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SMART Glossary

DOM (Depth of Market)

Beginner
Trading ConceptsAlso known as: order book, level 2 data

A real-time display that shows pending buy and sell orders at different price levels for a futures contract, including the number of contracts available at each level.

Why It Matters

  • 1DOM provides insight into market liquidity and order flow, helping traders make better decisions on entries, exits, and execution.
  • 2It is especially useful for understanding supply and demand in fast-moving futures markets.

Example

  1. 1A trader views the DOM and sees large buy orders stacked below the current price.
  2. 2This may indicate support, influencing the trader to enter a long position or adjust their entry level.

Common Mistakes

  • Misinterpreting order sizes as guaranteed support or resistance
  • Ignoring how quickly orders can be added or removed
  • Relying solely on DOM without broader market context
  • Overreacting to short-term order flow changes

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