Market Depth is the name of a module that provides a list of active limit orders grouped by trading side and arranged by price.
Market Depth
The rows of the Market Depth module are colour-coded, visualising the histogram by total size. It sums up the total size starting from best bid and ask (e.g. the price that is closest to the market). Market Depth lets you analyse the market conditions by discovering price levels and support/resistance zones. We do not aggregate data from multiple exchanges in a single view thus allowing you to compare trading situations on different exchanges.
Note: Market Depth is available for instruments with Level 2 Market Data.
Currently, Level 2 Market Data is offered for the following exchanges:
CBOE Options
EUREX Futures
CME Futures
NYMEX Futures
COMEX Futures
CBOT Futures