BookDepthIQ-NT

_{Free to use. If it helps your trading, leave a tip, any amount you like. Secure checkout by Stripe. Questions, bugs and setups: join the Discord (#nt-dom).}

A modern standalone pop-out DOM for NinjaTrader 8, built with Avalonia (.NET 8). It is a full port of the BookDepthIQ-Vest panel, with the same ladder, look, reads and click behaviour. Risk is worked out in CME contracts, ticks and tick value, with commissions, and against your prop firm's drawdown rules.

Owner-provided screenshot. The optional no-chase guide shown here is OFF by default in v1.12.13.

┌──────────────── NinjaTrader 8 ────────────────┐                ┌──────── BookDepthIQ DOM (Avalonia) ────────┐
│ your connection (Rithmic / CQG / NT Brokerage)│                │ ladder · reads · tape · journal · order log │
│ BookDepthIQBridge AddOn: depth, prints,       │── 127.0.0.1 ──▶│ CME risk ticket · settings                  │
│   history, account, positions, orders, fills  │◀── commands ───│ every order = your click                    │
└───────────────────────────────────────────────┘                └─────────────────────────────────────────────┘

The DOM runs in its own process. If it crashes, NinjaTrader and your orders are not affected. The bridge is a thin AddOn: it streams data and executes what the DOM sends. It never decides to trade.

Status: beta, test on Sim101 first. The bridge compiles against NinjaTrader 8.1.x. The DOM has run against a simulated feed. Run it on Sim101 before any funded account.

What's new in 1.13 — charts

Chart control rendered from synthetic data. It isn't a live trading screenshot.

• Two optional candle charts to the left of the DOM, linked to the DOM's contract. Each has its own timeframe (1m to Day, 3m and 15m by default), zoom, pan, LIVE/Follow and AUTO scale. Drag the dividers to resize them, collapse them, or maximise one.
• PAX opening range with extension rungs, volume, SMA/EMA and a linked crosshair.
• Tokyo / London / New York session zones: high/low boxes with editable hours, time zones, colours, prior sessions and extensions. OFF by default.
• Large-trade bubbles: live prints over your size threshold, with exact quantity badges.
• Read-only order and position lines on both charts. Charts never send, move or cancel orders.
• Ladder entry only from the tinted BUY / SELL columns. Other columns never send an entry.
• Manual stop and target exits each get their own position-sized coverage.

The charts use a second read-only AddOn, BookDepthIQChartBridge.cs (port 36974), next to the DOM bridge (36971). Every release since 1.12 is listed in the changelog.

Install

Download BookDepthIQ-DOM-x.y.z-win-x64.zip from the latest release and unzip it.

1. Both bridges: close NinjaTrader and copy BOTH NinjaTrader\BookDepthIQBridge.cs and NinjaTrader\BookDepthIQChartBridge.cs to Documents\NinjaTrader 8\bin\Custom\AddOns\. Start NT, open New → NinjaScript Editor and press F5. DOM/orders listen on loopback 36971; read-only charts listen on 36974. Don't replace the separate Bubbles bridge. Upgrading? Replace both files every time, press F5, then reload chart history. An exe-only upgrade isn't enough. Don't swap versions while you're managing an open position.
2. DOM: run BookDepthIQ-DOM.exe. It is self-contained, so nothing else needs installing. Windows may say "Windows protected your PC" because the exe is not code-signed: More info → Run anyway. The header shows ● NT when it is connected, with the median time NinjaTrader takes to answer.
3. Type the instrument (for example NQ 12-26) and press Go, then pick Sim101. The DOM loads up to 48 h of NinjaTrader tick history so SuperTrend, VWAP, the opening range and the profile are right from the start.

From source: dotnet run --project src/Dom (needs the .NET 8 SDK).

