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Support for Market Depth

Overview

You can configure TFX Gateways to forward aggregate market depth directly from the exchange to the client applications. Currently, the exchange provides a maximum of 20 levels of aggregate depth.

The maximum number of depth levels may be restricted by the client application. For example, X_TRADER currently supports a maximum of 20 levels of market depth.

Configuring Market Depth

Market depth for TFX Gateways is not configurable.