MARKET DEPTH

TrackTicks Market Depth

It shows you, right beside price, where orders are resting in the book before they trade.

Draws the live Level 2 order book on the right of your chart, every bid and offer lined up with the price it sits at, sized to scale, with the biggest resting orders flagged the moment they show up.

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TrackTicks Market Depth live order book drawn beside price on a NinjaTrader 8 chart

Before you rely on it

Market Depth is only as deep as your data feed. It draws whatever order book your connection sends. NinjaTrader's standard Level 2 typically gives you around 20 price levels either side of the market, which is enough to see what's sitting right at the inside, but not the wider book. To get real value from this indicator you need a live data feed with access to the full order book.

Setup

How It Works

Add it to any chart with a Level 2 connection and the book appears beside your price axis.

Connect a depth feed

Market Depth listens to the live order book your connection sends, every add, change and pull, as it happens.

The book is drawn to price

Each level becomes a bar at its exact price, bids below the market and offers above, sized by the volume resting there.

Size stands out

The best bid and ask are always marked, and unusually large orders are flagged as walls so you see them without scanning.

Overview

What it does

Trades tell you what already happened. The book shows what's waiting, and Market Depth puts it on the same chart you trade from.

Market Depth ladder with the best bid and ask highlighted beside NinjaTrader 8 candles — Bids below the market, offers above, with the best bid and ask in their own colours. A large bid further down stands out as a wall.

Lined up with your price axisEvery level sits at its real price on your chart, so resting liquidity reads directly against the candles, your levels and the rest of the suite.
The inside market, always markedThe best bid and best ask get their own colour, so the current spread is obvious at a glance even in a fast market.
Updated as the book changesOrders being added, pulled or filled are reflected as they happen, with a refresh throttle you can tune so a busy book never slows your chart.

Built to read at a glance

Scaled your waySize bars against the biggest level on screen, the biggest level in the whole book, or a fixed volume you choose.

Group ticks into zonesMerge several ticks into one level to read the book in bigger chunks, or keep it tick for tick when you want every price.

Filter the noiseHide levels below a minimum volume, so only the size you care about is drawn.

Features

Walls, flagged the moment they appear

A large resting order can hold price or pull away right before it's reached. Either way, you want to know it's there.

Market Depth large bid flagged as a wall on a NinjaTrader 8 chart — A large bid flagged as a wall, standing well clear of the levels around it.

Large levels highlightedSet a fixed volume, or a multiple of the average level size, and anything above it is raised, recoloured and marked with a flag beside the bar.
Fixed or relative thresholdsFlag walls at a fixed volume, or at a multiple of the average level size on screen, so the threshold adapts to quiet and busy markets.
Marked beside the barA small accent flag sits next to each wall, so it stands out even when the ladder is dense.

Fully adjustable

Every part of the ladder is yours to set

Levels per sideTicks per levelBar widthBar directionRight offsetLevel gapBar scalingMin volume to showBid colourAsk colourLevel outlinesBest bid/ask highlightLarge level thresholdRemembered levelsVolume numbers

Numbers are shown as whole contracts, exactly as the book reports them.

Signature Feature

The book beyond your feed

Price moves, and your feed's window moves with it. Market Depth doesn't have to forget what was there.

Market Depth keeping levels beyond the feed window on the ladder as price moves — Levels above and below the feed's window stay on the ladder as price moves, so the wider book is still in view.

Levels beyond the feed, rememberedWhen price moves and a level drops outside the depth your feed sends, it stays on the chart instead of vanishing, so the wider book keeps building as the market travels.
Shown as last seenA remembered level shows the last size your feed reported before it left the window. It's drawn the same way as live levels, so the ladder reads as one continuous book.
An expiry you controlKeep remembered levels until price comes back to them, or let them clear after a set number of seconds so the ladder never goes stale.

How It's Built

Drawn from the live book

Every level comes straight from your feed's Level 2 updates, as they happen.

Market Depth grouping ticks into wider levels on a NinjaTrader 8 chart — Eight ticks per level: the same book grouped into two-point levels, with the resting size in each added together.

Every update, as it landsAdds, changes and pulls are applied the moment your connection sends them, with a refresh throttle you set so a busy book never slows your chart.
Grouped without losing sizeWith more than one tick per level, neighbouring prices merge into one level and their resting size is added together, so nothing is dropped.
Scaled to what's on screenBars size against the biggest level in view by default, so the ladder stays readable whether you're zoomed in tight or out wide.

Built For

Who it's for

Market Depth is built for intraday futures traders who want the resting book on the same chart as price, instead of in a separate DOM window.

You watch where size is restingLarge bids and offers near the market are flagged as they appear, so you see potential support, resistance and spoofed size building in real time.

You'd rather not split your screenThe book lines up with your chart's price axis, so you don't have to match prices between a DOM and a chart by eye.

You pair it with the tapeRun it with Big Print and Stacked Imbalance to see resting size and aggressive size on one chart.

You scalp the inside marketThe best bid and ask are always marked in their own colours, so the current spread is obvious at a glance.

You have a full-depth feedYou're connected to a live feed that sends the whole order book, not just the standard 20 or so levels either side.

You're on NinjaTrader 8It runs on any NinjaTrader 8 chart with a live Level 2 market depth connection.

Requirements

Runs on NinjaTrader 8 and requires a live data feed providing Level 2 market depth while the indicator is running and connected. Market Depth can only draw the levels your feed sends: NinjaTrader's standard Level 2 typically provides around 20 price levels either side of the market, so for the full picture you need a feed with access to the whole order book. The order book is live-only data, so NinjaTrader doesn't keep it for historical bars and Tick Replay doesn't apply: the ladder builds from the moment the indicator is attached and connected. The remembered-levels option keeps levels on the chart after they move beyond your feed's depth, showing the last size your feed reported for them.

Disclaimer

TrackTicks Market Depth is a charting and data-visualization tool. It does not generate buy or sell signals, does not predict future price movement, and is not a substitute for your own analysis, judgment, or risk management. Resting orders can be modified or cancelled at any time before they trade, and the levels shown depend entirely on the completeness, depth and timeliness of the data supplied by your NinjaTrader connection, data feed, and broker.

Trading futures carries a substantial risk of loss and is not suitable for everyone. See the full site disclaimer for complete terms.