depth and aggregate depth

[MTG]

Hi Jerry,

What's the difference between 'depth' and 'aggregate depth' panels in the level 2 window please?  Other than the number of levels they appear identical.

[Mike Medved]

Each side has MMs with Price. If there are 3 MMs with the same price, for "depth" it shows 3 levels. For "aggregate depth" it combines them all into one level.

[MTG]

Thanks Mike.  I couldn't see it because my brokers don't provide that data.

I have a suggestion that users may like:

When you open an intraday chart, have 3 rows of depth + 'depth graph' appear in the bottom left of screen as an insert.  It would be similar to the OHLC one which appears now, but coloured and a bit bigger.  Option to include this automatically in all intraday charts.  +- opacity.

Regards. 

 

Edited December 24, 2015 by MTG

[MTG]

Or maybe intergrate it with the OHLC window which is already there so that it's not too 'busy' on screen.    ...?

[Jerry Medved]

Level II data is retrieved separately from the Level I quotes. Not everyone has access to it and it is also expensive from the point of view of CPU and bandwidth to get, so definitely not something we would want shown on every chart.  Right now we do not plan on integrating the L II data into charts in the near future (too many other projects)