The Trading Book, also known as the DOM (Depth Of Market) is the tool that allows one to view limit orders to buy (Bid Side) and limit orders to sell (Ask Side) present on the various price levels. The Adv. Dom of VolSys in addition to the classic functions of a Vertical Dom allows for viewing the quantities added/withdrawn on each price level, enabling the identification of any mark-ups/downloads by market participants.

INDEX

• Settings-of-Use:
• Features-Principals:
  • Testata:
  • Table-Fundamentals: 
  • Columns:
  • Trading Panel: 
  • Trading Buttons: 
  • OCO Panel: 
• Order-Input-and-Manage-Mode:
  • Buy Market: 
  • Sell Market: 
  • Buy Limit: 
  • Buy Stop: 
  • Sell Limit:
  • Sell Stop: 
• Enable-New-Columns:
  • Pull/Stack: 
  • Trades: 
  • Offers: 
• Abilities Volume Profile
  • Profile-resettable:
  • Daily Profile: 
• Settings Adv. Dom
  • Settings-Orders Columns
  • Settings Chart Dom
  • Model
• Scroll Vertical Axis
  • Auto-Recognition Mode

Settings-of-Use:

To open an Advanced Dom you need to go to the New entry of VolSys, to the Book section and select Adv. Dom. Now you choose the tool to display from the list of various subscribed symbols and pressing on select in the lower right corner will open a new Advaced Dom.

Principal Features:

By default, an Adv.Dom that will have the same features as a Vertical Book, in which you will be able to display:

• header:

In which you can view the selected instrument, the Broker and the account with which you are going to trade, the amount of contracts/shares you are in the market with, and the daily Profit & Loss you have  recorded on the instrument in question.

• Fundamental Table: 

In which you can view the % change of the instrument from the closing price of the previous session (%V), the % change from the opening price of the current session (%O), volumes and total trades. For equities, the upward and downward suspension price will also be present.

• Columns:

From left to right we find:

1. P&L: that column shows the Profit & Loss for each individual ticks, if you had a market position;
   
2. B: purchase order management column;
3. Bid: purchase order entry column, showing quantities of buy limit;
4. Price: price column;
5. Ask: sales order entry column, showing quantities of sell limit;
6. S: sales Order Management column;
7. VP: Daily Volume Profile column.

• Panel Trading: 

Clicking on the A square will allow you to select the type of orders you entered, choosing between automatic, limit, market and conditional modes. In the Qty section you will be able to change the quantity you want to trade. On the other hand, with the Cancel - Flat All button you will go to close the existing position and revoke all pending orders, both limit and conditional.

• Trading Buttons: 

With-keys Acq. you place an order buy market, Cancel you revoke pending orders, Close you close the outstanding position, Sen. you place an order sell market.

• OCO Panel: 

In which it is possible to enable OCO (Order-Cancel-Order) strategies, i.e., the ability to hook two exit orders to the main order, one limit for a possible exit in profit and one stop for a possible exit in loss. Upon execution of one of the two close orders, the other will be automatically revoked. 

In the cogwheel in the lower right-hand corner, you can create one or more OCO strategies, which should then be selected in the adjacent drop-down menu.

For more on OCO strategies, please refer to the section "OCO Strategy".

Mode-Insertion-and-Management-Orders:

In the automatic mode, the platform recognizes the type of order that you are going to insert depending on where you position yourself with the mouse within the trading book. 

• Buy Market: 

Click with the right key of the mouse on any point in the Bid column;

• Sell Market: 

Click with the right del mouse on any point in the Ask column;

• Buy Limit: 

Click with the left button of the mouse in the Bid on any price level below the market price;

• Buy Stop: 

Click with the left key of the mouse in the Bid column on any price level above the market price;

• Sell Limit:

 Click with the left button of the mouse column Ask on any price level above the market price;

• Sell Stop: 

Click with the left key of the mouse column Ask on any price level below the market price.

Once you have entered orders of type limit or conditional you can edit them through the order management column, specifically with the left key of the mouse you can move the order, while with the right key you can delete it. If you double-click with the left button instead you can change the quantity.

Aenable New Columns:

To enable the columns Pull/Stack, Trades, Offers features of the Adv. Dom of VolSys, you need to right-click mouse on the column header row. In that section you will also be able to do an automatic resizing of the columns themselves.

• Pull/Stack: 

These columns show the quantities added and removed on each price level, both in Bid (B.PS), and in Ask (A.PS). Specifically, in the column B.PS the colorimetry will take on green color for quantities added and red color for quantities removed, conversely in the column A.PS the colorimetry will take on red color for quantities added and green for quantities removed;

• Trades: 

These columns show instead the quantities executed in Bid and Ask. Specifically, the B.T. column reports the quantities sold at market, while the A.T. column reports the quantities bought at market.

• Offers: 

These columns show the number of orders from which a single level is composed in Bid (#B) and in Ask (#A).

Abilities Volume Profile

Clicking on Resettable Profile and Daily Profile will allow you to add one or more profiles depicting the Volume, the Delta and the Bid-Ask. By clicking on Settings you will instead be able to configure the Volume Profile.

• Profile-resettable:

Iit will start loading data from the moment it is added, it can be reset at will through the rubber in the upper left corner;

• Daily Profile: 

Rreports-exchanges-occurred-since-start-session.

Settings Adv. Dom

Clicking on the little wheel in the upper left corner will give access to the settings. 

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  Settings-Orders-Columns

In this section you will be able to change the order of the columns, through the appropriate buttons Up and Down.

• Settings Chart Dom

In this section you will be able to customize the size of the text as well as the color of the background and each individual column.

• Model

In this section you will be able to save any changes you have made or upload a previously saved model.

Scroll Vertical Axis

Right-clicking mouse on the price column allows you to choose how you want to move the vertical axis of the book.

• Mode-Auto-Recognition

Positioning the cursor in the price column, if you press the left button of the mouse around the market price you can make a vertical scroll of the book, while if you position yourself at the extremes of that column, at the top or bottom, always pressing the left button you can compress or enlarge the size of the axis itself.