the properties window, and press 'OK'.

You may also want to make sure that you have the correct Data Series set as the "Primary" data series.
Equidistant Bar Spacing with Multiple Data Series

• When adding two or more Data Series to a chart, the bar spacing will be determined by the "Primary" data series, which is typically the first series added to the chart.

Configuring Which Data Series is Primary

• You can optionally re-configure another series to be "Primary" by right-clicking on the chart bars and selecting "Set as Primary".

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

[zundradaniel]

Hi NinjaTrader_Eduardo the behavior you're describing isn't what I'm seeing. I've created a short video demonstrating this behavior https://www.youtube.com/watch?v=gPCeCpO6pgs

Thanks again for your help here.

[NinjaTrader_Eduardo]

Hello zundradaniel,

Thank you for your reply.
I didn't see whether you had disabled 'Equidistant Bar Spacing' on your chart, in the video you posted.

Equidistant Bar Spacing is a chart property that determines whether bars are plotted with an equal distance from each other or plotted on a horizontal axis with even time spacing. This would include your hidden data series. Disabling this property would plot your bars on a fixed x-axis timeline, on which every inch along the axis represents an equal amount of time. On time based charts, you would see bars form regularly according to your time interval. The visible bars would be spaced evenly in this case, despite having hidden tick bars.

I am referencing the "Working with Multiple Data Series" article from our Help Guide, which may clarify what you are seeing on your charts:

• NinjaTrader 8 Help Guide: Operations > Charts > Working with Multiple Data Series

If this doesn't resolve your issue, you may open a case with our Platform Support team for further assistance.

To do so, please email us at Support [AT] NinjaTrader [DOT] com. In your message, please include a link to this forum thread and a brief message: 'ATTN Eduardo'.
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