Get 35% OFF LucidFlex or Pro accounts

How to Add Market Depth to TakeProfitTrader

Written by Paul

Published on

January 6, 2026

Market depth (also called Level II data or DOM - Depth of Market) shows you the order book—how many contracts are sitting at each price level, both bid and ask. If you're trading ES or NQ without seeing the DOM, you're flying blind. You can't see large orders waiting above or below your entry, you don't know if liquidity is thin at your stop level, and you have no read on whether that breakout has real buy-side pressure or just a few market orders. Adding market depth to your TakeProfitTrader account isn't automatic—you need the right data feed subscription and platform setup. This guide walks through exactly how to enable DOM on NinjaTrader, TradingView, and other platforms connected to TPT.

I scalped MES for 3 months without DOM before realizing why my fills kept slipping—I was entering where liquidity was thin. Once I added market depth and started reading the order book, my execution improved overnight.

Quick heads-up: This article is based on my real experience with TakeProfitTrader and the info available when I published/updated this. Things change in prop trading — rules, payouts, promos, all of it.

For the absolute latest, check TakeProfitTrader´s website or their knowledge base.

What Market Depth Actually Shows You

Before we get into setup, understand what you're getting.

The Order Book Explained

Market depth displays:

Bid side: Number of contracts traders want to BUY at each price below current market

‍Ask side: Number of contracts traders want to SELL at each price above current market

‍Price ladder: Every tick level showing quantity at each price

This tells you:

45 contracts are for sale at 4500.50
67 contracts for sale at 4500.25
89 contracts want to buy at 4499.75
120 contracts want to buy at 4499.50

Why it matters: If you're buying at market and there's only 10 contracts on the ask at current price, your order might fill at 4500.25 or higher (slippage). If you see 200+ contracts at your entry price, you'll likely get clean fills.

Market Depth vs Standard Charts

Standard chart (no depth):

Shows price and volume after trades execute
You see what happened, not what's about to happen
No visibility into pending orders

With market depth:

See pending orders BEFORE they execute
Gauge supply/demand at specific price levels
Spot large orders (potential support/resistance)
Identify liquidity zones for better entries/exits

Real scenario: You're scalping NQ at 16,500. Your stop is at 16,485. Without DOM, you don't know if there are 500 contracts bidding at 16,485 (strong support) or just 20 contracts (weak). With DOM, you see the order book and adjust accordingly.

Data Feed Requirements

TakeProfitTrader gives you access to two data feeds: Rithmic and CQG. Which you need depends on your platform choice.

Rithmic Data Feed

Platforms: NinjaTrader 8, Bookmap, Quantower, Sierra ChartMarket depth included: Yes, if you enable itSetup: Requires RTrader Pro running + platform connectionCost: Free through TakeProfitTrader (included with Test/PRO accounts)

When to use: You're trading on NinjaTrader or another desktop platform. Rithmic provides full order book depth for CME futures.

CQG Data Feed

Platforms: TradingView, TradovateMarket depth included: Limited on TradingView free, full on TradovateSetup: Direct connection through Tradovate credentialsCost: Free through TakeProfitTrader

When to use: You prefer TradingView or Tradovate. Note that TradingView free accounts have delayed data (10-15 seconds), which makes DOM less useful.

Important: Your TakeProfitTrader account includes ONE data feed subscription. You can't run both Rithmic and CQG simultaneously on the same account. Pick the one that matches your platform.

Adding Market Depth to NinjaTrader 8

NinjaTrader has the best DOM implementation for futures traders. Here's how to enable it.

Step 1: Connect to Rithmic via RTrader Pro

Before NinjaTrader can show market depth, RTrader Pro must be running and connected.

