Symbols Selected symbol to be called to the Market Depth table
Type

There are two type of Level 2 Depth available:

  • Market by Price
    • Returns an ordered list of grouped by price.  A “Size” column is generated representing the number of orders for this price.
  • Market by Order
    • Returns the orderbook (up to the amount of rows set in the “Row Count” section) for each individual order in the orderbook.
Fields Fields selected to be added to the Waterfall table.
Row Count As the orderbook may vary in size for the particular instrument, a maximum row size must be set.
Format Decimals Checking this box opens a menu to adjust the decimal places for the data output.
Retrieve Data Select Retrieve Data to execute and build your Market Depth Table within your Excel sheet