Depth of Market

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.

Depth of Market window

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.

Columns of the Depth of Market window

Column	Description
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

Context menu of the Depth of Market window

The context menu is available by pressing the right mouse button in the workspace of the Depth of Market window.

Menu item	Description
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.

Properties 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.

Attention! The settings you have chosen for the Buy, Sell, and Font Settings properties can be returned to default using the "Select Default Settings" button located to the right of the property's drop-down menu. The application of custom settings is indicated by a red indicator on the "Select Default Settings" button.

Instruments

• Instrument - Security selection.

Appearance

Menu item	Description
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.

Selecting instruments in the "Depth of Market" window

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.

Menu field	Description
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.

Additional Options

Menu field	Description
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