Number of Orders Column
BVMF provides the number of orders comprising the Bid/Ask quantities at a given price level as part of the disseminated book depth, allowing you to make informed trading decisions. During trading, the exchange provides the number of Limit orders per price level; TT does not include resting Market orders.
Using MD Trader, you can view the number of orders comprising the total bid quantity or ask quantity for up to 20 price levels from the inside market. A plus sign (+) indicates the actual value resting on the matching engine may be larger.
To display the number of orders per price level in MD Trader...
- Right-click the MD Trader Price column and select Properties.
- Select Display.
Check the Number of Orders setting in the Columns section and click OK.
Two optional Market Window columns display the number of orders. Bid Count (BidCnt) displays the number of buy orders and Ask Count (AskCnt) displays the number of sell orders. Again, you can expose these columns from the Show/Hide Columns dialog box.
Depth (Market by Price) can also be displayed in the Market Grid.
To expose depth in the Market Grid...
- Right-click the Grid pane to display the context menu.
- Select Show/Hide Columns... and Depth. This displays the plunger.
Left-click the plunger to display the number of buy and sell orders at each price level.
Note: This view does not display counterparty information.
- Right-click the plunger to display the detailed depth (Market by Order) and counterparty at each price level for the selected contract.