Download RTrader Pro credentials from your TakeProfitTrader dashboard
Open RTrader Pro and log in
Wait until RTrader Pro shows "Connected"
Leave RTrader Pro running—don't close it

Step 2: Configure NinjaTrader Connection

Open NinjaTrader 8
Click Tools → Connections → Configure
Select your Rithmic connection
Enable "Plug-in mode for market data" if using both RTrader and NinjaTrader simultaneously
Click Apply and OK
Connect to Rithmic in NinjaTrader

Step 3: Open the SuperDOM

Click New → SuperDOM in NinjaTrader
Select your instrument (e.g., ES 03-26 for March E-mini S&P)
The SuperDOM opens showing a price ladder

Step 4: Enable Market Depth Display

Right-click the SuperDOM window
Select Properties
Check "Show market depth"
Adjust "Depth levels" (default is 10, you can go up to 20+)
Click OK

Now your SuperDOM shows bid/ask sizes at each price level. The columns display:

Left column: Bid size (buyers)
Center: Price ladder
Right column: Ask size (sellers)

Pro Tips for NinjaTrader DOM

Customize colors: Properties → Visual → change background colors for bid/ask to improve readability

Add volume profile: Properties → Data → enable "Volume" column to see traded volume at each price

Set up hotkeys: Tools → Hotkeys → assign keys for quick order entry from DOM

Use ATM strategies: Set stop loss and profit target automatically when clicking to enter from DOM

Adding Market Depth to TradingView

TradingView's DOM is limited compared to NinjaTrader, but it works.

Step 1: Connect Your TakeProfitTrader Account

Log into TradingView
Click Trading Panel at bottom
Select Tradovate (even though your TPT credentials say "CQG")
Enter your credentials from TPT dashboard
Select Simulation environment (not Live)

Step 2: Open the Depth of Market Panel

Click Trade button in top toolbar
Select Depth of Market from dropdown
The DOM panel opens on the right side

Step 3: Configure Display

Click settings gear icon in DOM panel
Select how many levels to show (5, 10, 20)
Enable "Show size bars" for visual representation of order sizes

Limitations of TradingView DOM

Free accounts: 10-15 second delayed data makes DOM useless for active tradingPaid accounts: Real-time data, but DOM is less responsive than NinjaTraderNo advanced features: Can't customize as much as desktop platforms

My take: If you're serious about order flow trading, use NinjaTrader. TradingView is great for charting and casual trading, but the DOM feels like an afterthought. For scalping ES/NQ where milliseconds matter, NinjaTrader + Rithmic is the standard.

Adding Market Depth to Tradovate

Tradovate is TakeProfitTrader's broker for PRO+ live accounts, and its DOM is solid.

Step 1: Connect to Tradovate

Download Tradovate desktop or web platform
Log in with your TPT credentials (labeled as "CQG" in dashboard but connects to Tradovate)
Select Sim environment for Test/PRO accounts

Step 2: Open the DOM

Right-click on a chart or use Window → DOM
Select your instrument (e.g., ESH6 for March E-mini S&P)
DOM window opens with full order book

Step 3: Customize

Click settings icon in DOM
Adjust number of price levels
Enable "Size ladder" for visual depth
Set order entry preferences (click to buy/sell)

Tradovate's DOM is clean, fast, and reliable. It's not as feature-rich as NinjaTrader, but it gets the job done. If you're already comfortable with Tradovate for charting, the DOM integrates seamlessly.

Reading the Order Book (What to Look For)

Having market depth is useless if you don't know what you're looking at. Here's what matters.

Large Orders (Absorption or Support/Resistance)

Scenario: You're long ES at 4500. Your stop is at 4495. You check the DOM and see 800 contracts bidding at 4495.

What it means: That's significant size. If price drops to 4495, those 800 contracts might absorb selling pressure and hold the level. Your stop might not fill, or it becomes a bounce point.

Action: Consider tightening your stop to 4496 or trust the 4495 level as support.

Spoofing warning: Large orders can disappear instantly (order cancellation). Don't bet your account on a single large order you see in the DOM. It might vanish before price reaches it.

Thin Liquidity (Slippage Risk)

Scenario: You're about to buy 5 MNQ contracts at market. The DOM shows only 3 contracts on the ask at current price, then 2 at next tick up.

