– Added new Filtering modes for Historical DOM: AdaptiveLess and AdaptiveMore
Both modes use initial percent as a starting point for filtering.
AdaptiveMore calculates minimal DOM order size to display starting from the point when DOM was initialized.
Later the percent will be changed automatically to maintain minimal DOM order size for displaying.
AdaptiveLess mode is similar to AdaptiveMore except that minimal DOM order size to display will be slightly adjusted in time.
Both modes allow seeing clear historical DOM picture automatically adapting to future orders’ sizes.
– Fix. VWAP can be broken on establishing data connection because of a data gap.
– Changes in Orderflow – Calculation modes.
The UpDownTick mode uses UpDownTick calculation for historical and real-time data now.
The BidAsk mode uses BidAsk calculation for historical and real-time data (as usual).
Added Hybrid calculation mode.
The Hybrid mode uses UpDownTick calculation for historical data and BidAsk calculation for real-time data, which is much accurate.
Read more on how to use it in Indian Market.
– Added workspace for the Indian market: MZpack – BANKNIFTY – NIFTY – Default Settings