DOM ladder: depth of market on Rithmic, NinjaTrader and Quantower
The DOM ladder shows the live order book level by level next to the footprint: resting size per price, cumulative depth from the spread, session memory of prices that left the book, executed volume columns for the session, and MBO iceberg badges on Rithmic.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Footprint chart, right-hand DOM panel, open by default in the main window (closed in a detached chart pane); settings via the « DOM settings » button; detachable to a second screen on Rithmic
- Default
- Panel width 200 px, Levels per side « All », Large orders ≥ 40
- Sources
- Rithmic (direct, with MBO when granted), NinjaTrader bridge, Quantower bridge — identical depth payload
What it does
Every connector emits the same depth snapshot: bids and asks sorted best-first with price and resting volume. The panel seeds from a one-shot fetch when the symbol changes, then listens to the live event and coalesces updates at about 15 Hz. Rows are aligned on the chart's price scale when a chart is present, so a level faces its price; in a detached window the ladder stacks the two sides.
Each row draws the resting size and the cumulative size from the best price outward. A bid/ask gauge at the top shows the bid share of total depth (0.5 = balanced). Rows whose size meets the large-order threshold get the brighter side colour. Prices that were seen earlier in the session but are no longer in the live book are kept as faded memory rows with the last size seen, up to 4,000 levels per side.
Four executed columns — VOL@BID, VOL@ASK, DELTA, TOTAL — show the session's traded volume at each price from the chart's session profile. Their scope label says « SESSION · since hh:mm » when a session break was found in the loaded history, and « ⚠ LOADED · since dd/mm hh:mm » when the numbers cover the whole loaded range instead. In a detached window these columns show « — » with an explanation.
On Rithmic with the order-by-order (MBO) book, a level that has been refilled on the same order id at least twice carries a ⟳N badge: an observed iceberg, not a heuristic. Bridges and Quantower do not provide MBO, so the badge is absent there.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Panel width | 200 px (140–900) | Width of the DOM panel; widened once on first launch with the executed columns so the numbers fit |
| Levels per side | All (uncheck « All » for a number, 10–512, step 5) | How far the grid extends and scrolls from the best price; « All » = the whole known book, live plus session memory |
| Large orders ≥ | 40 | Resting size from which a row is highlighted as a big order; 0 disables the highlight |
| Back to the spread | — | Button shown after scrolling to recentre the ladder on the best bid/ask |
How to use it
Scroll over the ladder to explore depth; the help text in the settings says it: faded levels were seen earlier in the session and are no longer in the live book.
Set « Large orders ≥ » to the size that is unusual for your contract: 40 fits MNQ-class books; a full-size ES book needs a higher value.
Limits and pitfalls
- « Waiting for depth events… » means no snapshot has arrived; if it persists, check that L2 depth is enabled on the data subscription. The panel never asserts an entitlement problem it has not measured.
- The live side is capped at 512 levels per side by the backend emission; memory rows go further.
- Depth data is billed by the provider; MBO availability on Rithmic can be intermittent and is shown by a badge when the snapshot carries it.
Related pages
- How to read the DOM
- DOM trading and depth of market guide
- Microstructure overlay
- Liquidity heatmap explained
This page in other languages
Frequently asked questions
- Why does the ladder look different on Rithmic and on the NinjaTrader bridge?
- The ladder itself is source-agnostic. Rithmic can add MBO icebergs and an MBO badge; bridges deliver an aggregated L2 book only, so those elements are missing, not broken.
- Can I trade from the DOM ladder?
- The ladder documented here is a reading surface. Order entry lives in the trading desk and order ticket, subject to the account's guards; crypto feeds are analysis only and route no orders.
- What does « ⚠ LOADED » mean above the executed columns?
- No session break of at least 45 minutes was found in the loaded history, so the executed volumes cover everything loaded — possibly several days. The label warns rather than calling that a session.