SuperDOM Series Changelog - Trading OrderFlow

Version 3.8.2(07.07.2023) #

Fixes:
Installer:
The Installer Uninstall shortcut couldn’t be created.
Price Action Column:
Wouldn’t render when Auto connection, and would need to scroll or center to appear.

Version 3.8.1(24.06.2023) #

License Management:
Fixed obfuscations anomalies.

Version 3.8 (01.06.2023) #

Notes Pro (New column):

The Notes Pro is a feature-rich extension or add-on for NinjaTrader that offers several enhancements over the stock Notes column. Here are the key differentiating features of The Notes Pro:
1. Autosaving: The Notes Pro automatically saves your notes as you type, ensuring that you never lose your work. Even if you restart NinjaTrader or your computer, your notes will still be intact when you reopen the application. This eliminates the risk of losing important information or ideas due to unexpected interruptions or system failures.
2. Persistent Storage: Unlike the stock Notes column in NinjaTrader, which may not retain your notes beyond a single session, The Notes Pro provides persistent storage. It means that your notes are saved and preserved even when you close and reopen NinjaTrader multiple times. This allows you to refer back to your previous notes and maintain a continuous record of your trading insights or analysis.
3. Visual Customization: The Notes Pro offers additional visual customization options compared to the stock Notes column. You can personalize the appearance of your notes by selecting different fonts, colors, and styles. This customization capability allows you to create a visually appealing and organized layout for your notes, making it easier to review and comprehend your trading thoughts.

Power Meter (New Column):

The Power Meter is a unique feature in NinjaTrader that provides traders with a visual gauge column to monitor recent market activity. It offers several measurements to help you stay informed about the current market conditions. Here are the key components and capabilities of the Power Meter:
1. Trades Mode: The Power Meter displays information about the most recent trades in the market. It allows you to see the volume and price levels at which these trades occurred. This information can be helpful in identifying trends, detecting market momentum, or gauging the intensity of buying or selling pressure.
2. Depth Mode: The Power Meter also provides insights into the amount of limit orders in the market. It indicates the presence of resting buy or sell orders at various price levels. Monitoring the number of limited orders can offer an indication of the potential supply and demand levels in the market.
3. Snapshot Mode: In addition to tracking trades and limit orders, the Power Meter offers a snapshot mode that measures the adds and pulls from the order book. It enables you to observe changes in the order book, such as buy or sell orders being added or removed at specific price levels. This information can be useful for identifying market sentiment and potential areas of support or resistance.

Fixed: Custom IB time for the Volume Pro not setting the value properly.

Version 3.7.1 (16.11.2022) #

License Management:
Fixed: New users couldn’t connect to the server and start a new trial.

Version 3.7 (08.11.2022) #

Trades:
New: Display Trade Imbalances.
Volume Pro:
New: Display Trade Imbalances – available for Data Type: Buys, Sells, Buys, and Sells (will not display when the Data Type is set to Total, Linear Delta and Diagonal Delta).
Price Action:
New: Option to display Realized PnL when Flat.
Fixed: In rare occasions where the Low of the Session would be established within the first 5 minutes.

Version 3.6.1 (28.09.2022) #

Orders:
Fixed: Not closing “…Outstanding Positions when Flat” and “…when Reversing”;

