OrderFlowMetrics (RTX)
The OrderFlowMetrics RTX Extension (OFM) is a companion indicator to the DOM and provides a single column of data that can reflect change in size, size, volume, or delta over a user-specified period. OFM was original designed to focus on changes in size at each price on the book, but was expanded to provide a variety of data options which include Size, Size Change, Delta, Delta Change, Volume;Volume Change, Selling vs Buying Vol, and Sell vs Buy Vol Chg.
