DOM (Depth of Market) window offers an alternative way to view the market and your orders. The order can be transmitted by one mouse click, canceled by double click and modified by drag and drop.
DOM can be displayed by right clicking on a data line in the ZLT main window and selecting the DOM menu item. Multiple DOM windows for different contracts, for example, stocks, options and futures, can be displayed simultaneously.
Orders can be transmitted, modified and canceled directly inside the DOM window.
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LIGHT GRAY indicates that you are in the process of creating an order and you have not yet transmitted it. |
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LIGHT BLUE indicates that you have transmitted your order, but have not yet received confirmation that it has been accepted by the order destination. |
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GREEN indicates that your order has been accepted at the order destination and is working. |
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MAGENTA indicates that you have sent a request to cancel the order but have not yet received cancel confirmation from the order destination. At this point, your order is not confirmed canceled. You may still receive an execution while your cancellation request is pending. |
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RED indicates that the balance of your order has been confirmed as canceled by the IB system. This could occur unexpectedly when IB or the destination has rejected your order. Once the order is confirmed canceled, the Order Management line will disappear from your trading screen after 30 seconds. Please see the IB Customer Agreement for further information on order confirmation and order cancellation. |
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DARK BLUE indicates that a simulated order type has been accepted by the IB system and that this order has yet to be elected. The order is held in the IB system (and the status remains DARK BLUE) until the election criteria are met. At that time the order is transmitted to the order destination as specified (and the order status color will change). |
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MAROON indicates that an attached simulated order type has been accepted by the IB system and has yet to be elected. The order is held in the IB system (and the status remains MAROON) until the election criteria are met. At that time the order is transmitted to the order destination specified and the order status color will change appropriately. |
*The table is from Interactive Broker's TWS documentation.
When you right click in the DOM table, the following DOM context menu pops up:
Most of the menu items are self explanatory.
Following is a DOM with Action Button Panel and Trade Parameters Panel turned on.
The Trade Parameters Panel offers a quick and easy way to modify some of the trading strategy parameters without leaving the DOM window.
When the check box Sync Scale In/Out Sizes is checked, it will set the Scale In and Scale Out sizes to be the same as New Position size when the New Position size is modified.
- Left click on an order cell.
- Keep the left mouse button pressed and move the mouse cursor to the new price level and release the left mouse button. (Drag and Drop)
- Notice the order is modified to the new price.
- Left click on an order cell in either Buy or Sell column to select the orders represented by the cell. The selected order cell will be indicated by red boundary.
- Notice the Buy or Sell column name will have '*' to indicate there is a selected order cell in that column.
- Click in a cell in the Price column to move the orders of the selected cell.
- To deselect an order cell, just click in any empty cell in Buy or Sell column.
- Right click on an order cell.
- Keep the Right mouse button pressed and scroll the mouse wheel.
- Notice the order's quantity is increased/decreased.
Double click on the order cell.
