OPEN-SOURCE SCRIPT
CREA DOM v.1.0
A right-anchored Depth of Market ladder for the current pane, showing 10 price levels above and 10 below the current price. Bid and ask volume are estimated from bar data (buy/sell volume proxy) and displayed as horizontal bars growing outward from the centre price column — bids to the left in cyan, asks to the right in red. The current price row is always highlighted. Volume numbers are shown on each side, level spacing is ATR-derived and snapped to the instrument's tick size, and a bid/ask imbalance indicator is displayed at the bottom. Font sizes for row labels, the current price, and the header are independently configurable from the settings panel.
Note: True Level 2 data requires a broker-integrated feed or a premium TradingView plan with DOM access. This indicator synthesises depth from bar volume using exponential decay — it reflects directional pressure, not real order book data.
Note: True Level 2 data requires a broker-integrated feed or a premium TradingView plan with DOM access. This indicator synthesises depth from bar volume using exponential decay — it reflects directional pressure, not real order book data.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.