This tool for Sierra Chart has been directly inspired by the screenshots of rounder8 's work here:
The idea is to keep a record of the DOM on the chart.
Everything is explained on the picture below.
Additional information: what is plotted is a snapshot of the DOM taken at each tick.
This is completely experimental. I wanted to test the feasibility (it works!). I do not see it as a finished product but rather as a ground for possible further development.
For this to work, you need a data feed with DOM information and SC DOM shall be open.
It only works in real-time.