The idea behind this simple tool for Sierra Chart is to keep a record of the size of the DOM on the chart.
Please refer to picture below.
Additional information: what is used is a snapshot of the DOM taken at each tick.
This is experimental. I wanted to test the feasibility (it works!).
After improvement, it might be used to better identify moments where liquidity significantly decreases.
For this to work, you need a data feed with DOM information and SC DOM shall be open.
It only works in real-time.