SDK questions — DOM depth, trade aggressor, Volume Profile access, DOM history

[sukhibadal]

Hi all,

Building an order flow / footprint system against the MW SDK (Java).
Brian from support suggested I post these SDK questions here.
Four specific items I can't resolve from the docs:


1. DOM depth cap
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Calling DOMSnapshot.getBidPrices() / getBidSizes() / getAskPrices()
/ getAskSizes() — is there an MW-side cap on array length, or does
MW return whatever depth the underlying feed publishes?
On Rithmic / CQG (CME futures) — typical real depth I should expect?


2. Trade aggressor flag
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On TradeSaleData / TradeData, is the exchange-reported aggressor
side (buy-initiated vs sell-initiated) exposed as a field?
Or do I derive it from the bid/ask snapshot at trade time?
If derived — how close in time does the snapshot need to be for
the classification to be reliable?


3. Volume Profile data access
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Is there an SDK path to read MW's native Volume Profile values
(POC, VAH, VAL, per-price volume bins) for a given session or
visible range?
Currently rebuilding VP from bar OHLCV, but MW's built-in study
with proper session/range handling would be far more accurate.


4. DOM history / heatmap
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Instrument.getLatestDOMHistory() returns only the most recent
snapshot. Any way to retrieve a time-series of DOM snapshots
(e.g. last N minutes of bid/ask depth changes) so I can
reconstruct heatmap-style visualisation?
Or must I subscribe and record history myself?


Appreciate any pointers — these answers shape where we focus effort
next. Happy to share results back to the forum once we have something
working.

Cheers,
Sukhbir