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Ninja Trader Custom Order Book - 1LDom - Source Code
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Ninja Trader Custom Order Book - 1LDom - Source Code

  #131 (permalink)
 Vendor: the1lottrader.com 
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ok well, I notice you have removed the SS1 column which renders your DOM practically useless and yet you are concerned with scroll bars and having to use the Ctrl key. Interesting.

If anyone wants a scroll bar then feel free to download it. I will not be incorporating, as I am not in the habit of reinventing the wheel.

Cheers
1Lot

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  #132 (permalink)
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1LotTrader View Post
ok well, I notice you have removed the SS1 column which renders your DOM practically useless and yet you are concerned with scroll bars and having to use the Ctrl key. Interesting.

If anyone wants a scroll bar then feel free to download it. I will not be incorporating, as I am not in the habit of reinventing the wheel.

Cheers
1Lot

Yes sorry im not using it as you intend to

I watch tape, this lets me make a little more sense of the tape

I can see were the volume is and where people are most activity buying or selling (levels of interest)

I can completely understand your concept but i have been trading the way i have for a few years now, so why reinvent the wheel

Just sharpen your tools

I can see your other boxes in my head (well what I need to see any ways)

Sorry if i have offended the use of your DOM

I’m not bothered about the scroll, just though you might have liked the idea and used the code

" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
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  #133 (permalink)
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What i like is valuable feedback, if you see the thread you will see I do not like this fiddling around with software for the sake of it. Someone has already mentioned a scroll bar, I have mentioned the functionality is already in place and in fact better if you can learn to break a habit.

DOM traders need to learn to use there keyboards in any case, it is a given, the CTRL key is not an extra step that increases time. However, having to take the pointer down to the scroll button as opposed to being able to scroll from any point on the vertical axis is.

So I am quickly growing tired of this conversation. Adding things of no value is not something that gets me very excited. If you have been watching tape for many years and have something that can bring some value and is not already accounted for then please share.

This I always have an ear open for. Not adding scroll bars because "i like the look of it" or "I don't want to press the Ctrl" key. That type of thing just gets my back up.

In any case there is no offense taken, as I have said I am fairly blunt and call a spade a spade. Bring something adding some vaue some debate, maybe you show me something in a new light from the tape, I am always ready to listen.

1Lot

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  #134 (permalink)
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1LotTrader View Post
What i like is valuable feedback, if you see the thread you will see I do not like this fiddling around with software for the sake of it. Someone has already mentioned a scroll bar, I have mentioned the functionality is already in place and in fact better if you can learn to break a habit.

DOM traders need to learn to use there keyboards in any case, it is a given, the CTRL key is not an extra step that increases time. However, having to take the pointer down to the scroll button as opposed to being able to scroll from any point on the vertical axis is.

So I am quickly growing tired of this conversation. Adding things of no value is not something that gets me very excited. If you have been watching tape for many years and have something that can bring some value and is not already accounted for then please share.

This I always have an ear open for. Not adding scroll bars because "i like the look of it" or "I don't want to press the Ctrl" key. That type of thing just gets my back up.

In any case there is no offense taken, as I have said I am fairly blunt and call a spade a spade. Bring something adding some vaue some debate, maybe you show me something in a new light from the tape, I am always ready to listen.

1Lot

Speed

speed of the tape

one of the best things to understand when tape reading

" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
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  #135 (permalink)
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Ninja have confirmed the issue in OnMarketDepth with the erroneous depth of book for Bid/Asks in the Russell and are looking into it.

If it's something that will take a period of time to fix then I will add a parameter that will allow people experiencing the problem to artificially limit the book to the correct figure for now.

First I will wait to hear further communication from them.

1Lot

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  #136 (permalink)
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1LotTrader View Post
Ninja have confirmed the issue in OnMarketDepth with the erroneous depth of book for Bid/Asks in the Russell and are looking into it.

If it's something that will take a period of time to fix then I will add a parameter that will allow people experiencing the problem to artificially limit the book to the correct figure for now.

First I will wait to hear further communication from them.

