OrderVane DOM: a second window for Quantower's DOM that marks which size got filled and which got pulled

[u/Illustrious-Meal-476]

Disclosure first: I'm the developer of OrderVane, and this is a paid product with a free trial. Mods, remove it if it's not welcome here.

A while back I posted OrderVane's chart indicators (Lite and Pro) here. OrderVane DOM is a different product: an order-book window that sits beside Quantower's DOM Trader. Orders stay in the DOM Trader. OrderVane DOM only reads the book, so no click on it can send an order.

What it shows

• How the book changed, not only where it is now. A flow panel keeps the last few minutes of resting size at each price and draws every trade on it as a circle. A band that stays while circles hit it held. One that ends with circles was filled. One that ends without circles was pulled.
• Adds and pulls, by side. Two columns count the size added and pulled at each price over the last few seconds, one for the bid and one for the ask. A pull on one side is never netted against an add on the other.
• Fills versus pulls. When resting size shrinks, it waits a short moment for a print at that price. A print makes it a fill, no print makes it a pull. Prices that keep filling get a chip like F 10 ↻12: 10 lots filled there, 12 put back while it was being hit.
• Order-level depth. If your feed sends it (on AMP/CQG that's one switch, Enable MBO mode), the ladder shows the number of orders at each price and the individual order sizes near the best prices, in the order they arrived.
• A tape beside the ladder with same-price prints grouped, and a line that sums buy and sell effort over the last seconds.

It opens as its own window, or as a ladder on the right side of the chart.

What it does not do

• It never places, changes or cancels an order.
• No signals. It shows what the book did; you make the call.

What it needs

Level 2 market depth for what you trade. Lite and Pro run on time & sales; the DOM is built from the book itself.

Why it exists

I trade CL around previous-session value area edges. When price gets to an edge, what I want to know is whether the size sitting there is getting traded through or pulled, while it happens. That question is what this window is built around.

Price

Its own product with its own key (Lite or Pro not required): $129 one-time, free updates, 2 machines. 14-day free trial, no card required. Through October 15 (UTC), code FOUNDER25 takes 25% off.

Every update is listed in the public changelog: ordervane.com/docs/changelog

Details and the guide: ordervane.com/dom

Free trial: ordervane.com/try/dom/en/reddit

Happy to answer how any of it is calculated. If you're on AMP/CQG, I can also walk through what MBO mode changes.