Layout

Within the DOM workspace, the ladder is on the left; optional charts occupy a separate column farther left. The compact telemetry stays above the DOM. Its right column holds, from top to bottom:

• TAPE, with JOURNAL and LOG chips that swap the view (click again for the tape), plus TICKET, HEAT and ST toggles (lit = on). Text size: SETTINGS → Tape & log, or Ctrl+wheel over the tape or log.
• TICKET (hide it with the TICKET chip; hidden = tape and buttons only): a READOUT of contracts · risk · win · R:R · % of room · losers left in big type, with the cost, warning and result lines. Under it are cards with segmented controls and pill toggles: SIZE, STOP (ticks / ATR / swing + BRACKET), TARGETS (TP1–3 + split), MANAGE (B/E after TP1, stop guard, trail), and ENTRY (setup, hotkeys, preview, scale).
• Buttons in three columns: BUY MKT · SELL MKT · FLATTEN, then REVERSE · CANCEL ALL, then B/E · CLOSE HALF.

The ladder

Resize anything: drag a divider in the ladder's header row (the cursor turns ↔) to make any column any width. Double-click a divider to reset every column. Drag the bar between the ladder and the right column to size the right column. All of it is saved.

Columns (each can be turned off in SETTINGS → Ladder): HEAT · PULL/STACK | BUY | SOLD | BID | PRICE | ASK | BOUGHT | SELL | P&L | PROFILE | Δ. The heatmap sits at the far left, next to BUY.

• Click the cyan BUY column for a buy limit, the orange SELL column for a sell limit. Only these two columns send entries; the order goes on release, and scrolling or dragging cancels it. Hover help can be turned off in Ticket → ENTRY → COLUMN HELP. Shift-click places a stop. Double-click a row that already has an order to add another one there. Right-click a working order to cancel it (every order on that side at that price); drag it to move it (all of them). Several orders at one price show as one chip, e.g. LMT 3 ×2.
• Price: best bid and ask are coloured, the yellow box is the last price, and the dashed amber row is your average. The yellow bar marks the POC; the shaded rows are the value area.
• BID/ASK: depth bars. A wall (3× the average size on that side) shows yellow.
• SOLD/BOUGHT: volumetric footprint. Each cell is a bar sized by its volume (scaled to the busiest cell on screen) growing out from the price column, with the number on top. Diagonal imbalances are solid bars with an edge on the price side; stacked ones get a white edge and are drawn as BUY/SELL STACK lines. BID/ASK size bars also scale to the rows on screen.
• HEAT: resting size over the heat window (5 minutes by default, in 10-second bins), time-averaged and coloured by the side it was on. Yellow means a wall. PULL/STACK shows the net size pulled or added in the last minute at every eligible visible level; lower-confidence re-quoting flow is muted. ABS means absorption: one side kept hitting a level for more than was showing, and it held.
• Heat window: SETTINGS → Ladder → 5 / 15 / 30 / 60 min. That's 30 slices across the window, with pull/stack and absorb over a fifth of it (1 min at 5 min, as before).
• nPOC (naked POC): each period (5 / 15 / 30 / 60 min, SETTINGS → Ladder) gets its own volume POC, like the POC of one footprint bar. When the period closes it is drawn as a pink dashed nPOC HH:MM line, but only while it is naked. Once price trades back at it, the auction there is finished and the line is gone. Built from history plus live, so earlier periods' nPOCs show at once.
• PROFILE / Δ: drawn as BookDepthIQ's ladder draws them. The profile is a neutral grey volume histogram (POC near-white, value area mid-grey, outside it dim grey), with the value area as a faint magenta band on PRICE. Δ is a signed bar from the column centre, cyan for + and orange for −. Visible range: the POC, value area and bar scale come from the rows on screen, so they follow scrolling and zoom. Δ scales to the visible rows too. Both update on every print. Start time (SETTINGS → Indicators): profile, Δ and the footprint count live prints from your start time (HH:MM in the VWAP zone), or from when the DOM opens if it is blank (the default). Use history backfills from the start time with NinjaTrader's history; otherwise it is live only. SuperTrend, VWAP, the opening range and the heatmap always use history, so they are ready at once.
• P&L: what each price is worth to your open position.
• Lines: VWAP with ±σ bands, ST1/ST2, nPOCs, GEX levels, the RTH opening range (NQ/ES, BookDepthIQ PAXOR, coloured as in the Vest panel: OR H blue, OR L red, MID gold, EXT rungs dashed), NO CHASE (ST1 ± 2 ATR), RANGE H/L in chop, your TP/SL legs with their $, FAIL (where the account fails at this size) and the preview. Lines pass behind every number. Lines off the screen are pinned at the right (Δ column), top or bottom, with their distance.
• Zoom on the PRICE column: wheel over PRICE (or drag it up/down) zooms in and out. Row height first, then ticks per row (1 → 2 → 4 → 8 → 20 → 40 → 100). The price under the mouse stays put. Double-click PRICE (or Home) goes back to 1 tick per row, centred. +/− zoom around the middle; a badge shows the scale.
• Wheel elsewhere scrolls (Shift = a page) and holds the view for 15 s. Space re-centres. Otherwise the ladder holds still unless price drifts.

