Smart DOM Window Columns

Modified on Wed, 25 Dec at 5:48 PM

This tab is used to configure the module columns and their order using available options:

Common columns:
Price	the price range. It reflects the price of the last trade as well as the amount, direction, price, and balance of an open position.
Bids	reflect demand for the current instrument and displays the total amount of the set buy orders at each price level below the current market price. Three modes of display of a column are available: Volume - the amount of buy orders Number of applications - the number of buy orders (depending on the data feed because not all data feeds transfers such data) Average volume - a ratio of the volume to the number of applications (depending on whether the Data Feed transmits data on the number of applications).
Offer	Reflects the offer for the current instrument, displays the total volume of placed sell orders at each price level above the current market price. Similar to the Bids column, three display modes are also available for the Asks column.
Bid/Ask Ladder	Displays Bid and Ask in one column.
My requests	Displays all your active buy and/or sell limit and stop orders
My Purchase Requests	Displays all your active buy limit and stop orders
My Sales Requests	Displays all your active limit and stop sell orders
Queue	Displays the volume of requests preceding the placed orders.
Volume of the last transaction	Displays the total number of current sales and purchases

Since the exchange does not provide data for the queue of submitted orders, this column is only an emulator for displaying the queue, i.e. this means that the data in this column is approximate and we cannot guarantee that your order will not be executed faster or after the queue reaches zero.

Analytical columns
Histogram	Displays data on traded volume, number of ticks, volume of market purchases or sales. Data can be displayed as a histogram and/or numbers.
Trades	Displays data on traded volume, number of transactions, transactions completed by bids, asks, delta, open interest. You can set different time periods. Several types of display of this column are available: Open interest - the number of open positions on futures contracts (futures or options). In online mode, open interest is broadcast only on the Russian market, for foreign exchanges there is no way to display it due to the peculiarities of trading on these markets; Volume - traded volume of transactions; Purchases - transactions completed at bids; Sales - transactions completed at asks; Intraspread transactions - transactions completed within the spread; Transactions above ask - a transaction that completed at a price higher than BestAsk, which preceded this transaction, in fact this can be due to slippage, when one transaction is executed due to limit orders at different price levels. Transactions below bid - a transaction that completed at a price lower than BestBid, which preceded this transaction, in fact this can be due to slippage, when one transaction is executed due to limit orders at different price levels.
Current purchases	Displays current buy transactions. The column settings have a self-cleaning mode by default. Let's look at the self-cleaning algorithm using an example: We had a bid at a price of 100, where 10 lots were traded. The value 10 is written to the column and begins to accumulate. Then the bid became at a price of 101, at a price of 100 the data does not change, the values at a price of 101 are written and also accumulated. If the bid returns back to a price of 100, at this moment the data will be erased at a price of 100, the value at a price of 101 will remain. But there is an exception: if the bid returns to the previous price (in this example, it is a price of 100) faster than 2.5 seconds, the data will not be cleared. The clearing interval can be adjusted in the column settings.
Current sales	Displays current sell trades. The self-cleaning algorithm is similar to the algorithm in the Buy current trades column.
Changing Limits	This column gives us detailed information about limit order cancellations and additions. It shows the change in limit orders at each price level.
Notes	Display custom text for notes.

To add the required column, select it from the list on the tab, then click the Add button, or double-click on the column name with the left mouse button.

To adjust the order of columns, use the Move Up or Move Down buttons.

To remove unnecessary columns, use the Remove button.

We also recommend the following articles on a similar topic:

How to Trade with Smart DOM Order Book

Setting up and interpreting the print tape (smart tape)

Introduction to ATAS. Trading capabilities, order management

Smart DOM Window Columns

Using this tab, you can customize the module columns and their order according to your convenience.

Common columns: