# Depth of Market (DOM)

Depth of Market (DOM) is an indicator on [Vela](https://vela.luxalgo.com/chart), our next-generation charting platform, written in Pine Script®.

Depth of Market (DOM) rebuilds an order-flow workstation on the chart: a price ladder with bid, sell, buy, and ask volume, a time and sales tape, volume profile, cumulative depth, imbalance highlights, and up to 24 intraday key levels. Data resets daily or by session. Suited to futures and intraday traders who read participation level by level.

- Indicator in the LuxAlgo Library, by LuxAlgo, published Jun 20, 2024.
- Access: free.
- Concepts: [DOM](https://www.luxalgo.com/library/concept/dom/) (primary)
- Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=cmpwn17wo001mvhsgsxsn4szz
- Page: https://www.luxalgo.com/library/indicator/depth-of-market-dom/

**Depth of Market (DOM)** assembles a full order-flow workstation on the chart: a price ladder showing bid, sell, buy, and ask volume, a live time & sales tape, a volume profile, cumulative depth, imbalance highlights, and up to 24 key intraday levels. Where the [depth of market](https://www.luxalgo.com/library/concept/dom/) usually lives in a separate execution window, this tool folds it into the analysis view, and every module can be switched off, so you only pay the performance cost of what you actually use.

## How to Trade the Depth of Market (DOM)?

- **Ladder volume**: rows holding heavy bid or ask volume show where participation concentrates, natural anchors for support and resistance reads.
- **Profile nodes**: high and low volume nodes flag the price areas that mattered most since the last reset.
- **Imbalances and buying pressure**: interlevel and intralevel imbalances point to zones where supply and demand are one-sided.
- **Key levels**: previous week and previous day references plus the current day's open, high, low, and middle frame the intraday map.

The time & sales panel runs beside the ladder with time, price, and order size, useful for judging how aggressively flows are hitting the book. Like the rest of the [volume and order-flow tools](https://www.luxalgo.com/library/family/volume-orderflow/), it rewards session-long observation rather than one-glance signals.

## What the Depth of Market (DOM) Shows

Data can reset Daily or per Sessions, and the display can work in TICKS or POINTS to match the instrument's volatility. Rows, text size, and the top price are adjustable, as are the volume decimals on crypto symbols, maximum update counts, and the sizes of the Profile and Depth columns. A timezone offset aligns the time & sales tape with your local session, and the Depth module accumulates traded volume outward from the current price, buy volume on the levels above it and sell volume on the levels below.

## Frequently Asked Questions

### Is the DOM ladder the same as a volume footprint?

No. The ladder is a live panel of volume by price level updated in real time, while a [Volume Footprint](https://www.luxalgo.com/library/indicator/volume-footprint/) breaks each finished candle into per-price traded volume. The two answer different questions and can run together.

### Why does my chart slow down with everything enabled?

The Key Levels column is the most performance-intensive module, followed by the Profile and Imbalance columns. Disabling unused features, especially Key Levels, Profile and the Imbalance columns, or reducing Profile/Depth sizes keeps the tool responsive.

### How do I get the Depth of Market (DOM)?

It is a free tool. Get it from this page on the LuxAlgo Library and enable only the modules your workflow needs. You can also copy the source code from this page and run it anywhere Pine Script® runs.

## Related indicators

- [Liquidity Price Depth Chart](https://www.luxalgo.com/library/indicator/liquidity-price-depth-chart/) (DOM): markdown at https://www.luxalgo.com/library/indicator/liquidity-price-depth-chart.md
- [Volume Footprint](https://www.luxalgo.com/library/indicator/volume-footprint/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-footprint.md
- [Liquidity Structure & Order Flow](https://www.luxalgo.com/library/indicator/liquidity-structure-order-flow/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/liquidity-structure-order-flow.md
- [Volume Delta Candles](https://www.luxalgo.com/library/indicator/volume-delta-candles/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-delta-candles.md
- [Order Flow VWAP Deviation](https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation.md
- [Volumetric Order Flow Structure](https://www.luxalgo.com/library/indicator/volumetric-order-flow-structure/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volumetric-order-flow-structure.md
- [Volume Bubbles & Liquidity Heatmap](https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap/) (Resting Liquidity / Liquidity Heatmap): markdown at https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap.md
- [Fair Value Gap Absorption Indicator](https://www.luxalgo.com/library/indicator/fair-value-gap-absorption-indicator/) (Absorption & Exhaustion): markdown at https://www.luxalgo.com/library/indicator/fair-value-gap-absorption-indicator.md

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Source: https://www.luxalgo.com/library/indicator/depth-of-market-dom/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/