Header reads

• SuperTrend: dual ST, a port of BookDepthIQ's trend.rs, for example ▲▲ STRONG LONG +75.
• Scalp read: GO — pullback to ST1 (within 2 ATR of the line and pulling back), wait for the dip, or STRETCHED — don't chase.
• Market state: TREND / CHOP + ADX score, from the selected completed-bar timeframe and ADX period/threshold in Settings › Indicators. DI supplies direction, not ADX. EXTENDED still describes distance from VWAP/ST; no forecast or automatic entry.
• FEED: milliseconds since NinjaTrader's last book or print.

Ticket and risk (CME)

• Size: contracts, $ risk @SL or % room @SL, with quick buttons. Contracts are whole; a $ risk too small for one contract says so.
• Stop: ticks, ST1 ATR × mult or swing (past the N-minute high/low). TP1–TP3 are in ticks, or in R in ATR/swing mode, with a split such as 50/30/20.
• Brackets, like NT's ATM: each fill is split across your targets. Each slice gets its own TP and SL as one OCO pair, so a partial fill is protected at once.
• Risk line: contracts, SL, $/tick, risk and win with fees, R:R, % of room, losers left and break-even ticks. It turns red when the stop is past the fail line.
• Warnings (size × your normal, far from the market, spread wide, stop past the fail line, over your max contracts) never block. One click sends.
• Cost line: spread gate against this market's own recent spreads, your fill for this size, slippage, all-in break-even, and TP as a multiple of cost.
• PREVIEW LONG/SHORT: the stop and targets drawn on the ladder while flat. Drag them to set the distances.
• SCALE: a ladder click sends 2–10 limits from that price away from the market.
• Buttons: BUY MKT, SELL MKT, B/E, CLOSE HALF (bracket legs trimmed), REVERSE, CANCEL ALL (Esc), FLATTEN (F), KILL (Ctrl+K: every position and order on the account). Exits are never blocked.
• Hotkeys B / S / E / R work only while HOTKEYS ARMED is on. On SAFE they say so.

Account rules and protect my day

• SETTINGS → Account: start balance, max drawdown, static / trailing intraday / trailing EOD, where trailing stops (lock), and the prop daily loss. Room = equity − floor, or today's limit if that is tighter. A bar shows the room left.
• SETTINGS → Protect my day (all off by default): daily loss limit, max trades, cooldown after a loss, close everything at the limit, and close before the Friday CME halt. Limits apply to NEW entries only. The day starts 17:00 Chicago.
• Management that acts without a click (each off until you turn it on, and none ever opens a position): B/E after TP1, trailing stop (after N R, or on ST1/ST2), stop guard (puts a vanished stop back), and the two closes above.

GEX levels

This is a port of BookDepthIQ's GEX Levels. It computes dealer gamma from CBOE's free delayed option chains:

Futures	Option chain	Converted by
ES / MES	SPX	spread
NQ / MNQ	QQQ	ratio
YM	DIA	ratio
GC	GLD	ratio
CL	USO	ratio

The ladder draws these lines:

• CALL WALL and PUT WALL
• γ FLIP (the zero-gamma spot)
• MAGNET
• GEX 1…n
• RANGE HIGH / LOW (the one-day move from iv30)

The GEX read in MARKET shows +γ (dealers damp moves) or −γ (they amplify them), with the net $ per 1% move. Hover it for every level.

