This is a VERY basic feature but with high information content. IN the COB (Current Orderbook) column on the right - it currently displays all the orders in the book at each price level. Fine.
I am requesting an OPTION to display those orders as a % of the visible orderbook and/or the entire orderbook.
VERY simple feature to add and I've mentioned this to Bruce multiple times.
EX: ES current px is 4125 and there is a large offer above at 4130. Let's say it's 850 contracts. I want to know as a trader how large that is on a relative basis, right? The answer is YES. SO instead of showing 850 contracts - display what % that represents in relation to the visible orderbook. Is that offer currently 10% of the visible orderbook or is it 40%? This is an EXTREMELY important feature for users.
Again - I've been asking for this for a VERY long time. PLEASE MAKE IT HAPPEN!
VERY IMPORTANT FEATURE
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jonathan_stroot
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Re: VERY IMPORTANT FEATURE
We've been asking for this important/critical feature for over a year. Why is it important?
Knowing a plain liquidity number at a certain level carries with it limited information as opposed to knowing
what it represents in terms of overall liquidity.
Also....PLEASE give developers an API that would allow them to interact with MBO data that is carrired
with each order and display that on columns on the right...
aLV
Knowing a plain liquidity number at a certain level carries with it limited information as opposed to knowing
what it represents in terms of overall liquidity.
Also....PLEASE give developers an API that would allow them to interact with MBO data that is carrired
with each order and display that on columns on the right...
aLV
Re: VERY IMPORTANT FEATURE
The Pro Dom has this capability somewhat.
It can highlight the Bid/Ask levels that contain > X % of the entire order book.
Example: you could set the % to 20 and only those levels with > 20% of the entire order book will be highlighted.
See Depth Highlight.
Depth Highlight >= % Avg.: Calculates when the resting bid/offer size is greater than or equal to a percentage of the total depth.
https://bookmap.com/knowledgebase/docs/Addons-DOM-Pro
It can highlight the Bid/Ask levels that contain > X % of the entire order book.
Example: you could set the % to 20 and only those levels with > 20% of the entire order book will be highlighted.
See Depth Highlight.
Depth Highlight >= % Avg.: Calculates when the resting bid/offer size is greater than or equal to a percentage of the total depth.
https://bookmap.com/knowledgebase/docs/Addons-DOM-Pro
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robertmaierle
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Re: VERY IMPORTANT FEATURE
they need to do this amongst other things...they need to also expose more information to developers like server-stamped timestamps for MBO messages. Catering to the retail trader is ok, but BM needs to think about the developer as well