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Last Cumulative Volume Column for NinjaTrader SuperDOM
So I'm between jobs right now, and I've been doing some scalping using demo accounts. I've noticed that the NinjaTrader DOM is missing some pretty important information. I guess most people usually get this through other tools, but they don't have a demo available.
Anyways, I'm talking about cumulative volume totals. The normal DOM lets you see how many bids or asks are at a specific price level. However, those numbers are changing all the time, and so it's hard to tell when orders were actually executed. This is especially true for something like an iceberg order where lots of shares may have traded, but the number of bids/asks at that price stay the same because the fill triggers a new order to take its place.
NinjaTrader does have a cumulative volume column, but it shows the total volume executed at that price for the entire day. We need to see the volume separated by bid/ask, and only how much has executed since it started printing at that price. In other words, when it starts printing at a new price, the field for that price level gets reset to 0.
So I'm a pretty good C# programmer, and honestly it wasn't too hard to re-purpose their volume column into what I wanted. Here's what it looks like:
Any ideas on where I should take it from here? I'm willing to share it, but I'm having trouble finding guidelines for how to do that with the forum's downloads section and so forth.
Ahh, can I only upload things if I'm an elite member?
I'm totally open to making changes or new columns of a similar nature. Could you please give me a more detailed explanation? I'm not sure I understand how this is different from what I'm already doing.
Perhaps the feature is locked out until I've made a sufficient number of posts. It seems that way for private messages. I'll keep checking, and upload if I can.
Hi there, I've been lookng for something very similar? Was wondering if you have made any progress? Another idea is to track if orders are being added and removed from the bid and offer...
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