Ask and Bid Depth Size...

[Fritztx]

Can someone tell me what the Ask Depth size on the right side of the Dom and the Bid Depth size on the left side of the Dom mean?

It appears those numbers correlate to the "Price" listed in the middle of the same Horizontal Row they are on. When connected you can see those numbers changing all the time. I have looked in the Help Guide and searched in the help guide as well. No answer was found other than the page that says what every section of the Dom "is". It just does not explain if the numbers there are correlating with the adjacent price.

What do the specifically mean and represent?
What about cumulative Depth size?

thanks.

[NinjaTrader_Ben]

Hello,

I suggest doing an internet search on Market Depth Volume or Level II data to get a complete description. However in short, it is the number of contracts that have been submitted at that price level. In other words, the volume at that price level.