As a trader, I want to see a more readable footprint chart in the DOM, especially at times of high volatility.
For that, I need footprint aggregation in the DOM which will allow combines several red or grean circles of footprints that pass through the market in a short period of time in special square, which allows for a better, more efficient reading footprint chart.
And now, this picture present how it will be seams and works in TigerTrade for MAC. Big green circle mean one big market order and big green square mean many small market orders in a short period of time combined in one big market order.
For example, how it seams and works in the DOM on other trading terminals.
A red square means that several market orders were filled in the DOM in a very short period of time. All these orders are aggregated (combined) into a square, which can be interpreted as one large realized market order