Volume in the DOM

[heyligerb]

IT would be nice to see the traded volume in the DOM.

[NinjaTrader_Jason]

Hello heyligerb,

Could you please clarify your suggestion; are you referring to total volume of the current day?

The SuperDOM does display the last traded size in parenthesis in the last traded price cell in the price column.

[heyligerb]

Sorry for the ambiguity...

I meant like other matrix's use. For instance TradeStation shows on its matrix the number of contracts that traded at each price level. This is very helpful to me during the day for identifying support/res.

Brian

[NinjaTrader_Jason]

Hello Brian,

No worries, thank you for the clarification.

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[JS999]

Hello Brian,

No worries, thank you for the clarification.

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

I agree. This would be a VERY useful feature for seeing support and resistance areas right on the DOM. Even better would be the ability to show the volume traded at each price as a horizontal bar, effectively giving you the option to show a histogram of volume traded at price just to the right of the price ladder. Other programs have something like this already, so please consider it as a priority feature request once NT7 is fully rolled out.

[NinjaTrader_Jason]

Hello JS999,

I will forward your suggestion to our development team as well and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[velocity]

I too would like to see this.

[seanhughes16]

Histogram on DOM

I would like to see this feature as well.

[GoldStandard]

me too

I would also really like to see this feature - especially I would like to see the number of contracts that get traded at a price as well as the totals.

[rangerdoc]

Same here. I find a volume histogram on the DOM to very useful.

[cunparis]

me too. I was just reading about x-trader and it sounds very cool and now I'm bummed to hear that Ninja doesn't have the total contracts traded at each price on the DOM.

[NinjaTrader_Jason]

Hello all,

I have forwarded all votes to our development team regarding this suggestion.

Thank you all for your feedback.

[heyligerb]

XTrader can even tell you how many contracts need to trade infront of you in the queue before you get a fill. That is a very nice feature as well. But I think your broker would have to support that as well.

[aviat72]

There is an approximate way of doing it.

Suppose there are 1000 contracts at the price level you are entering.
When you send your order you are going to be at:
(1000 +
newOrdersQueuedBeforeYourOrderReached - oldOrdersDeQueuedBeforeYourOrderReached)

The next update on the size at your order level, after your order is acknowledged, gives you an UpperBound. So if the newSize = 1050, your order priority is guaranteed to be less than equal to 1050 (lower number being higher priority)

As the size updates, your position is bounded by MIN(newSize, currentPriority) i.e. it can only move down (higher in the priority list).

Once price reaches your target and orders execute, your priority keeps jumping up. The order SHOULD execute before the upper bound number of trade happen at that price. If it does not, then your broker is not the most efficient when it comes to the exchanges order handling queue (they might be storing orders on their servers, doing cancel/updates etc. which is lowering your execution priority).

[jppwt]

How about like TS Matrix

TS is a crappy product, but their DOM (Matrix) is pretty good. It is static. It is expandable, It shows P/L at each price point while in the trade. It shows a histogram of volume at each price point. It has many features I'd like to see in NT (maybe 7?).