Ladder · DOM
Stay close to the auction.
A price ladder that shows where your order stands, what was pulled and what was stacked, with the tape beside it.
In the app
Try the ladder.
A working DOM on simulated NQ. Choose a size, click a bid to stage a buy or an offer to stage a sell, then send it; cancel it, or flatten the position. Ladder orders carry a bracket. A short example plays until you take over.
The SIM ladder needs JavaScript.
flat
Every column earns its place.
Columns are chosen per DOM. When the panel narrows, the least important ones step aside first.
- P&L
- What your position would make or lose at each price.
- Sold · Bought
- Volume that traded at the bid and at the ask, at each price, this session or this window.
- Bid · Ask
- Resting size now. Where the depth is unknown it is hatched, not drawn as zero.
- Queue
- An estimate of how many contracts sit ahead of your resting order, updated as trades and pulls arrive.
- Pull · Stack
- Size removed or added at a price since a baseline you choose.
- Volume
- Total traded at each price, with the bar showing its share.
The ladder, with the book around it.
Recorded on the Order flow page. The footprint and the heatmap beside the ladder show what the ladder alone cannot: who traded at each price, and what was waiting there before.
Know your place in the queue.
A resting order shows how much size is ahead of it. Trades at your price and orders pulled from ahead of you shrink the estimate; once it fills, the ladder shows the position’s P&L at every price.
The tape, and what to flag in it.
Time and sales with a bid-and-ask view, and tape alerts for the prints you care about: size above a threshold, a sweep through levels, a burst of one side. Alerts land in the island once, not as a stream of pop-ups.
What is built.
- DOM with queue estimateIn the app
A price ladder with estimated queue position, pull and stack, delta and configurable order-flow columns.
- Tape and tape alertsIn the app
Time and sales with alerts for the prints you choose.
- Several DOMs per windowIn progress
One DOM, tape and heatmap per window today; several ladders side by side are in progress.
- Book studiesIn the app
Microprice, top-of-book imbalance, spread, weighted liquidity and its change.
If you trade from the ladder, tell us the columns you cannot do without.