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NYSE Liffe Gateway Documentation

Support for Market Depth


TT Gateways forward 20 levels of the available aggregate market depth to client applications. Currently, the exchange does not provide Detailed Depth.

Configuring Market Depth

TT Gateways use the NumDepthLevels parameter in the Aconfig Utility to determine the amount of depth forwarded to client applications. You can access this parameter in the AConfigCoreServerExchange-Specific<EXCHANGE_FLAVOR>Market-Depth location.

By default, TT Gateways install with NumDepthLevels parameter equal to 20.


The NumDepthLevels parameter only sets the amount of depth the gateway forwards to client applications. You may need to make configuration changes to the client application to set the amount of depth the client application displays.

In general, you should not set NumDepthLevels on the gateway to a value greater than the amount of depth restricted by the client application.