Customizing the Market Depth Display

There are several Market Depth display settings you can customize to see exactly the information you need. All can be found by right-clicking in the Market Depth or Time & Sales area and selecting Market Depth Settings.

Market Depth Settings
Market Depth Behavior
Sort quotes by Size or Time

Sort quotes by Size to see the largest quotes first at each price level. If multiple quotes are the same size, the older quotes will get higher priority.

Sort quotes by Time to display quotes from oldest to newest regardless of size.

Display Scrollbars Displays scrollbars in each column enabling you to see the full depth of the bid or ask, or to see time & sales data from further back.
Display Aggregated Quotes

Displays an aggregate size at each price levels above the bid and ask columns.

  • Aggregate quotes show the number of shares being quoted at each price level. The size is the sum of all of the individual market maker/ECN quotes at that level.
  • Increase or decrease the number of aggregate levels shown by clicking and dragging the divider bar between the aggregate and Market Depth areas.
Display quote volume in 100's

If unchecked, the full volume for a quote will display. If checked, the quote will display without the last two zeros to save screen space.

Data Sources
NBBO (National Best Bid and Offer)

Displays the inside bid/ask as "NBBO" at the top of the bid and ask columns.

Update during extended hours: If checked, Level 1 data will update during extended hours trading. If unchecked, it will freeze at the close price.

ARCA Book If checked, displays the ARCA book data in lower case text, so you can distinguish between which quotes are only in the ARCA book and which quotes the whole market can see.
Nasdaq Market Depth
Nasdaq Level II/Exchange Best Only displays a market maker or exchange's best bid and ask quote rather than every quote at every price level in their books.
TotalView (NSDQ Book) If checked, displays the NSDQ book data in lower case text, so you can distinguish between which quotes are only in the NSDQ book and which quotes the whole market can see.
Bid/Ask Columns
Display:
  • Venue/Market Center
  • Price
  • Size
  • Quote Change Arrow
  • Bid/Ask Status
  • Bid/Ask Time
Display in Time & Sales
Display:
  • Time
  • Bid/Ask Changes

Time & Sales is color-coded:

  • Green: Prints at the inside Ask
  • Red: Prints at the inside Bid
  • Gray: Prints in between the inside Bid/Ask
  • Yellow: Prints above the inside Ask
  • Purple: Prints below the inside Bid
  • Gray Highlight: Inside quote change
Watches
Watch ARCA and NSDQ Highlights ARCA and NSDQ quotes in the Market Depth.
Watch Market Participants Enter up to 4 market makers or ECNs to highlight in the Market Depth.
Apply settings to...
this instance or All instances

If you have multiple Market Depth displays and want different settings for each, choose Apply to this instance.

To have these settings apply to all Market Depth displays in your layout (and all future Market Depth displays you add), choose Apply to all instances.