Market by Price/Order/Broker

With the appropriate entitlements for Canadian and/or LSE data, you can view the Market by Price, Market by Order, or Market by Broker. Use the drop-down selector to change views.

Market by Price displays level 2 data for each price on both the Bid and Ask side. Each order is combined at the price level. You can view how many orders at each price level under the # column, and total size of these orders under the Size column.


 

Market by Order differs from Market by Price at it will show each and every order for each price. None of the orders are combined at the price level. You can also see which Broker is on that particular Bid or Ask under the Buy and Sell columns, respectively.

Market by Broker indicates each order for each price on both the Bid and the Ask side of level 2, however, on each of these levels, it will combine the orders based on Broker ID. You can view how many orders at each price, for each specific broker, under the # column, and Broker IDs are listed under the Buy and Sell columns.

Use the dropdown at the top to view the Histogram representation.