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Any NT scripts or tools that display a better DOM w/Level II?
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Any NT scripts or tools that display a better DOM w/Level II?

  #1 (permalink)
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Any NT scripts or tools that display a better DOM w/Level II?

I am wondering if anyone knows of any tools that may be out there for NT that display a bit more of a user-friendly DOM for NT with Bid/Ask levels on it.

But the additional thing I would like to be able to see is the # of contracts traded at each price level in the DOM. This info is available I know with various GOM indies, but I am kinda wanting to see it all in the same place in the DOM.

An example would be if price moves up to a new price level.... to see how many contracts traded at that new level, along with the cummulative contracts traded at that level.

So basically, the question is are there any better tools developed by users in NT that make LevelII a bit more readable?

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  #2 (permalink)
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forrestang View Post
I am wondering if anyone knows of any tools that may be out there for NT that display a bit more of a user-friendly DOM for NT with Bid/Ask levels on it.

But the additional thing I would like to be able to see is the # of contracts traded at each price level in the DOM. This info is available I know with various GOM indies, but I am kinda wanting to see it all in the same place in the DOM.

An example would be if price moves up to a new price level.... to see how many contracts traded at that new level, along with the cummulative contracts traded at that level.

So basically, the question is are there any better tools developed by users in NT that make LevelII a bit more readable?

So something like the X-Trader has?
I believe @DionysusToast has something similar among his proprietary indicators. But it is not a modification of the existing DOM.
It would be a very interesting project, unfortunately light years ahead of my rudimentary coding skills...

If you then manage to add iceberg orders to the DOM, I think it's pretty much perfect

Vvhg


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Last edited by vvhg; June 5th, 2012 at 08:14 AM.
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  #3 (permalink)
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Well - I'm not allowed to talk about it - but if I was, I would probably admit to having such a thing

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  #4 (permalink)
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@rounder8 was working along these lines, but I don't think he's added anything since he uploaded his t&s aggregation tool.

It's not that hard to do, but I think if you add too much information it becomes hard to digest. I have a DOM integrated into my trading chart that looks a bit like DionysusToast's , though it has a couple of minor timing issues I've never got around to working out.

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  #5 (permalink)
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vvhg View Post
So something like the X-Trader has?
I believe @DionysusToast has something similar among his proprietary indicators. But it is not a modification of the existing DOM.
It would be a very interesting project, unfortunately light years ahead of my rudimentary coding skills...

If you then manage to add iceberg orders to the DOM, I think it's pretty much perfect

Vvhg


Sent from my iPad using Tapatalk HD

Yes, I believe xTrader has one of those DOMs that shows most of the functionality I am looking for.


DionysusToast View Post
Well - I'm not allowed to talk about it - but if I was, I would probably admit to having such a thing

Is it something proprietary? If so you can ignore this I suppose.

But I'm not necessarily looking for anything special or revolutionary, just something that displays Level II a bit better than NT currently does.

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  #6 (permalink)
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futuretrader View Post
@rounder8 was working along these lines, but I don't think he's added anything since he uploaded his t&s aggregation tool.

It's not that hard to do, but I think if you add too much information it becomes hard to digest. I have a DOM integrated into my trading chart that looks a bit like DionysusToast's , though it has a couple of minor timing issues I've never got around to working out.

Is this something that you can share?

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  #7 (permalink)
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forrestang View Post
Yes, I believe xTrader has one of those DOMs that shows most of the functionality I am looking for.



Is it something proprietary? If so you can ignore this I suppose.

But I'm not necessarily looking for anything special or revolutionary, just something that displays Level II a bit better than NT currently does.

I'm an 'evil vendor', so it's not available for free, I'm afraid.

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  #8 (permalink)
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DionysusToast View Post
I'm an 'evil vendor', so it's not available for free, I'm afraid.

Ah Ok, I'm hip.

Very nice tools btw.

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forrestang View Post
I am wondering if anyone knows of any tools that may be out there for NT that display a bit more of a user-friendly DOM for NT with Bid/Ask levels on it.

But the additional thing I would like to be able to see is the # of contracts traded at each price level in the DOM. This info is available I know with various GOM indies, but I am kinda wanting to see it all in the same place in the DOM.

An example would be if price moves up to a new price level.... to see how many contracts traded at that new level, along with the cummulative contracts traded at that level.

So basically, the question is are there any better tools developed by users in NT that make LevelII a bit more readable?

I have a bare bone in the pipeline with something similar, probably took me years to accomplish it( I am not a C# expert), so if any skillful coder want to pick up the DOM project and make it an open source one, which at the end will help to avoid some TT charge$ on the way that will be great. Again at this moment is only a layout in Visual C# that's it, nothing more.

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  #10 (permalink)
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Does anyone know if it is possible to change the existing DOM or would this project only be possible with a new one? My guess would be that we probably need someone who speaks binary quite fluently...
If that all is based on an entirely new DOM I think @Prtesters work is an excellent start point, although it might be a nice idea to include ATM in there (just the selection field would be enough I guess).

Perhaps we should ask @NinjaTrader if that will be a feature in NT8 anyways in which case it might be more sensible to wait, but who knows how long NT8 will take....


vvhg

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