Support for Market Depth
OSE supports 50 levels of detailed depth. After 50 orders, OSE forward aggregated quantities for the rest of the Order book as part of the detailed depth feed. The OSE Gateway supports 20 levels of aggregate depth.
Configuring Market Depth
The OSE Gateway does not require configuration settings to subscribe for Detail Depth. The Price Server displays detail depth via X_TRADER® and ignores the DetailDepth parameter in the Aconfig Utility.
To enable detail depth when client applications connect to the Price Server via a Price Proxy, the reject_detail_depth parameter in the priceproxy.ini file must be set to false. This file is located under the <root drive>:ttconfig folder of the Proxy machine.
Enabling detail depth in this way should only be performed if the Price Server supports detail depth and the Proxy machine should forward the detail depth requests.