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Support for Market Depth

Overview

SGXs 7.5 and higher support 50 levels of detailed depth. After 50 orders, SGXs forward aggregated quantities for the rest of the Order book as part of the detailed depth feed.

Configuring Market Depth

SGXs 7.5.1 and higher no longer 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.

If client applications connect to the Price Server via a Price Proxy, detail depth functionality must be enabled by setting the reject_detail_depth parameter located in the priceproxy.ini file under the ttconfig folder of the Proxy machine to false.

This should be done only if the Price Server supports detail depth and if the Proxy should forward the detail depth requests.