I have made changes to the my Sierra Chart trading DOM over time, I thought I will share it here again. The previous version is working, this version is just enhanced with more information that I used in my trading.

Download the chart book and save it into Sierra Chart Data Files Folder, and Go to Sierra Chart and select File >> Open Chartbook . Feel free to customize it or share it to other Sierra Chart users if you like.

The DOM is used for ES (Emini-S&P), with CQG feed. Symbol can be changed in Chart Setting screen.

The Chartbook can be downloaded HERE 

 

Sierra Chart introduced Market Depth Historical Graph at the end of 2016 after receiving requests from users. It is a tool which is similar to BookMap. The Market Depth Historical Graph study displays at each chart column the highest market depth quantity at each price level, which occurred during the timeframe of the chart bar, as a color-coded rectangle.

Here is the chartbook I use for my trading.  In order to use Market Depth Historical Graph,  “Record Market Depth Data” has to be activated as follow:

• Select Global Settings >> Symbol Settings on the menu.
• Locate the symbol or symbol pattern for the Symbol in the list of symbols, that you want to use the Market Depth Historical Graph study with.
• Select the Intraday tab.
• Enable the Record Market Depth Data option.
• Press OK.
• Reconnect to the data feed with File >> Disconnect and File >> Connect to Data Feed after altering the Symbol Settings.

Please feel free to download, customize and share.

Market Depth Historical Graph Chart Book

 

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