Very nice! More order flow and market depth indicators please!
first of all, it would be so nice if the pulling and stacking column in the DOM had a histogram.
Then indicators that show:
spread,
pulling and stacking vs. time,
average order size vs. time,
average order size at bid and ask vs. time
average order size of bid - ask vs. time,
book speed (like speed of tape, but for the limit order book instead of the executed market orders),
swing volume / swing delta / average swing order size,
hand tool delta histogram
hand tool average order size vertical histogram,
sweep detector,
market-limit order detector (see link for the spcialized market order type that is often used by institutions under the section "market order"
https://www.cmegroup.com/education/...-trading-cme-futures/futures-order-types.html)
iceberg detector (synthetic and native),
stop detector,
absorption detector,
volume / delta divergence detector,
book pressure for different market depths (how many orders on each side of the book by levels).
volume profile that automatically starts at market swings.
zero print markers.
unfinished auction markers
volumetric candles (thickness changes with volume)