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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

A portrait monitor on a dark desk at night running Alpha's DOM on simulated NQ: the ladder updates, a market buy is placed from the ticket below it, and the position's P&L appears at every price.

Every column earns its place.

Columns are chosen per DOM. When the panel narrows, the least important ones step aside first.

Alpha's DOM on simulated NQ, updating live with a one-lot long open: P&L at each price, sold, bid, price, ask, bought and volume columns, and the one-click trading buttons.
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.

LadderDOM
Know your place in the queue: the estimate shrinks as trades and pulls arrive ahead of you.

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.

Alpha time and sales on simulated NQ, live and grouped: each print's time to the millisecond, price coloured by the side that traded, and size, with a larger sweep across two prices highlighted.
Time and sales, live on the simulated market.

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.

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