• How the levels hold: they change only when the daily open-interest vintage changes, and the futures conversion is frozen with them, so the lines don't wander with price. RECALC in settings shows the map recomputed every poll instead.
• No measured conversion = no lines: the spread or ratio is the median of 30+ s of live book mids. Replayed prints never feed it.
• Fetching: polls every 60 s on its own task, with gzip and If-None-Match (a 304 costs no bytes). It never touches an order.
• Settings › GEX: on/off, expiries (4 nearest / 0DTE / all), daily or recalculated map, how many numbered levels, range, magnet, line width. Colours are in Colours › GEX.
• Caveats: dealer positioning is inferred (customers sell calls, buy puts), not observed. The data is delayed. These are levels, not direction.

Initial Balance

Ported from BookDepthIQ's IB layer (v1.0.146/147). Off by default: SETTINGS → Initial balance.

• The IB is the high and low of the first 1, 3, 5, 15, 30 or 60 minutes after the open, from every trade in the half-open window [open, open + length). RTH opens at the OR bell for index futures (08:30 Chicago; CL 08:00, metals and treasuries 07:20); Globex at 17:00 Chicago (Sunday–Thursday). All 12 ranges are tracked at once, so switching session or length is instant.
• Lines: IB H (cyan) and IB L (orange), dashed while the window is open; MID; the 1.5×, 2× and 3× extensions once it forms; optionally the IB window's value area (VAH / VAL).
• IB pill in the header: building 3/15, inside, ▲ 09:12 Δ +340 (broke high at 09:12, delta since the break), ▼ (broke low), back inside. Its tooltip has H / L / MID / range, POC and value area, range vs the median of past days, percentile (from 5 days), the previous IB and the latest events.
• Built from NinjaTrader's tick history and then live prints. If the DOM opens after an IB closed and the history doesn't reach back to the open, it shows missed unless an earlier run recorded it; raise SETTINGS → Ladder → History to load. A DOM that joins mid-window marks the IB PARTIAL.
• Every whole IB that forms is saved to %APPDATA%\BookDepthIQ-NT\ib-history.jsonl (one row per day, instrument, session, length and open time) for the stats. The Playback connection never writes.

Package to share

powershell -ExecutionPolicy Bypass -File tools\package.ps1 -Version 1.13.0-beta.14

This runs the tests, then builds dist\BookDepthIQ-DOM-<version>-win-x64.zip, which holds:

• BookDepthIQ-DOM.exe: one self-contained file, so the user needs no .NET install.
• NinjaTrader\BookDepthIQBridge.cs and NinjaTrader\BookDepthIQChartBridge.cs: the two AddOns.
• INSTALL.txt: the install steps.
• LICENSE.txt and DISCLAIMER.txt.

The exe is not code-signed, so Windows SmartScreen asks once ("More info › Run anyway").

Accounts and performance

The top account selector lists all accounts NinjaTrader exposes, including prop accounts, with connection status. Account-list changes refresh automatically within two seconds; the adjacent ↻ button requests a fresh list immediately. Selecting an account remains a manual action. Install and compile the updated bridge for automatic discovery.

The DOM indexes recent trades for absorption and caches row reads until the next trade/book/window change. Bridge delivery uses ordered, bounded batches (2,048 pending messages) with short UI time slices; it preserves every event and applies backpressure rather than dropping prints or fills. Tape flash-cache cleanup uses a retained-trade set once per second.