Version 3.6 (06.07.2022) #

Depth:
New: Added the possibility to submit orders using the Depth column without needing level 2 data. We will automatically check if you have level 2 data available and if not we will display level 1 data on the depth column (Bid/Ask volume).
Fixed: ATM order submission – In some cases while using ATMs and the SIM101 account, orders would get “frozen” in the database – sometimes displaying the message: “Close operation failed. Operation timed out. Manually close your position” – and could only be removed by resetting the database. This would occur when an order is filled at the same time that an associated order by OCO ID is in a state of Pending Change.
Improved: Event handling of order submission button.
Orders:
New: Added possibility to reverse trades with “Keep Selected ATM Strategy Template On Order Submission” mode enabled.
Time And Sales:
New: Added Least Significant Digits Option – This option allows you to determine how many digits you want to be displayed from right to left. By default, it’s set to display 8 digits but you can now set it to 4 to display only the last 4 digits.
New: Added Visual bars option. This option will allow you to display a bar at each Time and Sales row. The size of the bar is referencing the value that is set with the option “History Size”. You are also able to clear the Time and Sales and reset the history and the maximum value.
New: Added “Rectangle” visual option to Cumulative Tick Direction. You now have the option “Symbol” (+;-) or “Rectangle” (■■■). This will display, as the name says a rectangular block as the Tick Direction accumulates.
New: Added “Bid/Ask” option to the Time and Sales sub-columns. This will display the Bid/ask price at which the trade was executed.
Fixed/Revised: Revised the Reconstruct Trades algorithm. Previously we were waiting for the trade to conclude until we displayed the value. This is now fixed and the flow of trades is no longer waiting.
Price Action:
New: Added Least Significant Digits option – This option allows you to determine how many digits you want to be displayed from right to left. By default, it’s set to display 8 digits but you can now set it to 4 to display only the last 4 digits. For example, a price that displays its full length like 876543,21; when we change the Least Significant Digits to 4 it would display 43,21. This allows for horizontal space savings whilst still displaying important information.
Templates:
Changed: We revised the templates and have set them with some of the new options turned on and customized. We have also reduced the font size of the SuperDOM window and increased the Font Size of the SuperDOM Series columns to allow for a larger amount of price levels to show and give a more compact view. We recommend that you also resave your own templates at your earliest convenience after updating them.

Version 3.5.13 (07.05.2022) #

Price Action:
Fixed: Fixed: Average Entry Price rounding visual upon order submission.
Version 3.5.12 (22.02.2022)
Orders Column:
Fixed: In some cases the Stop Orders couldn’t be moved on the buy side;
Fixed: APQ-related errors would print on the output window.
Added: Single Click Order Modification.
Price Action:
Fixed: Average Entry price would round down to tick size instead of rounding up.

Version 3.5.11 (01.12.2021) #

License Management:
Fixed compatibility with Windows 11;

Version 3.5.10 (17.08.2021) #

Orders Column:
Allow moving of Limit Orders above and below the spread. Limit orders that are moved beyond the spread will be converted to market orders similar to the default NinjaTrader order moving in the SuperDOM.

Version 3.5.9 (20.07.2021) #

All Columns:
Performance Tweaks;
Depth Column:
Shorten the name given to submitted orders via the Depth column for a better view of the charts.
License Management:
Improved the way to get Boot Device ID and GPU ID;

Version 3.5.8 (08.06.2021) #

All columns:
Performance Tweaks;
Utilities:
Fixed: Windows with width sizes less than 250px would be restored to a minimum of 250px at the next NinjaTrader restart.

Version 3.5.7 (21.04.2021) #

Price Action:
Fixed: Double-click to center had to be too rapid to center.
Volume PRO:
Fixed: Summary position when set to constant would not save to templates or remain setting when duplicating the window.
Fixed: Not showing Week or Month volume profiles either current or previous.

Version 3.5.6 (11.03.2021) #

All columns:
Fixed compatibility with NinjaTrader 8.0.24.0 as methods related to the session were removed;
Depth and Orders(APQ):
Improved performance to handle more depth levels (NinjaTrader Continuum & CQG);
License Management:
Optimized email validation flow;
Expanded validation checks for future options;

Version 3.5.5 (17.02.2021) #

Trades Column:
Fixed: Duplicating the window via the Title Bar would cause the Trades column to not duplicate;
Price Action Column:
Fixed: Open price on certain time zones;

Version 3.5.4 (16.02.2021) #

All Columns:
Fixed: Resizing individual columns to the minimum width with cause NinjaTrader to close;
Volume Pro Column:
Fixed: Price Relation Plot in some Time zones;
Trades Column:
Tweaked: Properties for Alerts;

Version 3.5.3 (25.01.2021) #

Volume PRO and Time and Sales:
Fixed: Synchronization between Time and Sales and Volume Pro when reconstructing and filtering.
Fixed: Sell/Buy Sides visualization and Sound Alerts.

