Order book & Big Trades

What you can do now that you could not before.

• The DOM ladder now shows the whole book
  Every known level, not just 30

  the ladder receives the full order book the backend already had (up to 512 levels per side) instead of a fixed 30-level slice. « Levels / side » is now a view window with an « All » option.

• The DOM ladder now shows the whole book
  MBO badge

  the DOM header tells you whether the full order-by-order book is active or whether your broker refused it (in which case the aggregated feed only carries ~10-20 levels; that is a data ceiling, not a display setting).

• DOM profile on the chart

  Per-level numbers are back, as an option (on by default), drawn only when the row is tall enough to stay readable.

• DOM profile on the chart
  The profile now spans the whole visible price window

  it used to clip against the candle range while the chart, in follow-price mode, scrolls beyond it. On a falling market the levels right under the price simply were not drawn. They are now.

• Big Trades: history that survives a reload
  Big trades are persisted and reloaded.

  Until now the bubbles only existed for what the app had seen since launch: reopening a chart lost them all. They are now stored locally (8-day retention, aligned with the bar cache) and re-emitted on every load — including when the chart is served entirely from cache.

• Big Trades: history that survives a reload
  A bubble is now stored as a bubble.

  The previous build kept individual prints above 10 lots; on MNQ a print averages ~1.1 contracts, so a 57-lot bubble is ~50 one-lot prints and none of them qualified — the bubble vanished on reload. Aggregates are now stored exactly as they are drawn, so what you see live is what you see after a reload.

• Big Trades: history that survives a reload
  « Rebuild big-trade history »

  a new button in the Big Trades panel re-downloads ticks over 24 h / 3 days / 7 days to fill in the past for a chart whose bars were already cached. Progress is shown; it can be run again safely.

The symptom, written the way you saw it on screen.

• The DOM ladder now shows the whole book
  Session memory in the ladder

  price levels traded through earlier in the session stay listed (dimmed, with their last seen size), so the ladder no longer forgets what the aggregated feed drops.

• The DOM ladder now shows the whole book

  Levels separated by a price gap are no longer silently dropped, and every row with a known quantity shows its number.

• Big Trades: history that survives a reload

  Bridge backfills (NinjaTrader / Quantower) now feed the bubbles too, and no longer lose them if the backfill is interrupted.

• Historical bubbles could be replaced by another symbol's when a slow load finished after you switched charts — the tick stream now carries its symbol and the chart filters on it.

• On brokers that ship trades without a timestamp (seen on Apex/4PropTrader), the local-clock fallback broke deduplication and doubled some bubbles on reload. Fixed, and the tail-gap can no longer double the volume of seconds you already lived through.

• The current session's stored big trades were never drawn

  the boundary between historical and live data sat at the session's first tick while the live buffer only covers the last ~30 minutes, leaving a multi-hour hole. The boundary now follows what the live buffer actually holds.

• Ladder: 1-pixel jitter at a scroll boundary, and « All » now really means all (session memory beyond 512 ticks is reachable).

Speed, ergonomics — what would surprise you if you knew the previous version.

• The DOM ladder now shows the whole book
  Real scrolling

  scroll the ladder as deep as the book goes; rows are virtualized, so depth costs nothing in performance.