DOM Issue

[imparooo]

Hello everyone
I have some questions regarding my DOM view, here attached for the ES.

1) the left column seems is the volume transacted. To what time period does it typically refer to? Beginning of session?

2) do the Bid/Ask orders reflect the resting orders? in ES it is showing 2689 bids total and 2419 ask total. Am I seeing them all, or just a partial view?

3) how do I see on the DOM the quantities that have been transacted for the day at each price point?

I use CQG for datafeed from AMP Futures. My suspicion is that I am not seeing everything on this DOM, and I would like instead to be able to.

I hope anyone can help me.

Thanks

 

[coys997]

Hello everyone
I have some questions regarding my DOM view, here attached for the ES.

1) the left column seems is the volume transacted. To what time period does it typically refer to? Beginning of session?

2) do the Bid/Ask orders reflect the resting orders? in ES it is showing 2689 bids total and 2419 ask total. Am I seeing them all, or just a partial view?

3) how do I see on the DOM the quantities that have been transacted for the day at each price point?

I use CQG for datafeed from AMP Futures. My suspicion is that I am not seeing everything on this DOM, and I would like instead to be able to.

I hope anyone can help me.

Thanks

1. The DOM settings can be set for RTH only or everything. If you don't have RTH only selected, it will be everything since market reopened for the new day. This is in DOM settings > Volume > RTH Data Only.
2. Bid/Ask are resting orders, yeah. The totals at the bottom are only for the rows you are calculating. There should be a setting in the DOM settings for this as well.
3. I think you have this already with the Volume. If you want the delta volume, you can select that as an additional column in the DOM.
4. CQG provides a good amount of data, but not as much as Rithmic from a DOM perspective. I think CQG only goes back like 250 rows at a time where as I haven't found a limit with Rithmic. Rows are like the first option under DOM Settings > General.

Definitely check out their guide on the DOM in here: https://www.motivewave.com/guides/MotiveWave_Volume_Analysis.pdf