Version 3.5.2 (20.01.2021) #

Depth and Volume Pro:
Added: Option to use Text Color as color for Summary Stats. Allow for user defined coloring;
Tweaked Summary option: “Bids/Asks Only Total Summary Stats”;
Fixed: Summary when long lines would display.
SuperDOM Utilities:
Fixed: Compatibility with stock NinjaTrader columns was fixed;
Price Action:
Fixed: PnL Display not saving into templates;
Volume PRO and Time and Sales:
Fixed: Filter and Reconstruction when a large size was being used.
Fixed: Formula for calculating Range when Summary was displayed.
Time and Sales:
Fixed: Clear Button to respond immediately instead of after a trade was processed.

Version 3.5.1 (24.11.2020) #

All columns:
Performance Tweaks;
Depth Column:
Fixed: Submission of orders with no attached ATM.

Version 3.5 (19.11.2020) #

All Columns:
Big Performance improvement. Most core algorithms were redone and improved performance;
Removed Text trimming;
Increased stability during high volatile periods;
Updated minimum requirements to .NET 4.8 in line with the 8.0.23.0 version of NinjaTrader. Equally, Windows 8.1 becomes the minimum supported operating system;
All columns now sync to update at 100ms;
License Management:
New License Code algorithm. Increased stability for generating the License Code.
New, cleaner UI for Licensing Window.
Trades Column:
Added LastTrades Mode – Essentially emulates the Last Trades option of Volume Pro and displays solely the last trades and will accumulate as long as we remain in the same bid/ask spread. It will not make use of the accumulation period.
Added Show Only Last Bid/Ask Trades;
Added Auto Clear on Range (price);
Depth Column:
Fixes on Historical Depth – the color of rows and values during initial calculations;
Added Bids/Asks Only Total Summary Stats – when Displaying the Stats Summary you will be able to choose to only display the total Depth per Bids or Asks;
Changed Summary Stats to display with the Text color and not using delta to color the Summary Text;
Volume Pro Column:
Added “Seconds” Bar Type to the Volume Profile Duration option. Similar to the Minutes Bar period but will use seconds as the base.
SuperDOM Utilities:
Tweaked the border around the SuperDOM window to provide a cleaner look.
Templates:
Added: Trading OrderFlow – Dark Theme.

Version 3.4.3 (03.09.2020) #

Volume Pro Column:
Fixed: Previous Session, Previous Week, and Previous Month were updated with real-time data.
Improved: Use of resources when requesting Previous Session, Previous Week, and Previous Month data.
Orders Column:
Fixed: Close outstanding orders after NT restart wouldn’t close when position= Flat.

Version 3.4.2 (28.08.2020) #

Installer:
Fixed: Installation path of the Installer.

Version 3.4.1 (27.08.2020) #

Templates:
Added: the “Trading OrderFlow – Volume Profiles – 30M” template to the Analytical Templates Folder.

Version 3.4 (26.08.2020) #

Volume Pro Column and Price Action Column:
Fixed Volume Profile Duration and Price Action Data Type set to MinutesBars with Bars Ago larger than 0 ( Bars Ago >0) was not updated.
Added Summary Stats to Volume Pro when setting to Bars Ago.
Orders Column:
Fixed when refreshing the SuperDOM window the Orders column, would in some cases, render the button row one row above.
All Columns:
Fixed: On a SuperDOM Series Window with several tabs, after restarting the Tabs that were hidden would not render. Only the foremost tab would render.
Improved Licensing Log.

Version 3.3 (30.06.2020) #

Orders Column:
Fixed not saving Close Outstanding Orders when Flat into the template or when saving into the workspace;
Depth Column:
Added increase functionally to submit market orders. When the Depth column is set to either display AskSide or BidSide when you click on a price level above the bid (Depth set to BidSide) or below the ask (Depth set to AskSide) it will by default submit a Stop Limit Order at the price level that was clicked. This latest functionality allows you to submit a market order at any of the price levels when Control Key is being pressed.

