Depth of Market
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Eng
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The Depth of Market is an important indicator of the current state of the price of a financial instrument. As existing orders are satisfied and new orders are received, the values in the order queue window change, determining the current direction of price movement.
Order queue (or second-level quotes) is an ordered sequence of unfilled orders registered in the trading system.
In the buy queue, the order with the maximum price is the first, followed by the order with the lower price, and then, in descending order of the offered price.
In the sell queue, the order with the lowest price is the first, followed by the order with the highest price, and then in ascending order of the offered price. If prices are equal in bids of the same direction, the bid submitted earlier has priority.
The "Depth of Market" window can be opened from the Main menu: View | Depth of Market or from the context menu of the "Quotes" window opened above the security you are interested in.
My buy
The total number of securities (in lots) offered for purchase at the corresponding price.
Buy
The number of securities (in lots) offered for purchase at the respective price.
Price
The price of one security at which they want to buy or sell it. The "Price" field in this window is common for buy orders and sell orders.
Sell
The number of securities (in lots) offered for sale at the respective price.
My sell
The total number of securities (in lots) offered for sale at the corresponding price.
Quantity
When the Display type is selected Vertical compact, the Buy and Sell columns are merged into the Quantity column
The context menu is available by pressing the right mouse button in the workspace of the Depth of Market window.
Properties
Properties of the window "Depth of Market".
Orders manager
Opening the Orders manager window.
Show at
Move the window to one of the selected sheets.
Clone window
Creation of a copy of the "Depth of Market" window.
The properties of the "Depth of Market" window can be opened both from the context menu of the window and using the "Properties" button located on the window's title bar.
Instrument - Security selection.
View
Vertical (all buy and sell orders are displayed in one column);
Horizontal;
Vertical compact (columns Buy and Sell are merged into one column Quantity)
Font settings
Choosing a font type and size
Foreground color for Sell
Sell position font color.
Best sell price
Sell positions background color.
Foreground color for Buy
Buy position font color.
Best buy price
The background color of buy positions.
Show volume bars
Instead of the standard background of buy and sell positions, displays volume bars
Cumulative Font Color
Font color when displaying volume
Sell volume
Sale volume background color
Buy volume
Buy volume background color
Window caption in floating mode
Hide/Show window title.
Columns caption
Hide/Show table column names.
A security is selected in the Select Instrument window. In this window, you can select a data provider (a broker providing information), a type of securities, and also use a securities filter.
Data provider
Selecting a data provider.
Type
Selection of tool type.
Market
Market selection.
Instrument list
List of securities available for selection. You can search for the required paper in the Search bar. Next to the search bar there is a drop-down menu that allows you to select an Exact or Fuzzy match of the input query to the name of the paper you are looking for.
Do not show strikes
Exclude strikes from the list of instruments.
Do not show expired
Excludes expired instruments from the list.
Expiration
Choice of expiration type:
after;
before;
exact.
Selecting an expiration date
Selecting an expiration date