1Lot

@1LotTrader,

are you saying that bid and ask numbers are wrong, or that there're too many rows showing for the russell?

as far as I know the ice is showing full market depth. that means the whole level II is visible, no limitations full transparency.

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  #137 (permalink)
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Silvester17 View Post
@1LotTrader,

are you saying that bid and ask numbers are wrong, or that there're too many rows showing for the russell?

as far as I know the ice is showing full market depth. that means the whole level II is visible, no limitations full transparency.

No the numbers are all fine and other markets are no problem. There seems to be a particular issue with the Russell where instead of showing 10 bids and 10 asks, it is showing 137 bids and 137 asks. The first 10 bids/10 asks are correct but all the rest is just garbage, I don't know what it is but it's being supplied by OnMarketDepth. All other markets to my knowledge are 100% or no reports of this.

In any case it is not something that impacts any existing figures it is just an issue of phantoms again, where there is extra depth showing that should not exist.

ICE is correct and there should be no limitations on depth, the depth on the DOM should show what is available from the exchange. It is just in the Russell case it is actually showing more than that

It is also feed specific and at this point is only evident on the CQG/Amp and TT feeds but not IQ or IB.

It is very noticeable so unless you see a huge pile of junk on a DOM in one of your markets then it is likely not something you need to worry about.

1Lot

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  #138 (permalink)
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1LotTrader View Post
No the numbers are all fine and other markets are no problem. There seems to be a particular issue with the Russell where instead of showing 10 bids and 10 asks, it is showing 137 bids and 137 asks. The first 10 bids/10 asks are correct but all the rest is just garbage, I don't know what it is but it's being supplied by OnMarketDepth. All other markets to my knowledge are 100% or no reports of this.

In any case it is not something that impacts any existing figures it is just an issue of phantoms again, where there is extra depth showing that should not exist.

ICE is correct and there should be no limitations on depth, the depth on the DOM should show what is available from the exchange. It is just in the Russell case it is actually showing more than that

It is also feed specific and at this point is only evident on the CQG/Amp and TT feeds but not IQ or IB.

It is very noticeable so unless you see a huge pile of junk on a DOM in one of your markets then it is likely not something you need to worry about.

1Lot

not sure if we're talking about the same thing.

here's level II for tf:

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and here's level II for es:

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es is limited to 10 rows, as tf has no limitations, showing all available bids and asks.

what's being displayed on your dom is a different story, but for level II I do believe the data is accurate.

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  #139 (permalink)
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@1LotTrader, I would like to make a small request if it does not require too much of your time to accommodate. I would like to view the dom with the price column first and then the bid and ask columns side by side instead of with the constant price column in between the bid and ask columns. I am hoping this will require a minor change in the code to accomplish.

I am willing to edit the file myself but unfortunately I am not knowledgeable enough in regards to coding to interpret the code on my own to make the change I am requesting.

Thank you for sharing time and efforts. This is a great tool.

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  #140 (permalink)
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Silvester17 View Post
not sure if we're talking about the same thing.

here's level II for tf:

and here's level II for es:


es is limited to 10 rows, as tf has no limitations, showing all available bids and asks.

what's being displayed on your dom is a different story, but for level II I do believe the data is accurate.

ok well this solves the mystery and means there is in fact no issue what so ever.

I am unfamiliar with the Russell market and so was not aware that it had such a strange looking depth of book, nor was I aware you can increase Ninja level 2 app through settings. When I contacted Bertrand he confirmed it as a problem since IQFeed was only coming through with 10 and CQG/Amp and TT were coming through with what I reported 100+ (that I guess must be another issue on it's own but not one I wish to deal with).

Obviously 100+ is not an error and is in fact the depth of book. I have checked through the DOM in relation to the extended Ninja level 2 app and it is in fact the same. So I think we can disregard this completely as it looks to be a non-issue.

Thanks for pointing that out @Silvester17.

Cheers
1Lot

* Note * - some figures vary slightly in screenshot but it is just differing screen refresh rates on the two as I snapped it, they are in fact the same on live so do not worry about that.

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Last edited by 1LotTrader; October 25th, 2012 at 02:36 PM.
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