Version 3.2 (27.05.2020) #

All Columns:
Improved 35% of performance! Details: While using SuperDOM Utilities when we remove the Price ladder, we only did it visually and thus the price ladder would still consume on average 30% of the overall SuperDOM window even when disabling the depth. Up until now required some data elements from this component i.e. last price, overall height, upper price, and bottom price, etc. In this version we were able to ultimately create our own references and thus effectively remove (Collapse) the Price Ladder component and improve performance on average of 35%. A SuperDOM Series setup with, for example, the “Out of the Pits” template, will consistently use only half of the resources of a standard SuperDOM. This means that 7 columns perform 2 times faster than a normal SuperDOM;
Optimized order submission via the depth column when using multiple connections;
Fixed and improved column rendering. In some cases, a 1px line would appear below the column’s buttons;
Added Increase Font Size. This is quite a nice addition to the SuperDOM Series as this allows you to increase the font size while displaying the same number of rows. This option has a range between 0 and 3. Zero will make no changes to the font size selected in the SuperDOM properties;
Orders Column:
Added automatic close of outstanding orders when flat. Close Outstanding Orders when Flat;
Added automatic close of outstanding orders if the position is reverted – Close Outstanding Orders when Reversing;
Added Average Position on Queue for Limit Orders. We improved and incorporated Average Position in Queue directly on the Orders column. No need to use an extra column to display your Estimated Position in the Depth Queue– Show Average Position in Queue;
Added option to hide the Reverse button, displaying only the close button – Hide Reverse Button;
Added option to switch the position of cancel orders and reverse/close buttons – Swap Upper and Lower Button Rows;
Added color to orders when submitted via ATM for Take profit and Stop loss – ATM Stop-Loss Color, ATM Take Profit Color;
Depth Column:
Fixed Depth Summary overlap when used in conjunction with historical depth;
Added option to set the width in pixels of Depth Imbalance – Imbalance Width (px);
Added option to submit at the market instead of limit order directly via the button – Button Click is Market Order. By default, its off, meaning a button click will submit a limit order at the best price. With Button Click is Market Order you can choose to click to submit a market order. If you choose market orders you can still submit limit orders at the best prices by holding the control key and clicking the button. The same is true for the opposite.
Volume PRO Column:
Added Delta Ratio mode for Delta modes (Linear or diagonal) – Delta Ratio Mode View; This will allow you to see the volume ratio between buys and sells;
Added Auto Clear the column based on Delta Ratio. With Clear based on Large Trade and Clear on Large Delta, you can configure this option to your needs;
Trades Column:
Added Auto Clear Trades after a period of time. You can set a number of seconds for the trades columns to auto-clear, the clear is based on the actual time and not on the time of the reset. For example, if you set it to clear every 30 seconds – This will auto-clear the trades columns at every xx:xx:30s. and at xx:xx:00s. If you set it to clear at every 15 seconds the trades column will auto-clear at xx:xx:00, xx:xx:15, xx:xx:30s and xx:xx:45s. (Auto Clear on Timer);
Volume PRO and Depth Column:
Added Fixed Summary Position an option to either show it on top or bottom for Depth and Volume columns – Use Fixed Summary, Fixed Summary Position (Top, Bottom);

Version 3.1.1 (24.02.2020) #

All Columns:
New proprietary License Management Flow.

Version 3.1 (13.01.2020) #

All Columns:
Added Version Number.
Orders Column, Depth Column:
Added Orders Output logging.
Depth Column:
Fixed: Button click action would trigger a submission at the button price.
Orders Column:
Improved: Mouse click handling, namely when moving orders.
Trades Column, Volume Pro Column, Time and Sales Column, SuperDOM Utilities Column:
Fixed: Hot Keys would revert to defaults.
All visible columns:
Improved: Gridlines for a cleaner and crispier look.
Improved data handling algorithm stability for highly volatile events.
Templates:
Small tweaks.

