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Market Depth Specs

The Level 2 Market Depth data can be filtered to provide a customized view for the bid and ask order data.

1. To display the Market Data Specs, select a L2 data source in left side of the data set designer.



2. The Market Data Specs is then displayed in the properties dialog box.



3. The Filter Target defines the data source used in calculating the price difference between the current bid and ask order price. 
4. Setting the Filter Target to SalesPrice and a Price Tolerance of 0.05 means the bid order price must be within 5 cents of the last sales price.  The ask order price must also be within 5 cents of the last sales price.
5. The MMID Filter defines a list of specific Market IDs to filter, rather than using all market maker bid and ask orders.