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L2 Views

The Market Depth data can be displayed on the financial chart across time. Statistical indicators, such as moving average, can be applied to the market depth data. To add the Market Depth data to a financial chart, perform the following steps.

1. Single mouse click on the "L2 Views" button located at the top of a financial chart.



2. The "L2 Views" drop down menu list is illustrated below.



3. The following example shows Bid vs. Ask Volume. The Bid volume is green and the Ask volume is red. Note: the Ask volume is represented as a negative number to illustrate selling pressure.



4. The following example shows difference between the Bid volume and Ask Volume.



5. The following example shows Bid and Ask Volume pressure. Note: this is a weighted value based on volume and price tier.



6. To enable Market Depth filters, right mouse click anywhere in the Market Depth data series.
7. Select the "Choose L2 Filters" option.



8. A MMID Filter Selection dialog box is displayed.



9. To only see Market Depth within close to the inside market, type in a value for "Range". 
10. For the example below, the Price Range defines the Bid and Ask orders must be within one cent of the best Bid and best Ask. 
    
    
    1. Click on the "Apply" button to enable the filters.
    2. Click on the "Cancel" button to abort the operation.



11. The resulting filtered Market Depth data is illustrated below.