Can the DOM or the charts have an ability to plot the traders theoretical average over the life of their "trade" while scaling in and out multiple times?

I found you on support.

I agree with you - you got bullshit answers and I am going to ensue that stops.

It's a growing pain - but one where a manager is in place to manage the growing. The replies you got were ludicrous.

Thanks for bringing this to my attention. My apologies. You can have a a free lifetime license if you are on the look out again. This time I'll support you myself.

The differences in the pulling/stacking numbers between programs is an interesting one. It's puzzled me for a long time and I eventually got around to raising it with Jigsaw support last November but without much result. This was fair enough I felt as it really requires a detailed technical analysis between different vendors' products.

I don't use SC anymore but it always gave very different results to JS. Also Overcharts gives different numbers (all using Rithmic). The Denali SC feed seemed to give the same numbers as Rithmic.

So, my view is that it must be the timing, the frequency or other detail of how it's calculated that's causing the difference rather than the feed. Certainly JS gives few numbers away from the inside bid/offer in comparison.

Now I just go with JS and just one level. It certainly shows icebergs on the ES very well.

I would love some techically competent person to delve deeper.

@ Jigsaw Trading / Peter Davies

I read in this thread that you also offer a way to trial Jigsaw without upfront payment. Is that still an option? I shelled out so much money for software lately, that I really don't want to burn any more money before I know if the software actually works like I want it to. I paid a fortune for ATAS only to be ignored at the very first technical issue they caused with an update. I contacted support to ask about this possibility, but only got back the usual reply to get the money returned after 14 days. When I mentioned that you posted this option here in the futures.io forum, they just ignored me and never got back to me. So is this option no longer valid? I really am intrigued by Jigsaw, but since my bad experiences lately with software companies, I am just careful to put money anywhere without trying it first.

What chipwitch was talking about is likely to be an issue with sorting out the right settings as Peter pointed out. You're bringing up a much more interesting issue which has nothing to do with the software, but rather how market data works.

So this could lead to a situation where in one feed the market depth update comes before the volume, and in the other feed the update comes after the volume. That small difference of a few milliseconds could change how your cumulative delta or current trades classifies the market orders. It could also change what your stacking/pulling columns show. MBO data would fix the problem because when the level 2 updates it does it by order, and thus tells you if the order was canceled or filled. It's not a problem that should ever factor in for a retail trader though as the difference is quite trivial.

Seems to me that the exchange / data providers could fix this by attaching exchange timestamps to every data event, but whatever. It's not worth the resources to change.

@TWDsje........in your research have you ever run across an add-on to Ninja (or any app for that matter) that can do the following below? I was disappointed to discover that Jigsaw "snapshot" column simply tallies and nets out changes in working quantities posted at each price rather than something I wrote in the Ninja forum in a add-on thread on my wish list:

I've called the CME support desk (GCC). They've confirmed Time & Sales which the CME disseminates are timestamped snapshots of the bid/offer price; the bid/offer size & last buy/sale price w/size for every trade. SO theoretically we should be able to do the math every time a trade occurs that's greater than the DOM bid/offer posted working orders in that nanosecond. That net difference represents some portion or all of a "hidden" order lurking in the weeds. What I'm envisioning is a column along side the imbalance "Sell/Buy" columns with the cumulative value of this net difference for each price up/down the range for the session. This way we can see how the imbalances are accumulating for price levels greater than posted limit order sizes. IMHO Its all about getting a weather vane for supply and demand at various prices inclusive of all orders eg hidden ones too. I'm betting that we will begin to see true support and resistance prices as all the big guys hide their true positioning most probably in concert as they suss[sic] each other out with far more sophisticated algo tools than we have available on the retail level. This may be a bit half baked but I hope the concept is sound. I've been watching several MarketDelta vids on Youtube by Trevor Harnett where he mentions in one that he noticed trades sized > the posted bid/offer size as he remembered it just prior to that last size trade. That was 8 years ago when Icebergs the new game in town for retail traders; I think. I know from my work experience @an FCM we offered canned order types even more sophisticated than Iceberg algos to customers that will only shoot in limit orders to grab a particular price as it appears in the market; otherwise not shown in depth of market. I'm sure the really big guys have DIYs of even better algos.

Bottom line is in a centralized marketplace without duel listings on multiple exchanges, trades don't lie and we can all see them.

Regards