United Kingdom
Elite_Member
Experience: Beginner
Platform: Bookmap
Broker: Stage 5, Rithmic
Trading: US Equity Index Futures
Posts: 1,250 since Sep 2013
Thanks Given: 3,500
Thanks Received: 2,532
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You could also look at Jigsaw tools (a ninjatrader plugin).
Their DOM has two Current Trades columns with histograms. They show what is trading at that time at that price on the DOM and overwrite when price moves away then comes back to a price. So in effect a Time and Sales on the DOM so it is easy to see the price level the Bid and Ask volume is being transacted at.
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