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Date/Time: Thu, 17 Jan 2019 12:04:39 +0000

Post From: Market Depth Historical Graph

[2017-04-27 03:38:33]
User62936 - Posts: 35
We will add this.

Not sure how far along you are with adding this feature, but I have been thinking about it and came across a post that I think summarizes well a very good way to add this functionality. Instead of just having a certain size be maximum, and any higher sizes be the same color, there should be a setting to change to a different color once a certain size is reached.

In this post, Eric shows evidence for spoofing.


I'm not sure what software he is using, perhaps his own custom software, but you can see the implementation of a varied color scheme. Now I don't think the Sierra version has to be as complex, but even 2 different color schemes would be good.

For example, there would be a value for a bid/ask depth where everything is exactly the same as it is right now up to a certain value. (ie. For ES, I would make any value up to 1500 show just my regular color scheme from white to black) But then there would be an additional setting for how to color the next bracket of bid/ask size, so lets say 1500 to max, and this color combination I could choose as red to yellow, or something like this.

This way, as the day progresses, even if the depth sizes change up and down during the day, I know that up to 1500 size, it will always looks the same, but when some huge order should hit, not only does this not affect the way I see the levels, since nothing changes up to 1500, but when there is a size that hits which is over 1500, this shows up in a different color and takes on the new color scheme of red to yellow or whatever the trader chooses.

Date Time Of Last Edit: 2017-04-27 05:46:35