Quantower's DOM Trader and OrderVane DOM

Quantower already ships a capable DOM, and it is where you place orders. OrderVane DOM does not replace it. It opens beside it and is built around a different question: not only what is resting now, but what changed at each price, and how.

Column and setting names are shown in English because that is how they appear in Quantower. The DOM Trader names below are taken from its own settings in Quantower 1.146.7; another version may add or rename some.

What DOM Trader already shows

DOM Trader is Quantower's built-in price ladder. It is also an order-entry panel — you buy, sell, cancel and flatten from it. Its columns and settings include:

Area	In DOM Trader
Resting size	Bids, Asks or Bids/Asks in one column, Cumulative Size, Book type
What traded	Volume, Last Trade Size, Bid Trade Size / Ask Trade Size, Volume Analysis
Change counts	Number of Changes, Cumulative Changes, Liquidity Changes
Context	Imbalance, Profile 1 to Profile 3, Day high/low, Day map, Comments
Trading	Order Entry, Position bar, Profit & Loss, Flatten, Reverse position, Break even

Quantower also has a separate DOM Surface panel that paints resting size over time.

If these are what you read, DOM Trader already gives them to you, and it comes with Quantower.

What OrderVane DOM is built around

OrderVane DOM reads the same order book and splits each change at a price into what caused it. Everything below is what it measures; none of it is a buy or sell signal.

Added and pulled size, per side. ±5sB and ±5sA show size added (+) and pulled (−) at each price over the last few seconds, with the bid side and the ask side in their own columns. The header can switch to ±Σ to count from the moment the window was attached instead.
Fills versus pulls. When resting size shrinks, OrderVane DOM waits a short window for a print at that price on the matching side. If one arrives, the decrease counts as a fill; if not, it counts as a pull.
Absorption chips. F 10 ↻12 on a row: F is the size that left through fills rather than pulls, and ↻ is the net size put back at that price (adds minus pulls) while it was being filled at the best price.
Iceberg refills. A chip turns yellow when a price refilled after being filled at least DOM iceberg min refills times.
Order-level detail, when the feed sends it. With order-level depth (on AMP/CQG, Enable MBO mode in the connection settings), the ord column counts the orders resting at each price, order segments split each resting-size bar into the individual orders behind it, and queue boxes show an upper-bound estimate of the size ahead of your own working orders.
A reconstructed tape. Prints at the same price and side within a short window are grouped into one row with a ×N count, docked beside the ladder.
The power meter. effort 30s buy 118 · sell 96 · 41 prints sums what traded by aggressor side; book ±5 5s bid +40 −12 · ask +8 −33 sums adds and pulls in the five prices around the best bid and ask.
The flow panel. How resting size at each price changed over the last few minutes, with every trade drawn as a circle on the same rows. A band that stays while circles hit it was held; one that ends with circles was filled; one that ends without them was pulled.
A window that fits the layout. It opens in its own window that follows the chart's symbol and snaps to the edges of Quantower's windows — or draws on the right side of the chart instead.

Where they overlap

Some of what OrderVane DOM shows is also in DOM Trader, in its own form:

In OrderVane DOM	Close to, in DOM Trader
Resting size and cumulative depth	Bids / Asks, Cumulative Size
`sess` — volume traded at each price this session	Volume, Volume Analysis
`RB` / `RA` — recent trades at each price	Bid Trade Size / Ask Trade Size
`#Chg` — number of book changes at each price	Number of Changes
Imbalance	Imbalance
Key levels — session open, high, low and initial balance	Day high/low
Notes at a price	Comments

If one of these is all you need, you do not need OrderVane DOM for it.

Using the two together

Order entry stays in DOM Trader. OrderVane DOM never places, changes or cancels an order. Keep DOM Trader for trading and put OrderVane DOM beside it for reading.
Both read the same book. Resting size on the two ladders should match; if it does not, check that both are on the same symbol and connection.
History starts when you attach. Quantower does not store past depth, so add/pull, fills and the flow panel begin when the OrderVane DOM window opens.

What it needs

Level 2 market depth for the instrument, from your broker or data provider. We have tested OrderVane DOM on AMP/CQG; on another connection, the free trial will show you in a minute whether it reads your book.
Order-level depth is optional. It adds the ord column, order segments and queue boxes; everything else works on plain Level 2.

OrderVane DOM is not released yet. See OrderVane DOM for what it looks like and when it opens.

OrderVane draws this on your Quantower charts.

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