DOM and price ladder charting software

Quote from covered_call:

And only one level for options.

The CME Group announced last week that CBOT financial options will begin displaying 3 levels of market depth on Sunday, May 4 (trade date May 5).
 
Quote from cwl18:

well, as the prices goes up and down during the trading session, it may go to hundreds or even thousands price level, i want all of that to be charted, all on the same chart , each bid size and ask size charted on a seperate price level, is that more clearer?

is there any commercial software available?

clayton

do you mean market delta footprint?
 
I made a spec for the charting program, and still i spend 45 minutes talking to a programmer last night, explaining what i what on the chart. It may be too much for me to re-explain what i want in here.

The programmer will came back to me in 2 days time how much it's going to cost me and how long it will take him to do it. If any programmer would like to take on this little project, pls PM me and i will give you the details.

clayton
 
Quote from Bernard111:

do you mean market delta footprint?


not exactly, the funny thing is i did use a screenshot of the market delta to help me explain to the programmer, i guess i can crudely said i am making a footprint chart of the bid and ask size.

clayton
 
finally, i have produce a graphical presentation of what and how i want to display on the chart, i hope someone can comment on it before i spend the money to code it.

clayton :p
 

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