What it means: Your 5-contract market order will take all 3 at current price, then 2 at the next tick. You'll get slippage of at least 1 tick ($5 per contract = $25 total slippage).

Action: Use limit orders instead of market orders when liquidity is thin.

Order Book Imbalance

Scenario: ES is at 4500. The DOM shows:

Bid side: 45 + 67 + 89 = 201 contracts within 3 ticks
Ask side: 12 + 18 + 25 = 55 contracts within 3 ticks

What it means: Way more buying interest than selling. This suggests upside pressure—if price breaks up, it may run because sellers are thin.

Action: Look for long entries on pullbacks. The imbalance suggests demand exceeds supply.

Indicators That Use Market Depth

Some traders use indicators overlaying DOM data on charts. These aren't essential, but they visualize order flow.

Volume Profile

Shows volume traded at each price level over time. Helps identify high-volume nodes (support/resistance).

Available in: NinjaTrader, TradingView Pro, Sierra Chart

Market Depth Map

Displays the order book as a heatmap on your chart—visually shows where large orders are sitting.

Available in: NinjaTrader (Order Flow +), Bookmap, mzPack indicators

Cost: Most depth map indicators require paid add-ons ($30-100/month)

Worth it? If you're scalping 20+ times a day and order flow is core to your strategy, yes. If you're swing trading or taking 2-3 trades per day, probably not.

Common Market Depth Issues

Issue 1: DOM not updating in real-time

Cause: RTrader Pro not running (for Rithmic users) or TradingView free account delay

Fix: Ensure RTrader Pro is open and connected. Upgrade TradingView to paid plan for real-time data.

Issue 2: Market depth shows all zeros

Cause: Data feed not properly connected or subscription not active

Fix: Reconnect your platform, verify your TPT account is active, check that you downloaded the right credentials.

Issue 3: SuperDOM in NinjaTrader shows blank

Cause: "Show market depth" not enabled in Properties

Fix: Right-click SuperDOM → Properties → check "Show market depth"

Issue 4: DOM disappears when switching charts

Cause: DOM is window-specific, not global

Fix: Keep DOM window open separately from charts. Pin it to second monitor if available.

Do You Actually Need Market Depth?

You probably need DOM if:

You're scalping (5-20 trades per day)
Your holding period is under 30 minutes
You trade high-volume instruments (ES, NQ, CL)
Your entries are 1-3 tick scalps
You use limit orders more than market orders

You probably don't need DOM if:

You're swing trading (1-3 trades per week)
You hold positions for hours or days
You use wide stops (20+ ticks)
Your edge is based on higher timeframe setups (1H, 4H, Daily)

My take: When I was swing trading Test accounts, I rarely looked at DOM. Once I moved to PRO and started scalping MES for daily income, DOM became essential. It's not about "more data is better"—it's about whether your strategy requires real-time order book info. If you're unsure, try trading without it first. You'll know you need DOM when you keep getting slipped on entries or exits.

Market Depth and TakeProfitTrader Rules

One important note: PRO accounts have intraday trailing drawdown, which means your unrealized P&L affects your account status in real-time. Market depth helps you manage this because:

You can see support/resistance levels where your position might hold or fail
You can gauge liquidity before exiting, reducing slippage
You can spot large orders that might trigger stop runs

The PRO intraday trailing is brutal if you're not managing exits well. DOM gives you an edge in exit timing—knowing where liquidity sits means you can exit before getting stopped out by thin order book gaps.

Bottom Line

Market depth (DOM) is available on TakeProfitTrader through Rithmic (for NinjaTrader, Bookmap, Sierra Chart) or CQG (for TradingView, Tradovate). To enable it in NinjaTrader, run RTrader Pro, connect NinjaTrader in plugin mode, open SuperDOM, and enable "Show market depth" in Properties. TradingView and Tradovate also offer DOM but with less customization. Market depth is essential for scalpers and short-term traders who need to read order flow and liquidity, but swing traders trading higher timeframes don't need it. If you're trading PRO accounts with intraday trailing drawdown, DOM helps you manage exits more precisely and avoid slippage in thin liquidity.