Demo AvailableOrder Flow
Liquidity X-Ray
Visualize displayed order-book liquidity over time — where resting orders build, move and disappear.
Trading Terminal · Order Flow & Market Microstructure
Depth of Market (DOM)
A price ladder showing bid and ask depth level by level, with liquidity distribution and recent trades.
In Development — Targeting December 2026
DOMDepth of MarketCRUDEOIL MCX · MCX · L2Concept render · illustrative data
Price ladderSpread 1 · Last 6,150
| Bid size | Bid | Price | Ask | Ask size | Traded | Δ |
|---|---|---|---|---|---|---|
| 6,160 | 826 | 403 | +189 | |||
| 6,159 | 746 | 627 | -86 | |||
| 6,158 | 783 | 794 | +66 | |||
| 6,157 | 674 | 389 | -91 | |||
| 6,156 | 3336 | 610 | +46 | |||
| 6,155 | 101 | 775 | -1 | |||
| 6,154 | 790 | 347 | -269 | |||
| 6,153 | 774 | 102 | -14 | |||
| 6,152 | 905 | 840 | +195 | |||
| 6,151 | 637 | 4 | -313 | |||
| 802 | ▸ 6,150 | 309 | +7 | |||
| 147 | 6,149 | 737 | -108 | |||
| 565 | 6,148 | 232 | -208 | |||
| 1431 | 6,147 | 223 | -191 | |||
| 893 | 6,146 | 634 | -306 | |||
| 1501 | 6,145 | 226 | -104 | |||
| 497 | 6,144 | 39 | +99 | |||
| 1270 | 6,143 | 420 | -170 | |||
| 1087 | 6,142 | 293 | -280 | |||
| 1347 | 6,141 | 782 | +201 |
Book summary
- Bid Σ (10)
- 9,540
- Ask Σ (10)
- 9,572
- Imbalance
- -0.2%
- Largest bid
- 6,145
- Largest ask
- 6,156
Book pressure
BID 50%ASK 50%
Level detailclick a price
Select any price in the ladder to see resting size, traded volume and delta at that level.
DOM · analysis view · order entry not in scope · book updates on the simulated feedSIMULATED DATA · NOT LIVE · IN DEVELOPMENT
Demo data · simulated feed. Illustrative only — not live market data and not investment advice. Try it: click rows, tabs and controls.
In DevelopmentBeing engineered now. Not available to use, and its final behavior may differ from what is shown.
Overview
The depth-of-market ladder is the most direct view of the order book: a vertical price ladder with resting bid size on one side, resting ask size on the other, and the last traded price in the middle.
The terminal's DOM is designed to add context to the raw numbers — relative size bars, cumulative depth, and executed volume at each price — so imbalances in the book are visible at a glance.
Demonstrated in the ORVINUS feature series
Capabilities
What It Is Designed to Do
Intended capabilities. The released feature may differ.
Order-book levels
Bid and ask size at each price level around the market.
Bid/ask depth
Cumulative depth on each side with a running imbalance figure.
Liquidity distribution
Relative size bars make large resting orders stand out immediately.
Traded volume by price
Executed volume at each level alongside resting size.
In practice
Workflow & Limits
Intended workflow
- Open the DOM next to a chart.
- Watch for large size appearing or being pulled near price.
- Compare resting size with volume actually traded at that level.
What to keep in mind
- This is an analysis view. Order placement from the DOM is not part of the described scope.
- For NSE/BSE instruments the number of depth levels shown depends on the data integration providing it.
- This page describes a feature in development. It is not available to use yet.
Data requirementLevel 2 depth is required; Level 3 (order-by-order) data, where offered by an exchange, would require separate licensed access. Availability for NSE/BSE depends on licensing arrangements.
Related
Works Well With
Demo AvailableOrder Flow
Smart Tape
A filtered time-and-sales micro-tape that classifies trades by aggressor and makes buying and selling pressure readable.
Demo AvailableOrder Flow
Advanced Footprint Charts
See buy and sell volume at every price inside each bar — with delta, imbalances and volume clusters.
Coming Soon — Targeting Late 2026
Interested in Depth of Market (DOM)?
Register your interest in the ORVINUS Trading Terminal and tell us that Depth of Market (DOM) is what caught your attention.
Registration records your interest. It does not guarantee access to testing or the product.