Version 3.0.5 (19.12.2019) #

All Columns:
Added: Thickness option for Last Price rectangle and Cursor Highlight rectangle.
Added: Reloading icon.
Added: No Connection icon.
Fixed: Menu duplication when reloading NinjaScript via Context Menu.
Depth Column:
Added: Order Submission Buttons for Single and Dual Mode(Ask and Bid Side). A single click will place a limit order at the Bid/Ask Price. Click+CTRL submits a buy/sell market order.
Change: The Depth Number of Levels no longer requires setting the Number of Levels on the SuperDOM properties window separately.
Orders Column:
Fixed: Quantity Pad and up/down control not working on the orders column. Can now also insert any value via the keyboard.
Added: Reverse button on the top row.
Added: Close Button on the top row. A single click will close the position and orders. Click+CTRL will only close the position. Click+SHIFT will close orders.
Added: Text position for Orders (Left is the default).
Time and Sales Column:
Added: Buy or Sell to the alert message: “…Large Sell Trade…” ; “…Large Buy Trade…” ; “…Large Reconstructed Sell Trade…” ; “…Large Reconstructed Buy Trade…”.
Added: Tick Direction Length to the alert message.
Trades Column:
Fixed: Inconsistent vertical line when in dual mode (Buys and Sells)
SuperDOM Utilities:
Added: Option to Select Percentage Change, Instrument, or Account separately for the SuperDOM Caption.
Improved: Performance of centering the SuperDOM. Important on high volatility moments where the center would require additional resources on thinner instruments.

Version 3.0.4 (beta) (29.11.2019) #

All visible columns:
Fixed: Scaling and Layout not set to 100% would affect mouse position. Also, DPI per monitor was fixed.
Fixed: Hot-keys. Hot-keys needed a focusable element to work.
Tweaked: Performance in rendering Summary(applies to Volume Pro and Depth columns)
Volume Pro Column:
Added: VWAP (Volume Weighted Average Price. Ability to display the VWAP;
Improved: installer to check for running instances of NinjaTrader 8 and closing the installer.
Price Action Column:
Added: Show Position Quantity on the Average Entry Price or/and at the PnL Upper Cell;
Added: Display “Flat” if no position at the PnL Upper Cell;
SuperDOM Utilities:
Added: Ability to display column headers (Label);
Added: Display “Flat” if no position at the PnL Upper Cell;
Trades Column:
Added: Additional checks for Session Start.

Version 3.0.3 (beta) (14.11.2019) #

Installer:
Added: Windows scheduled task to check automatically for SuperDOM Series Updates
Improved: installer to check for running instances of NinjaTrader 8 and closing the installer.
Orders Column:
Fixed: In some cases, Sell-side orders placed via an ATM didn’t allow to move of the corresponding buy-side OCO orders.
Improved: Highlight rectangle when moving orders display.

Version 3.0.2 (beta) (13.11.2019) #

Installer:
Added: Prerequisite on Installation of .NET 4.7(web-installer) /(fixes some rendering issues on older Windows Versions) – Requires an Active Internet Connection
General:
Fixed: Font not rendering when changing size;
Fixed: Caption changes when using multiple tabs;
Fixed: Round to Tick on Confirmation Messages (example: Treasuries);
Depth and Volume Pro Columns:
Fixed: Inconsistent Bars Directions when Auto-Center or Duplicate Window;

Version 3.0.1 (beta) (08.11.2019) #

Orders Column:
Fixed: Not saving to Templates and not duplicating (XML Error fixed)

