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Support for Market Depth

Overview

LME Gateway 7.18 supports up to 20 levels of aggregate depth per side and provides this to the client trading applications.

Configuring Market Depth

Aggregate depth is not configurable on the TT LME Gateway. X_TRADER® can be configured to display up to 20 levels of aggregate depth per side in the Market Grid window. Users can expose the Depth column in this window and right-click the Depth column icon to display the number of levels of aggregate depth configured in X_TRADER. Refer to the X_TRADER help system or User Manual for more details.