I've attached a screen snip of the DOM and the Order Flow Metrics screen. OFM is set up to show two columns. The first is SIZE, which should show the same information as the DOM. The second is change in size. A look at the screen snip shows that the OFM SIZE column agrees with the DOM at many prices, but there are also many prices where the OFM column shows ZERO, which is NOT what is shown in the DOM.
I am wondering about this discrepancy between two RTX indicators for market depth.
Any insight would be much appreciated. My concern is that if these two are not in agreement, what am I to assume about any other market depth tools that manipulate the DOM information in some way. I would prefer to see the SIZE in the DOM match the SIZE in OFM precisely at all prices ALL THE TIME. Then I would be more inclined to trust other market depth tools.
Thanks for looking into this.
Mike
HI Mike,
Could you please confirm which I/RT version you are currently using ? Is it possibly 15.2 beta 7 ?
If so, we are just busy increasing the number of bid/ask market depth levels being supported within I/RT in this beta version, from 2 x 64 levels up to 2 x 192 levels.
That could explain the issue you just reported - Thank you in advance for your feedback
Eddy
Eddy,
15.2b8 33619
OFM version 1.3
The DOM shows all the levels "close" to the current price clearly. But even those close prices are not being reflected correctly in the OFM. So not sure if it is an issue of accessing more levels. I'd be happy with 5 levels being reflected accurately in real time! Hope it's just a simple fix in the way I am setting up the OFM. Thanks for the help.
Mike
Eddy,
Thanks for the updated OFM dll. All looking good now. Much appreciated.
Mike