Depth Of Market

Some features are limited to Order Flow / Professional / Ultimate

MotiveWave™ provides a Depth of Market (DOM) feature that allows you to see bid and ask prices/sizes beyond the best bid and best ask provided this is supported and permissioned from your broker/data service. Depth of Market can be accessed as a panel on a chart, a panel in the console or from a separate DOM window (File > New > New DOM Window from the Console menu bar).

The following screen shot shows an example of a DOM window. Current position information can be found at the bottom of the window. The table area contains several different columns which are configurable from the Settings dialog.

• P/L – Displays what the profit/loss would be for your open position at each price interval. Profit levels are displayed with a light blue background, losses show in pink.

• Bid – shows the current bid sizes at each price level. For convenience a histogram is displayed in the background to show the size of the bid relative to the other prices.

• Price – This is the price ladder. It shows prices in increments of 1 tick. The last price has a dark blue background and shows the last traded size. Best bid and best ask prices have yellow and green backgrounds. Day high and day low have blue and red backgrounds.

• Ask – shows the current ask sizes at each price level. For convenience a histogram is displayed in the background to show the size of the offer relative to the other prices.

• Orders – Shows active orders. The example below shows a limit sell order for 1 contract on the right hand side. You can click and drag the label to adjust the limit price or cancel the order by clicking on the ‘C’.

DOM Columns

Columns may be added/removed from the DOM table by click on the ‘+’ button in the top right corner of the table (to the right of the column headers).

The following columns are available:

1. P/L – Profit/Loss calculated for each price level using the current open position.

2. Bid – Displays the quantities of the current buy orders at the given price.

3. Price – Displays the price level for the row.

4. Ask – Displays the total volume of all the sell orders at a given price level.

5. Volume – Daily volume traded at the given price.

6. Orders – Displays active orders at each price level.

7. @Ask - Tracks the contracts traded at the ask price since that last reset (see Reset button on the tool bar).

8. @Bid – Tracks the contracts traded at the bid price since that last reset (see Reset button on the tool bar).

9. Ask Count – Displays the total number of active sell orders at the given price (as opposed the depth quantity). The availability of this column depends on specific connections. See Bid/Ask Counts section for more information.

10. Ask Delta - Tracks the difference in contracts added/removed from the current ask size (see Ask column) for all depth levels in the DOM book (see Bid column). These values are calculated on every DOM book update and are reset when the last price changes.

11. Ask Vol – Daily volume traded at the ask price

12. Bid Count – Displays the total number of active buy orders at the given price (as opposed the depth quantity). The availability of this column depends on specific connections. See Bid/Ask Counts section for more information.

13. Bid Delta – Tracks the difference in contracts added/removed from the current bid size (see Bid column) for all depth levels in the DOM book (see Bid column). These values are calculated on every DOM book update and are reset when the last price changes.

14. Bid Vol – Daily volume traded at the bid price.

15. Bid/Ask – Displays total quantity of the active buy and sell orders at each price level.

16. Bid/Ask Delta – Displays the difference in the Bid/Ask quantities at each price level since the last price changed

17. Delta Vol – Difference between the ask and bid volume at the given price.

18. LTQ (Last Traded Quantity) – Shows the cumulative total of contracts traded since a trade was completed at another price. This column resets each time a trade occurs at a different price.

19. MM Name (Market Marker Name) – Applies only to connections that send this info via their API. If nothing appears, then the API does not support it.

20. Notes – Displays a text note that you can add to each price level (click on the field and type). All notes can be removed by pressing the eraser button on the tool bar.

21. P/L (Price) – Displays your profit and loss in the instrument price movements. For example: 0.25, 0.50, 0.75 etc.

Trading From the DOM

By default the DOM is locked, this prevents trades from being placed directly from the table. Click on the Lock/Unlock button on the tool bar to enable trading from the DOM table. Limit and stop orders can be placed by clicking on the Bid and Ask columns. You will notice the mouse cursor changes when you move it over the bid and ask columns:

• Buy Limit - This cursor will display over the Bid column and below the current best bid price. A limit order will be placed with the given quantity when a row is clicked with the left mouse button.

• Buy Stop - This cursor will display over the Bid column and above the current best ask price. A stop order will be placed with the given quantity when a row is clicked with the left mouse button.

