Market by Order (MBO) provides data on limit orders, specifically showing the order queue and the size of each limit order. You can see the number of orders (BID/ASK) and their sizes at each price level.
Important! This data is only available for a Ritmic connection. Data from the Dxfeed connection is expected in future versions of the indicator.
The indicator is adaptive: when zoomed out, it displays a simple order book; when zoomed in on the price scale, more detailed information appears.
The queue is prioritized from right to left, meaning the orders closest to the price scale are first in line for execution.
The indicator displays a line of orders in the queue along with their sizes, and to the right of the price level, you will see two additional values: the total order volume and the total number of orders.
If you hover over the indicator values, they will be highlighted. When you hold down the Ctrl key, detailed information about a specific order will be displayed:
Price - Order price
Volume - Order volume
Time - Time the order was placed
Id - Order ID in the queue
Priority - Order's position in the queue
Indicator settings:
Colors | |
Bids | Color buy orders |
Asks | Color sell orders |
Text | Color text in the cells |
MBO filters | |
Color filter | Highlight orders above the specified volume |
Volume filter | Hide orders below the specified volume |
Summary | |
Show volume | Show/hide the total order volume |
Show orders count | Show/hide the total number of orders |
Orders count filter | Highlight cells where the total number of orders exceeds the specified value |
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