Cumulative Bid and Ask in DOM similar to Tradovate
Sum total of Bid/Ask orders on the price ladder. Tradovate shows this on their DOM and it's very helpful to see when one side or the other stacks up a much larger amount of orders and I like using this to show a weighting or bias of the direction a move might be coming from. I know the X DOM is deeper than most so maybe it's the sum of orders within a certain depth of current trade price...would be amazing if that was an adjustable feature.
ie...Sum of all the orders trading on the BID within 10 pts or 40 tics on the ES but could go 25 pts or 100 tics on the NQ
Thanks!
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