• Sell Limit - This cursor will display over the Ask column and above the current best ask price. A limit order will be placed with the given quantity when a row is clicked with the left mouse button.

• Sell Stop - This cursor will display over the Ask column and below the current best bid price. A stop order will be placed with the given quantity when a row is clicked with the left mouse button.

Order Combinations

Other types of order combinations can be created by choosing a different option from the order type drop down on the tool bar. The following example shows the Limit + Stop option. A limit order will be placed and a stop order will be appended as a OCO bracket order.

In the example below, the Limit + Stop option has chosen. The cursor will display OCO LS when hovering over the Bid/Ask columns. One left mouse click will create a limit order at that price then attach a stop order.

Adjusting Orders

The price of a stop or limit order can be adjusted by dragging the order label up or down. The Order Ticket dialog can be displayed by double clicking on the order label. From this dialog you can change other attribute such as the Time In Force or the order quantity. An order may be cancelled by clicking on the ‘C’ button to the right of the order label.

Position Panel

The panel at the bottom of the DOM displays information on your current position and provides management options. It has the following elements:

• Account Chooser– Account to use for placing orders

• Position – Current open position. This is displayed as quantity@average entry price. A blue background indicates a long position (red for short)

• P/L – Current profit/loss. Blue background for profit, red for loss.

• Spread – Difference between the bid and ask price ( in the screenshot, it's the 0.25 value)

• Buy Mkt Button – Buys at market price using the quantity at the top of the DOM

• Sell Mkt Button – Buys at market price using the quantity at the top of the DOM

• Flatten All Button – Cancels all open orders (for the given instrument and account) and closes the open position at market price.

• Cancel All Button – Cancels all active orders for this instrument

• Reverse Button – Reverses the currently open position at market price

• Exit Strategies – Defines how an existing position will be closed using a combination of one or more orders.

Centering

In an active market, bid and ask prices may change quite rapidly. In some cases these values may appear above or below the current price ladder. By default the DOM will recenter when the price has moved 10 price levels away from the center point, but you can manually re-center the DOM prices by clicking on the Center On Last Price button. Go to the DOM Settings > General tab to change the settings for this feature. See the Settings section below for more details.

Settings

General Tab

DOM preference can be adjusted by click on the DOM Settings button on the tool bar. This dialog has the following fields:

• Ticks/Row – Allows you to combine price levels into a single row. Four aggregation options are available:

  • Up – Rows are collected up to the next price level

  • Down – Rows are collected down to the next price level

  • Offer Up/Bid Down – Offer rows are collected up, Bid rows are collected down

  • Round – Rows are rounded to the nearest price level.

• Rows – Number of rows to display in the DOM table ( default 1000)

• Row Height – Sets the height for the rows. Row height can also be configured by holding down the Ctrl/command key while scrolling your mouse wheel.

• Font – Defines the font style for the DOM.

• Row Color – Defines the row color for the DOM.

• Max Depth – Limit the number of rows that display depth for performance reasons.

• Auto Recenter – Defines the range (number of rows above/below the current center) for resetting the center point for the DOM. When the last price (or midpoint) crosses the top or bottom of the range the DOM will be centered on the current price.

  • Re-center All DOMs – If one DOM is re-centered, the other will be as well.

  • Disable Recenter When Mouse is Above Table – When the mouse is on the DOM, the recenter will be disabled.

• Update Interval (ms) – Sets the update threshold for depth of market updates (bid/ask quantities). By default, the table will be updated a maximum of once every 100 milliseconds.

• Location – Selects the location of the DOM. Options are right or left of the chart.

• Horz Lines – Displays and configures color and size of horizontal lines on the DOM table.

• Vert Lines – Displays and configures color and size of vertical lines on the DOM table.

• P/L Profit – Defines the background color for the profit area on the P/L column

• P/L Loss – Defines the background color for the loss area on the P/L column

• Show Header – Displays the header row.

• Show Toolbar – Toggles the display of the tool bar at the top of the DOM panel. If this is turned off, the settings button (gear icon) will display in the button bar at the bottom.

• Show P/L – Displays the Profit/Loss section to the bottom of the DOM.

• Show Totals – Displays the totals bar at the bottom of the table

• Show Quantity Selector – toggles the display of the bar that allows you to quickly choose a preset quantity

• Locked – If the DOM is locked, you cannot place or modify orders. Uncheck this option if you want to manage orders in the DOM.

