Support Board
Date/Time: Wed, 19 Mar 2025 23:43:56 +0000
Post From: Show sum of Bid/Ask quantity for inside Bid/Ask only
| [2022-10-31 12:12:38] |
| funbun - Posts: 90 |
|
So I added a screen shot of a standard Level 2 window with a SC 2 sec bar chart with Market Data Column activated (to the left of the scale). You can see that the Ask size on Market Data Column shows 31, but in reality that's one part of the inside ask size, which at that point is 33 (31+2). The same goes for the Bid size on Market Data Column. It shows a size of 3 but the actual inside bid size is 4 (3+1). Essentially I noticed that Market Data Column only shows one order (the largest one) on the inside B/A but not all the size regarding that specific price level I emphasize that I talk only about the inside B/A size values, but not the values beyond that. |
a.PNG