Depth of market chartbook for Sierra Chart

What the Sierra Chart DOM shows

The Depth of Market (DOM), or order book, lists the resting limit orders at each price: bids below the market, offers above it. Every time the market trades, those orders are filled, pulled or added to, and the DOM updates in real time. Scalpers read it to see where liquidity sits, how it reacts as price approaches, and whether aggressive orders are being absorbed. Sierra Chart's DOM can display dozens of columns; the hard part is choosing the few that matter and making them readable.

What is configured in this chartbook

• Buy and Sell columns showing the market orders executed at each price, next to the resting bid and ask size.
• An inside print with auto clearing: recent volume at the best bid and ask stays visible, then resets automatically, which makes short-term imbalances easy to spot.
• A daily volume profile that resets each day, with the POC, value area, Value Area High and Value Area Low. For the concept, see what is point of control.
• VWAP and the daily opening level, plotted automatically.
• Colors chosen so each column reads at a glance, in a dark and a light version.

Data you need

The DOM is built from market depth data, so your Sierra Chart data feed must provide depth for the symbol and it must be enabled. The volume columns also rely on tick by tick data: set Intraday Data Storage Time Unit to 1 tick in Global Settings >> Data/Trade Service Settings. The full checklist is in Sierra Chart DOM setup for futures.

Who it is for

Futures scalpers on ES, NQ, CL or similar markets who trade from the order book and want a clean Sierra Chart DOM layout without building it column by column. If you also want to see how liquidity evolved over the last minutes, not only the current book, the DOM with heatmap chartbook places a liquidity heatmap next to the same DOM.