Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

jeffersondaarcy

Custom-coded DOM Columns

Recommended Posts

Does anyone know of any software providers that allow its users to add custom columns to the DOM? For example, you'd still have your basic columns (ask size, Price, prints, bid size, Volume-at-price, position), but you could also add in your own coded columns. For example:

 

-A user-enabled volume at price column (would allow user to "clear" the volume when he wishes so he has a blank slate for when price retests a level)

 

-Number of trades at each price above (blank size) for those that still track trade size

 

-Some sort of orderbook analyzer such as the difference between the ask size when first arrived at the level minus the current ask size, divided by buy vol@price

 

Dont read anything into the examples, they were just what popped into my head first. I just wanted to give a visual. I'm just looking for something that actually gives the trader more control. My eyes get tired having to dart back-and-forth between a DOM and other market statistics/orderbook statistics in different windows.

 

Somewhat related note that just popped into my head: Anyone ever give any thought to replacing the ask size quantity in the orderbook with a horizontal bar representation? For example, the horizontal bar of an ask with 1,000 contracts would be half the size of an ask of 2000 contracts. The column to the right of the ask size would be the standard horizontal bar of volume at price... or something like that. Doubt this would be up my ally, but might be for the more visually inclined.

Share this post


Link to post
Share on other sites

The trouble is IB data is pretty much useless for that type of work :( It's absolutely fine for most 'regular' charting but the volumes they quote are aggregated/coalesced and bear little relationship to actual trades. They don't even report all volume at the correct price (though it does get reported). I am not sure what they quote for bid ask 200ms snapshots (at best) is my guess. As I said fine for most charting type apps but not for the sort of analytics you are after JD.

Share this post


Link to post
Share on other sites
I use DTN, so Im hoping to use Tams' as a template/something to work off of. Haven't had a chance to mess around with it yet though. If I can get something working, I'll post it.

 

Yeah the spreadsheet should be a good template if you can get the data in, please do post it if you get it going.

Share this post


Link to post
Share on other sites

It looks like I'm not going to be able to get to this as soon as I was hoping. Had to bump it down the "priority" list a couple notches. I'll definitely throw it up though if I can get it working. I'll keep you guys posted no matter the outcome though.

Share this post


Link to post
Share on other sites

Hey Guys,

I messed around with this today, but couldn't figure out how to get market depth (I can get best bid and best offer) so I called DTN. The guy I talked to had no clue if DTN provides market depth or not as a DDE. He said as far as their DDE info goes, there is a one-page sample file and that is the extent of their information/support for users. Unfortunately, the one-pager is pretty bare bones. I looked through the DTN message boards and didnt come across anything of value either. So... I got nothing. Anyways, just wanted to let you guys know how this panned out.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • Date : 20th February 2020. Yen tumble continues - 20th FebruaryThe Yen has continued to tumble, and is showing a near 2% decline against the Dollar from yesterday’s opening levels.USDJPY printed a 10-month high at 112.10, just 28 pips away from its 10-month high, and EURJPY posted a 2-week high, at 121.00.There have been reports over the last day of major fund managers cutting yen longs, including against short regional Asian currency hedge positions, though most Asian currencies came under fairly heavy pressure today amid concerns about the coronavirus outbreak spreading regionally at an increased rate. There has also been talk of Japanese funds buying US Treasuries. While China reported a large drop in new coronavirus cases, just as the PBoC delivered an expected rate cut, South Korea and Japan reported increases in new cases.This news led to a mixed performance among Asian equity markets, with China outperforming while other benchmark indices sputtered. Trying to call the point of peak contagion, and thereby the peak of economic disruption, is tough, though the consensus seems to be that it will happen in March or April, aided by the arrival of warmer weather in the northern hemisphere (although scientists aren’t exactly sure if warm weather will have the same quelling effect as it does on flu and cold viruses).Japan’s Q4 GDP data, released on Monday, disappointed, showing a 1.6% q/q contraction versus the median forecast for -0.9%. Q3 data were also revised down, and the figures came amid expectations for a dismal current quarter performance given the impact of measures to contain the virus outbreak.There is a risk that USDJPY might sharply reverse gains should risk appetite in global markets deteriorate and sustain. Intraday meanwhile, momentum indicators continue their positive configuration, suggesting that despite the fact that the asset reached overbought territory there is still room to the upside. Stochastics slopes into overbought area and MACD extends above signal line suggesting strengthening of positive bias, whilst ATR posted a 16 pips move. Some correction could be seen ahead of US session, with immediate Support at 112.00 and 111.58 (yesterday’s peak), however the overall outlook remains positive. Resistance sits at 2019 peak , i.e. 112.38 and at 112.66 (R2 of the day).Always trade with strict risk management. Your capital is the single most important aspect of your trading business.Please note that times displayed based on local time zone and are from time of writing this report.Click HERE to access the full HotForex Economic calendar.Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding on how markets work. Click HERE to register for FREE!Click HERE to READ more Market news. Andria Pichidi Market Analyst HotForex Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in FX and CFDs products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • Many traders are not so satisfied with IC Markets lately. It seems they have a lot of issues.
    • Potential GBP/USD long
    • White post on white forum paper $Value: Higher than 75
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.