Support for Market Depth
Due to the changes in the LMEselect 7 Market Data feed, the detailed depth feature is not available on the TT LME Gateway. Instead, the exchange provides up to a maximum of 15 levels of aggregate depth per side, which is supported by the gateway. LME Gateway 7.15.1 and higher 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.