Advanced Columns – Cumulative Order Book

Table of Contents

Cumulative-Order-Book shows the cumulative sum of order book sizes and helps you understand the strength of buyers and sellers.

To add the column to your chart, please refer to this article: Advanced Columns

Main Properties #

Max Number of Bid/Ask levels to display: Specifies maximum number of bid/ask levels to display. Set this property to limit the number of DOM levels processed and displayed on chart. Some data feeds provide a very large number of DOM levels (1000 or more). To process and display such a large number of levels you need a PC with good computing power. If your PC is underperforming, we recommend you limit the number of levels. The exact number depends on the performance of your PC. Experiment to determine the number of levels best suited to your PC.

Bid/Ask levels to Consider on Total: Total levels size is displayed on column footer. You can choose whether to consider in the calculation:

  • All levels: All levels provided by data feed are considered regardless of the number of levels to be displayed defined in ‘Max Number of Bid/Ask levels to display‘ property
  • All levels to display: ONLY levels defined in ‘Max Number of Bid/Ask levels to display‘ property are considered
  • Best x levels: only levels defined in ‘Number of levels’ property (visible if this option is selected) are considered

Ticks per Row: Specifies the height (in ticks) of each price level. A tick is the minimum price movement (tick-size) defined in the instrument configuration. Usually, correct value for this property is 1. Other times it may be useful to set a higher value. This is the case of US-stocks where tick-size can be very small compared to instrument current price, making it necessary to group x price levels into one to avoid having a too hectic DOM.

Column Position: Defines the conlumn position relative to other advanced columns.