CME futures - show volume of canceled orders per price level
CME futures - show volume of canceled orders per price level
Hello-
Are you able to add a feature that shows volume of canceled orders per price level in real time? This would be for CME Equity Index futures.
Thanks,
-Joe
Are you able to add a feature that shows volume of canceled orders per price level in real time? This would be for CME Equity Index futures.
Thanks,
-Joe
Re: CME futures - show volume of canceled orders per price level
Hey Joe! Thank you for the request! We have this idea for the Tradermap Pro add-on, did you try it? (https://bookmap.com/knowledgebase/docs/ ... dermap-Pro). We are going to show the order book of pulled (canceled) orders with the separate Tradermap Pro chart. This is the raw idea for now, it was not approved yet. What do you think about it, will it address your request?
Re: CME futures - show volume of canceled orders per price level
How I envision it, is more of a market profile by price level. Volume of canceled orders increase the horizontal bar (same as market profile). I’m looking for behavior in head moves verses a legitimate breakout. The algos seem to swat people around in range bound markets, I want to see if we can detect this by monitoring all canceled/ pulled orders.
Re: CME futures - show volume of canceled orders per price level
I guess you could use the bubbles too. Traded volume can be misleading due to arbitrage opportunities with other products.
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Re: CME futures - show volume of canceled orders per price level
Agreed - this would be a great feature to add not only for just equity indices but ALL instruments. Please make this happen.
Re: CME futures - show volume of canceled orders per price level
Any hopes of making this feature happen quickly?
Re: CME futures - show volume of canceled orders per price level
Hey everyone! We have it in our roadmap, but the priority of it is low. We need more traders who will vote for this feature to increase the priority.
Re: CME futures - show volume of canceled orders per price level
I really appreciate the update.
Guys please chime in on this, I've worked for one of the large HFT shops, monitoring cancels is key. I dont think any other platform out there does this. My old firm specifically had a proprietary monitor to show cancels.
Thanks!
Guys please chime in on this, I've worked for one of the large HFT shops, monitoring cancels is key. I dont think any other platform out there does this. My old firm specifically had a proprietary monitor to show cancels.
Thanks!