DOM (Legacy)

The depth-of-market ladder. Eleven columns; learn to read three.

1. STEP 01 / 05

   Read the centre column — price + structure label

   The middle column is price; the left edge of each row carries one structure label per row (precedence VWAP > APOC > IBH > IBL > 5POC > 15POC > 30POC > B1 > B2). That label is the most-defended price for its session.

2. STEP 02 / 05

   Watch the BID + ASK depth bars

   Cyan to the left = resting bid size; magenta to the right = ask size. Whale-tier rows highlight at full intensity; shoulder rows dim. The ratio between sides telegraphs short-term direction.

3. STEP 03 / 05

   Stacked imbalance + IMB column

   The IMB column reads the stacked-imbalance ratio (≥3x). Cyan triangle = bid-side stack, magenta = ask-side. A sustained 5-row bid stack into a key level is a high-conviction long setup.

4. STEP 04 / 05

   Pull-event strips show liquidity getting yanked

   Vertical strips at the column edges glow when whales cancel resting orders. A wave of pulls pre-move is the canary for a coming sweep — defended bids evaporating means dealers know what's coming.

5. STEP 05 / 05

   Click any price to sim-submit an order

   Left-click on the bid side = sim buy at that price; right-click on the ask = sim sell. Live orders only fire when LIVE_TRADING_ARMED is on (off by default — your clicks won't reach a broker without explicit arming).

A live order book ladder with professional-desk column vocabulary plus structural references on the price column. Every row carries six independent reads: resting size on bid and ask, who's aggressively trading at this price (RB/RA), the per-row net delta, the stacked-imbalance ratio, and the cumulative delta from the inside out. Reference markers (VWAP, POCs, initial balance, prior-session edges) live on the price column itself — at-a-glance "where am I in the day's structure" without leaving the ladder.

Top of book sits in the middle. Bids fan downward, asks upward. The ladder slides to keep the BBO centered unless you turn auto-follow off.

• Palette: add dom.
• Symbol+function: ES DOM.

• VA — session volume-at-price as a single horizontal bar per row, length proportional to total session volume at that level. Hue blends between cyan (buy-aggressor heavy) and magenta (sell-aggressor heavy) based on the buy/sell ratio at that price. The longest bar is POC; POC also gets a thin Spark-tinted overline on the price row for extra emphasis.
• PRICE — price digits centered. Left edge carries a single structure label when this row matches a reference level (see "Reference markers" below).
• PULL — three-region column. Left 3 px strip is the bid-stack indicator (cyan vertical fill on rows where imbalance is stacked & bid-dominant; alpha breathes with each row's ratio so a 10× row glows brighter than a 3× row in the same stack). Right 3 px strip is the ask-stack indicator (magenta). Center 24 px renders pull-event horizontal bars (bid pulls extend left from center, ask pulls extend right; brief cell flash on detection, longer-memory bar fading over 60 s).
• RTAPE — net aggressor delta (recent buys minus recent sells at this price) as a signed number with a cell-tinted background. Cyan when bid-aggressors dominated this level recently, magenta when ask-aggressors dominated; tint magnitude scales with absolute delta against a 50-lot reference.
• BID — bid depth bar with size-tier color flip on large sizes and a Mega outline on the largest tier. Numeric size right-aligned on the bar. The BBO bid row appends ·{age} after the size — seconds / minutes / hours since this price first appeared at the inside. Resting time at the inside is the primary anti-spoof read.
• RB — rolling cumulative buy-aggressor volume at this price (last ~60 s). Numeric, cyan. Brief cell flash on each new buy print at this level.
• RA — rolling cumulative sell-aggressor volume at this price. Numeric, magenta. Brief cell flash on each new sell print.
• ASK — ask depth bar (mirror of BID with size-tier flip and BBO age suffix on the inside row).
• DELTA — per-row net (RB − RA) as a signed number, hue-coded by sign.
• IMB — stacked-imbalance ratio. Compares resting size at this price diagonally to the level one tick opposite (the tick that gets consumed if price moves through here). Shown when ratio is ≥3× or when this row is part of a stacked pattern. Cyan = bid-side imbalance, magenta = ask-side. Triangle in the same hue when the column is too narrow for the number.
• CD — cumulative delta from BBO outward through this row. Signed integer with subtle cell tint (cyan positive, magenta negative) at low alpha so the column reads as a directional gradient rather than parsed row-by-row.