Version 3 (beta) (07.11.2019) #

General:
Improved Performance: Complete overall of all columns. Created new custom render for all column engines improving performance by a minimum of 20x.
Added: Alert Sounds in English US/English UK/Spanish ES with male and Female Variations- Can be found in @/Documents/Trading OrderFlow/SuperDOM Series/Sounds
Added: Templates for two categories – Trading (7 templates) and Analytics(3 templates) – for easy initial setup.
New installer: adds an updater for easy future updates.
Change: Moved all buttons to the last row of SuperDOM for a cleaner look.
Change: Updated Licensing from QuantSpark Technology to Trading OrderFlow.
Depth Column:
Added: Order Submission in Depth Column.
NEW Orders Column:
Added: Orders Column for order management. See also Trading Operations.
Price Action:
Added: Average Entry Price. Average entry price colors for Long positions and Short Positions.
Added: PNL Display. One click on PNL changes PNL Display Units.
Added: Bars ago for Minutes Data Type on all columns with the dynamic property.
Added: Double-click on Price Action to center the current SuperDOM.
Added: Center Globally. Allows to center all SuperDOM Windows via the center button on the bottom row.
Trades:
Added: Text color for Bid and Ask. Offers improved visibility for text when the last traded price is traded at bid or ask prices.
Time and Sales:
Added: 4th column type- Tick Direction with cumulative and noncumulative modes.
Added: Time and Sales direction Bottom/Up.
Added: Large trades background color and text color for large buys and Sells.
Fixed: Display above ask/ below bid color representation.
Volume Pro:
Added: Buys and Sells Data type. Allows to show the sell volume profile and the buy volume profile with one single column.
Added: Bars Ago to Minutes Bars in Volume Profile Duration.
Added: Last traded volume display with visual distinction for first tick volume and subsequent volume.
Utilities:
Improved: Performance when SuperDOM Price Ladder is collapsed.
Added: Auto Center Offset from SuperDOM center.
Added: Context menu and Shortcut-Key to center SuperDOM.
Added: Context menu and Shortcut-Key to center All SuperDOMs.
Added: Context menu and Shortcut-Key to Hide/Show SuperDOM Controls.
Added: Context menu To set MIT orders.

Version 2.2.2 (03.06.2019) #

Fixed Display Above Standard Deviation – Depth Column.
Fixed not displaying the 10th level on Depth Column in some cases.
Added Custom initial time for Initial Balance – Volume Pro Column.

Version 2.2.1 (30.05.2019) #

Performance Improvements.
Fixed Window Duplication issue -Fixed Trades column not saving template – Trades Column.
Fixed Clear Buttons not showing when one column of the columns had a hidden state.
Fixed Time and Sales Queue display.
Added Center Line Display.
Added Last Price Rectangle.

Version 2.2 (14.05.2019) #

New Price Action Column – Display up to 7 price ranges in a “candle-like” visualization.
New SuperDOM Utilities (Experimental) Column.
Added Volume Profile Duration – Volume Pro.
Added Dual Delta Display – Volume Pro.
Added Display Initial Balance and Price Relation – Volume Pro.
Added Auto-Clear on Large Trade – Volume Pro, Trades, Time and Sales.
Added Historical Depth -Depth.
Added View- Depth.
Added Option to Display both Sells and Buys – Trades.
Added columns arrangements – Time and Sales.

Version 2.1.1 (27.02.2019) #

Fixed Imbalance Display – Depth – Now will only display on the selected side.

Version 2.1 (11.02.2019) #

Fixed Filtering in Updates Mode – Depth.
UI Column Width fixes.

Version 2 (12.12.2018) #

Added Diagonal Delta Calculation – Volume Pro.
The much-awaited Clear Column: You can now clear specific columns via 1- Clear Button, 2- Hot-Key and 3- Context Menu of the column. No more global F5 to clear. Clear is available for all columns with the exception of Depth Column.
Added Imbalance Alerts – Depth.
Added Volume Order Imbalance Mode – Depth.
Added Cursor Highlighting – All Columns.
Added Volume Reconstruction using Filters- You will now be able to filter the Volume profile not only by the absolute value of volume that traded but also be able to filter based on the aggregation algorithm that we employ in the Time and Sales Column – Volume Pro.
Added Depth Updates Mode- Simple Updates and Cumulative Updates- Depth.
Added Depth Updates with Single and Dual View – Depth.
Added Split Ask Side and Bid Side OrderBook – Depth.
Performance Improvements.
UI fixes.