DOM and price ladder charting software

Discussion in 'Trading Software' started by cwl18, Apr 11, 2008.

  1. cwl18


    hi all,

    does anyone know is any commerical software who can chart the price ladder and all level of bid and ask prices on chart?

    I am not a programmer, so i was thinking of hiring a programmer to code the program for me, but i would like to find out if there is such software in the market already!

    thanks in advance

  2. How many levels are you looking for?
  3. cwl18


    well, for the bid and ask level, that will be 10, but as the price moves up and down, there will be more price level, i need to capture all of them on the price ladder. Did i answer your question?

  4. its common for DOM ladders to be 5 deep on both bid and offer so there's your 10. I think thats the standard DOM ladder setup.
  5. BTW, is there anyone (or software) able to access to more than 5+5 DOM on CMEGroup Globex?...
  6. cwl18


    well, as the prices goes up and down during the trading session, it may go to hundreds or even thousands price level, i want all of that to be charted, all on the same chart , each bid size and ask size charted on a seperate price level, is that more clearer?

    is there any commercial software available?

  7. cwl18


    i have also post my request on those 'hire a freelancer' site, so if any programmer feel interested to bid my project, i can sent the details to you

  8. CME only disseminates five levels of order book depth.
  9. yup, and 2 levels for implied prices.
  10. And only one level for options.
    #10     Apr 14, 2008