The price column carries one structure label per matching row, left-edge aligned. Precedence resolves conflicts when one row sits at multiple reference prices simultaneously:

• VWAP — session volume-weighted average price. The most-watched intraday reference; amber.
• APOC — yesterday's point of control, captured at UTC day rollover. The prior session's magnet.
• IBH / IBL — Initial Balance high/low, tracked during the 13:30–14:30 UTC window (≈ 09:30–10:30 ET for US futures regular session). Cyan / magenta.
• 5POC / 15POC / 30POC — rolling-window point-of-control over the last 5 / 15 / 30 minutes of trades.
• B1 / B2 — top-2 secondary high-volume nodes (excluding session POC ±2 ticks). Auction's secondary anchors — where else volume concentrated today.

POC (today's point of control) doesn't use a label; it shows as a thin Spark-tinted overline on the matching price row instead, so it's a separate visual register from the text labels.

Four full-width 1 px horizontal lines mark session range edges, with a text tag at the right edge of each line:

• HOD / LOD — today's high / low. Full alpha; cyan / magenta.
• PMH / PML — yesterday's high / low, captured at UTC day rollover. Half alpha — historical / inactive register so they don't compete with HOD/LOD visually.

Detected iceberg levels paint ICE×N at the far edge of the side's depth cell, where N is the refill count. ICE×1 is a single-fill suspicion; ICE×7+ reads as institutional execution. Badge opacity fades with iceberg confidence and age (120 s lifetime).

When the trader has an open position or working orders, their price rows pick up annotations on the right edge:

• Position — Q | $±pnl at the entry-price row, hue-coded by direction (cyan for long, magenta for short).
• Working orders — $ tag at the order's price row, side-colored.

Click a bid cell to place a limit buy at that price. Click an ask cell to place a limit sell. Drag the order line to modify; right-click for order-type variations (stop, stop-limit, OCO, bracket).

In fast markets, price can run off the top or bottom of the ladder. Three ways to recenter:

• C — recenter on mid (panel-focused).
• Alt+D — recenter on the chart's last price (global).
• Double-click the price column — same as C.

Auto-follow is on by default — the ladder slides to keep BBO near the middle. Toggle it off from the panel's gear menu when you want to pin a specific range.

• Stacked bid wall — a tall continuous cyan strip on the left edge of the PULL column across consecutive rows below BBO. Buyers are stacked at every level in that zone; price typically needs to chew through to push down. Look for the brightest segments inside the stack — that's where the strongest individual imbalances sit.
• Stacked ask wall — same shape on the right edge in magenta, above BBO. Sellers defending.
• Absorption — large size on the BID column at a price where RA (recent sells) is climbing while bid size holds (or refreshes). Sellers hitting the bid without moving it; that bid is eating the flow.
• Pulled wall — a row in the PULL column briefly flashes and then leaves a fading horizontal bar. Combined with disappearance from the BID/ASK depth column, that's liquidity withdrawn — often a continuation tell in the direction of the disappeared wall.
• Spoof — a stacked-imbalance strip that disappears in seconds. The wall was never going to defend anything; it was an attempt to lean other traders the other way. Watch for the strip's alpha collapsing and the depth bar shrinking simultaneously.

The plain DOM is the ladder right now. For how resting size builds up over time — plus footprint cluster bubbles and a liquidity heatmap drawn behind the chart candles — use DOM V2. Open it with add domv2.

• DOM V2 — the headline order-flow surface: footprint, cluster bubbles, and a liquidity heatmap.
• Footprint — cumulative flow inside each candle.
• TPO Profile — time spent at each price.