Professional journal

The JOURNAL toolbar button opens a dedicated Calendar / Analytics window, styled with the DOM's existing theme. Filter by SIM / LIVE / PLAYBACK, account, instrument and date range. The calendar shows daily net P&L and opens that day's trade timeline. Analytics includes cumulative P&L, drawdown, win/loss and long/short splits, profit factor, expectancy, fees, streaks and breakdowns. Review notes and setup tags are saved with each trade; EXPORT CSV copies the filtered history. Prices and P&L come from recorded NinjaTrader executions, with commissions/fees included. The journal records executions while the DOM is connected; it does not import earlier broker history or recover a position opened before recording began. A completed round trip is counted as one trade. SIM/LIVE/PLAYBACK classification uses the account name (Sim / Playback prefixes); environments are filtered separately. This release requires the included updated AddOn to be copied and compiled.

The OUTLOOK toolbar button shows a collapsible evidence panel above the tape. It reports bid/ask replenishment, absorption holds, ST disagreement and regime. FLOW has independent 5/15/60-second windows; ABS has its own ladder column (B = bid, A = ask). Observed holds are recorded to %APPDATA%\BookDepthIQ-NT\outlook-observations.jsonl. No calibrated probability is displayed yet; these observations are not trade returns.

powershell -ExecutionPolicy Bypass -File tools\package.ps1 -Version 1.13.0-beta.3

This runs both test suites, then builds dist\BookDepthIQ-DOM-1.13.0-beta.3-win-x64.zip (~37 MB), which holds:

• BookDepthIQ-DOM.exe: one self-contained file, so the user needs no .NET install.
• NinjaTrader\BookDepthIQBridge.cs: the DOM/order AddOn.
• NinjaTrader\BookDepthIQChartBridge.cs: the independent read-only chart AddOn.
• INSTALL.txt: the install steps.
• LICENSE.txt and DISCLAIMER.txt.

The exe is not code-signed, so Windows SmartScreen asks once ("More info › Run anyway").

Settings and colours

SETTINGS has a section rail on the left: Account, Fees & warnings, Protect my day, Ladder, Tape & log, Indicators (one set for every instrument), GEX, SuperTrend, Opening range, Initial balance, Colours. Each section is a set of cards with ON/OFF switches and segmented choices. SAVE (Ctrl+S) applies everything; CANCEL (Esc) discards.

• SETTINGS → Colours: every colour the DOM draws can be changed:
  • surfaces, text and accent
  • bid/ask and profit/loss
  • chart lines (VWAP, nPOC, opening range, SuperTrend, no-chase, stacks) and GEX
  • profile, Δ and heat
  • order buttons
  • tape and log
• Pick a swatch or type #rrggbb. ↺ resets one colour. Presets: Default, Midnight, Graphite and High contrast.
• Colours change live while you pick. CANCEL puts them back.

Journal and order log

• Journal: every round trip, built from NinjaTrader's executions. Entry, exit, size, $ after commissions and fees, R, setup tag and slippage against the price you clicked. Totals by setup. copy CSV.
• Order log: every click, what was sent, NinjaTrader's answer with its time, rejections with NT's reason, warnings and blocks. copy it for a bug report.
• Replay: use NinjaTrader's own Playback connection. The DOM shows it like any other feed, on the Playback101 account.

Develop

dotnet build                                   # Core, DOM, tests, fake bridge
dotnet test                                    # 416 tests (370 Core/DOM + 46 Bridge); no broker orders
BDIQ_PORT=36975 dotnet run --project tools/FakeBridge -- --position   # simulated NQ, never sends orders
BDIQ_PORT=36975 dotnet run --project src/Dom   # the DOM against the fake (NinjaTrader is not touched)
dotnet build nt8/BridgeCheck                   # compiles the AddOn against C:\Program Files\NinjaTrader 8\bin

The protocol is in docs/PROTOCOL.md and the port plan in docs/PORT-PLAN.md. Rules for changes are in CLAUDE.md.

License and disclaimer

MIT © 2026 autopilotaitech.

Trading futures involves substantial risk of loss. This is a tool, not financial advice, and it comes with no warranty. Test on Sim101 first. NinjaTrader is a trademark of NinjaTrader, LLC; this project is not affiliated with it. GEX uses Cboe's delayed quotes, which each copy fetches itself under Cboe's terms. Full text: DISCLAIMER.md.