u/JurshUrso ·
Reddit — r/algotrading
· April 17, 2026 at 16:35
· ⬆ 15 pts
· 💬 15 comments
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AI Summary
Summary
The post is a technical query about visualizing Depth of Market (DOM/order flow) data in NinjaTrader for futures trading.
The author's thesis is that traditional DOM displays are inefficient for human parsing, and that creating better visualizations (e.g., binned levels, delta charts) can improve a trader's grasp of order flow momentum and enhance algorithmic trading logic.
Quality assessment: This is speculative noise. It is a technical question about tool-building methodology with no specific market analysis, data, or trade thesis presented.
Score15
Comments15
Upvote %89%
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Hi thank you all, I am open to any tips or advice. The brokerage does not matter.
The DOM or superDOM gives direct insights into where the underlying price will go, but it is visualized as thousands of rows. For the human eye, high IV or intraday activity is too much information.
I would like to create a separate window in NinjaTrader that plots the dom. I imagine this can be implemented through:
* binned price levels
* line chart of filled vs. delta bid/ask
* bid vs ask
* dynamic bar chart of bid/ask overlayed on price levels
The goal is to aid futures trading by producing a stronger grasp of order flow momentum. Of course, data recorded of the DOM can be advantageous to the logic layer of an algo.