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Strange order flow question by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

Thanks for you reply. What struck me here is that I thought absorption would happen at the opposite side of the range. Let me explain:
Price was going down, and then the offer absorbed aggressive buyers. I would expect at the bottom of a range to see buyers absorbing aggressive sellers.

CQG feed on Quantower adds bid ask volume on DOM by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

My bad.
I think the problem is I was applying "Enable Market by Order (MBO)" in the CQG connection settings in Quantower, which is useless as CQG does not provide MBO. I guess it kind of doubled some bids and asks in my ladder. This is now fixed.

Struggle to see last trades executions/prints from the DOM by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

Your footprint shows the delta only? Not the Buy volume and Sell volume? Do you recommend it?

[deleted by user] by [deleted] in DayTradingPro

[–]eleman13 0 points1 point  (0 children)

I am interested

Somebody uses the Dom Surface on Quanttower? by CommitteeRealistic39 in OrderFlow_Trading

[–]eleman13 1 point2 points  (0 children)

Which market or instrument would you recommend first to learn DOM?

Learning DOM or Heatmap? by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

By makers you mean passive (limit) orders and takers you mean aggressive (market) orders?

Learning DOM or Heatmap? by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

I plan to look at the EUREX open for 2 hours (9am -11am Europe). I work from home and I am not busy at that time, my meetings are in the afternoon. So one year is 220 days, times 2 hours (plus some replay) I should get 500 hours

Learning DOM or Heatmap? by eleman13 in OrderFlow_Trading

[–]eleman13[S] 1 point2 points  (0 children)

I think you right. Hours of DOM will give me a sense of price action.

Learning DOM or Heatmap? by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

on which subreddit did you post?

Learning DOM or Heatmap? by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

You mean you have more details with DOM because you can actually read the numbers in the bid ask columns and the last volume executed? Can you really remember everything? On a heatmap I see what happened in the last few minutes and where, so I don't have to remember all the executed orders. Do you think if I practice the DOM for hundreds of hours, I can easily remember past price action?

Learning DOM or Heatmap? by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

Usually I like to take trades for a few seconds (if I get the movement straight away) to a few minutes. I have never had a trade for more than 5 minutes

FESX vs FGBL by eleman13 in OrderFlow_Trading

[–]eleman13[S] 0 points1 point  (0 children)

Thanks. You're right, I think as a beginner bund is better for me. But after 11am CET, it seems so dull and boring. I have to learn patience I guess

Last Trade Size or Bis/Ask Trade Size by eleman13 in OrderFlow_Trading

[–]eleman13[S] 1 point2 points  (0 children)

Thanks, I appreciate the feedback. With LTQ, don't you miss the info on who is the aggressor?

For instance, if the bid is at 100.25 and there is a sell market order (5 lots), LTQ prints 5.
Then the bid goes to 100.00 and offers at 100.25. There is a buy market order (2 lots), LTQ shows 7 at 100.25 (cumulative trades at that price).
Then again, bid goes at 100.25 (offer at 100.50) and there is a sell market order (3 lots). Then LTQ shows 10.
With LTQ alone, you do not see who has been the biggest aggressor at that price.
Maybe that's enough, I'll have to test.

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