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Remove the columns on the Level II window

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    Remove the columns on the Level II window

    Hello,

    Could someone please explain to me what are the "Depth", "ID", and "Time" columns on level 2, and if I can remove them from my Level 2 window (please see the circles in the photo). I suppose "ID" is the exchange (not sure why it doesn't show anything on ES future contracts), and I am guessing "time" is the time the limit order was placed. Have no idea about "depth" because they are all 1x1.

    ​​Click image for larger version

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    #2
    Hello rezamerik,

    Thanks for your post.

    Most answers may be found here: https://ninjatrader.com/support/help...eLevelIiWindow

    Depth: Number of participants
    ID: Market Maker or ECN id (if appliable/existing)
    Time: Last time that bid/ask was refreshed

    Let us know if you have any additional questions!

    Comment


      #3
      Awesome, thank you! Could you please elaborate on the "depth" i.e. "Number of market participants on the bid by ask price"?

      Comment


        #4
        Hello rezamerik,

        This would be reported number of separate traders at the bid/ask levels for that spread (This is what is given from the data provider for that instrument/asset type.)

        Take the screenshot from the Help Guide as an example:


        Click image for larger version

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        Note that each color groups a different spread, and Depth repsesents each reported participant, in this case, each market maker.

        Stocks, which would have more market makers, may have more interesting Details Grids than what you may see in your screenshot.

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          #5
          This is great, thank you so much!

          Comment

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