TEVO DOM: a Level 2 depth of market for NinjaTrader 8

What the indicator does

1. Separate window. Added to a chart, the indicator opens the DOM in its own window running on its own thread, so the chart is not slowed down. It shows the chart’s market, or the one you pick inside the window (click the instrument name).
2. Price ladder. Columns BID Δ, BID SIZE, DEPTH, PRICE, DEPTH, ASK SIZE, ASK Δ. In static mode (default) the rows stay still and only recenter when price nears the top or bottom; the mouse wheel scrolls the ladder, a middle click or double click recenters it.
3. Size changes. BID Δ and ASK Δ show orders added (+) or pulled (−) at each price over the last 10 seconds. Size taken by trades is not counted, so you only see additions and cancellations.
4. Time & Sales. Every trade with its time, price and quantity, coloured by side; trades of 20 contracts or more are highlighted (adjustable).
5. Order entry. Account (never saved), contract, quantity (1, 2, 5, 10 buttons), ATM strategy and time in force; BUY MKT, SELL MKT, CANCEL ORDERS and FLATTEN buttons. Buy, sell and flatten need a second click within 3 seconds.

Data and markets

• For markets that publish market depth in NinjaTrader: futures (ES, NQ, MNQ, CL, GC…), and any instrument for which your connection supplies Level 2.
• The DOM works in real time: there is no order book history, and Time & Sales starts when the window opens.
• The display updates on every book change, capped at 30 frames per second by default (Refresh setting).

Requirements: what is free and what may cost money

• NinjaTrader 8, a desktop platform for Windows. The indicator is free; NinjaTrader is third-party software with its own terms, and it may cost money depending on how you use it (licence, live trading).
• Market depth (Level 2). Your connection must supply order book depth for the chosen instrument. Depending on the broker, the exchange and the data subscription, it may cost money or be limited to a few levels.
• Market data. Prices, volume and market depth come from your connection (broker or data provider). Depending on the exchange and the subscription, this data may be billed: check your provider’s terms.
• A trading account for orders. The buttons send real orders to the selected account: always start with a simulation account (Sim101).

Reading example (educational)

On NQ, a large size appears on the ask a few ticks above price (long red bar, positive ASK Δ). If price rises to that level and the size shrinks under trades (cyan prints, large sizes in Time & Sales), the level is being absorbed; if it vanishes just before being touched (negative ASK Δ with no trades), it was a pulled offer. The DOM shows what is happening; it does not tell you what will happen.

Settings

Each setting is named exactly as NinjaTrader shows it, with its default value read directly from the source code (.cs).

1. Ladder

2. Time & Sales

3. Order Entry

4. Window

6. Performance

7. Trading Evolution

9 colours you can customise in NinjaTrader's Colours tab.

Installation in NinjaTrader 8

1. Download the free pack (ZIP file) that contains the indicator from the Free indicators section of the home page.
2. In NinjaTrader 8, open Tools › Import › NinjaScript Add-On, choose the ZIP file, then restart NinjaTrader.
3. Activate your free license: Control Center › New › Trading Evolution License, then save your key.
4. On a chart, open the indicator list (right-click › Indicators) and add “TEVO DOM”.

Common problems and fixes

• The window stays empty. Check that your connection is live and supplies market depth for that contract (including the expiry month).
• The order buttons do nothing. Select an account in the window first; with confirmation on, click a second time within 3 seconds.
• The indicator is not in the list. Check that the pack import (Tools › Import › NinjaScript Add-On) finished without an error, then restart NinjaTrader. NinjaTrader compiles every script together: an error in another installed script can block the import, so fix or remove that script. If the tool shows a license message, save your free key in Control Center › New › Trading Evolution License.
• “Already contains a definition” error. An older copy of the same indicator exists under another file name: delete it, then compile again.

Limitations

• Orders placed from the window are real NinjaTrader orders: test on a simulation account first. The indicator manages no position for you.
• The depth shows visible orders only: hidden orders (icebergs) and fast cancellations are not fully represented.
• No order book or Time & Sales history: data starts when the window opens.
• No reading of the book is guaranteed: futures trading involves a risk of losing capital.

Frequently asked questions

Related concepts and tools

• Order flow guideDOM, Time & Sales, footprint, delta and volume profile: what each tool measures.
• Footprint chart explainedThe volume actually traded at each price, bar by bar.
• TEVO Big TradesLarge executed trades as bubbles on the chart.
• All 15 free NinjaTrader indicatorsThe ICT and order flow tools, each with its documentation.

Other free NinjaTrader 8 indicators

• ICT 2022 Mentorship Model
• Market Maker Models (MMBM / MMSM)
• ICT Silver Bullet
• ICT SMT Divergence
• ICT Judas Swing
• ICT Killzones & Daily Profiles
• ICT Power of 3 (AMD)
• ICT OTE (Optimal Trade Entry)
• ICT Turtle Soup
• ICT Unicorn Model
• TEVO Footprint
• TEVO Big Trades
• TEVO Cumulative Delta
• TEVO VWAP

Related articles

• How to Install Custom Indicators in NinjaTrader 8 (ZIP Import)Most NinjaTrader 8 indicators arrive as a ZIP archive imported with Tools > Import > NinjaScript Add-On; source files (.cs) are copied and compiled instead. Both methods to install indicators in NinjaTrader 8, step by step, with the errors to expect.
• How to Read the DOM (Depth of Market) in Futures TradingThe DOM shows the limit orders waiting above and below the market, price by price. Learning how to read the DOM means separating what is offered from what actually trades, and knowing what the ladder never shows.
• NinjaTrader DOM Tutorial: Reading and Trading from the Order BookHow to use a NinjaTrader DOM in practice: the SuperDOM, the TEVO DOM window, how each one sends orders, and the settings that keep practice on a simulation account.
• Scalping Futures: Ticks, Costs, Slippage and What It Really InvolvesScalping futures means trading for a few ticks at a time. The style lives or dies on details that longer-term traders can ignore: tick value, costs per round turn, slippage, liquidity and the speed of your own decisions.
• Order Flow Scalping: A Workflow With the DOM, Footprint, Tape and Big TradesOrder flow tools show liquidity and aggression tick by tick, which tempts scalpers to trade everything they see. A workflow decides in advance where to look, what would justify a trade and when to do nothing.
• How to Read Time and Sales in NinjaTrader 8Time and Sales in NinjaTrader 8 lists every trade with its time, price and size, coloured by where it printed against the bid and ask. Here is how to set it up, what each column means and how to read the prints.