Viewing Market Depth

From the Quotes menu, select Market Depth. The Market Depth window houses all premium market subscription services.

  • Full Quote (Level 1 quote information) - The top of the Level II window displays a Full Quote for the symbol.

Note: If you see a blank window when the Market Depth window appears, type a valid symbol in the search box located in the top left corner of the screen.

  • Source – You may select from the following options under the source drop-down: Level II, NYSE, TotalView, or NASDAQ TotalView and OpenBook. Notice, if you are subscribed to the entire Market Depth package, you may view NASDAQ TotalView and NYSE OpenBook separately or you may view the Combined Book, which allows you to see the depth of books for both NYSE OpenBook and NASDAQ TotalView.
  • Consolidated Bar Graph – The consolidated bar graph displays the aggregate data from the Level II feed. This data is proportionately displayed on the bar graph in the Market Depth window.
  • Participants by Price – The participants by price is a graphical representation of how many participants are at a particular price level. The larger the section of the graph, the more participants at that price level.
  • Consolidated Size by Price – Provides the bid and ask levels adjacent to their aggregate size. The ask side of the list is sorted with the best or lowest ask level displaying at the top of the list then ascending order. The bid side of the list is sorted with the best or highest bid level displaying at the top of the list then in descending order.
  • Participants – Displays the MMID for Level II quotes, which denotes the participant, their displayed bid / ask, bid / ask size, along with a size graph. The size graph is directly related to the proportion of all bid sizes or all ask sizes for that particular security.
  • Time & Sales - An abbreviated Time & Sales window that shows only the symbol's last, size and time data.
  • Volume on Price – Shows how much volume has occurred at different price levels throughout the trading session. The Volume on Price will also display the aggregate market depth in a bar graph, which displays the current size of the security at different price levels.