NIFTY, BANKNIFTY, SENSEX DOM Ladder
Live {Sym} depth-of-market snapshot with 5-level bid/ask, imbalance, top-spread. Kotak Neo depth feed.
What is Depth of Market (DOM)?
DOM shows the ORDER BOOK — for each price level, how many contracts are on the bid side (buyers willing to buy) and the ask side (sellers willing to sell). NSE publishes 5 levels of depth for options and futures. This tells you not just where price IS, but where LIQUIDITY sits — critical for executing large orders without moving the market. The hero card shows top-line depth totals and imbalance.
How to read book imbalance
Imbalance % = (bid_qty − ask_qty) / (bid_qty + ask_qty). Positive = more resting buyers than sellers = short-term BUY pressure (spot likely to drift up). Negative = more sellers = SELL pressure. Values above ±20% are meaningful; above ±50% often precede visible price movement within seconds. Book imbalance is one of the fastest short-horizon signals available in options.
DOM + aggressor delta = full order flow
DOM shows RESTING orders. Aggressor delta (see [Option Volume](/option-volume/)) shows AGGRESSIVE orders that hit the book. Both together give a complete picture: a fat bid book with buyer-initiated volume = strong bullish confirmation. Fat ask book with seller-initiated volume = strong bearish confirmation. Divergent signals (fat bid + sellers hitting) = distribution pattern, often bearish.
Why DOM shows different values than screen quotes
Some retail brokers only display level-1 (best bid/ask). DOM's 5-level view reveals THIN SPOTS in the book — gaps between levels where price can leap through. On event days these thin spots widen and price can gap 5-10 pips instantly. A DOM ladder view (which /orderflow terminal renders) shows this visually in real-time.
Live 5-level ladder + tape (paid)
This page shows the top-of-book summary. For the full 5-level ladder with live quantity animations, the tape of aggressive prints, and per-strike DOM for options, use the [Order Flow terminal](/orderflow).
Frequently Asked Questions
How many levels of depth does NSE show?
5 for options and futures. Cash equity gets 20 levels.
What's a healthy book imbalance range?
±10-20% is normal noise. ±30-50% is a meaningful skew. Above ±50% is extreme and often mean-reverts within minutes.
Where does the depth data come from?
Kotak Neo streaming depth API. We normalise into 60-sec cached snapshots for this public page.
Can I place iceberg / hidden orders?
NSE displays only visible levels; hidden liquidity (dark pools) is not shown. What you see IS the visible book.
Why does the ask book widen suddenly?
Market-makers step back during news events, high VIX, or when their inventory hedges fail. Book thins, spreads widen, execution risk spikes.
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