• Striped Rows – Adds horizontal bands on every other rows to create striped effects on the DOM.

• Format Volume as Thoundsans(K) or Millions(M) – If enabled, Volume will be displayed with abbreviated values . For example: 1,000 = 1K; 1,000,000 = 1M, etc.

• Show Vertical Scroll – Displays a vertical scroll on the right of the DOM.

Dividers

Dividers may be used to highlight key price levels in the DOM table. The divider is placed between the rows and can be assigned a thickness and color:

• Center – Center of the DOM. This will change when the DOM is re-centered.

• Bid – Divider is placed just above the current bid price.

• Recenter – Shows the re-center threshold above and below the center price (see the Auto Re-center options in General tab).

• High – Daily high price. The divider is placed above this row.

• Low – Daily low price. The divider is placed below this row.

The example below shows the Bid, Center and Recenter dividers enabled in the DOM. The Recenter dividers indicate when a re-center will occur (green dividers below).

Price Column

Below are the options available for configuring the price column. Note: background fills that span several rows will use striping to help visualize the distinction between rows in the table:

• Allow orders to be placed with the mouse – If this option is checked, you will be able to single left click mouse on the price column to place an order.

• Price Align – Alignment for the Price

• Price Format – You can select the format for the price to display in full format or limit to x amounts of last digits

• Text Color – Text color can be assigned for the price

• Column Fill – Default background fill for price column. This is the color used to fill the price cells unless they are overridden by another setting.

• Session High/Low Fill – Fill for the price rows that are between the high and low for the day’s trading session.

• Fill Above Ask – Fill for the prices above the current ask price.

• Fill Below Ask – Fill for the prices below the current bid price.

• Bid Price – Fill for the cell that contains the current bid price.

• Ask Price – Fill for the cell that contains the current ask price.

• Last Price – Fill for the cell that contains the last traded price. If “Show Last Size” is enabled, it will be added to the price cell. For example, [email protected].

• Last Price Row – Fill for the whole row that contains the last traded price.

• Avg Entry – Highlight for the price cell that contains the avg entry price for your open position. There are two color options. The first is for a long position and the second is for a short position. If “Show Entry Quantity” is enabled, it will be added to the price cell. For example, [email protected]

• Theo Avg – Highlight for the theoretical average on the current trade

• Open – Fill for the opening price for the day.

• High – Fill for the highest traded price for the day.

• Low – Fill for the lowest traded price for the day.

• Previous Close – Fill for the closing price from the previous day.

• Settlement – Fill for the cell that contains Settlement price.

• Opening Range – Fill for the prices recorded during the initial regular trading session. You can set the time intervals for this ( in seconds) in the interval box below this option

• Opening Range ETH – Fill for the prices recorded during the initial extended trading session.. You can set the time intervals for this ( in seconds) in the interval box below this option.

LTQ

LTQ ( Last Traded Quantity) column shows the cumulative total of contracts traded since a trade was completed at another price. This column resets each time a trade occurs at a different price.

Below are the options available for configuring the LTQ column.

• Show Last Traded Qty (LTQ) in Price Column – If checked, the LTQ will be displayed in the Price column.

• LTQ Font – Modifies the font in the Price Column

• Cumulative Last Size – If enabled, it will display the total volume of all the trades that happen at that specific price level. It will reset if a trade happens at another price level.

• Show Fill – Fill the cell when a trade occurs at the bid or the ask

  • @Bid Fill – Fill the cell when a trade occurs at the bid.

  • @Ask Fill – Fill the cell when a trade occurs at the ask.

Volume

The volume-based columns (Volume, Bid Vol, Ask Vol and Delta Vol) may be customized from the Volume tab.

Below are the options available for configuring the Volume column.

• Volume Align/Text Align ( for the Volume column) – Cell and text alignments for the Volume column.

• Bid Vol Align/Text Align ( for the Bid Vol column) – Cell and text alignments for the Bid Vol column.

• Ask Vol Align/Text Align ( for the Ask Vol column) – Cell and text alignments for the Ask Vol column.

• Delta Vol Align/Text Align ( for the Delta Vol column) – Cell and text alignments for the Delta Vol column.

• Bar Color – Bar color for the Volume column. This is not used if Show Bid/Ask Volume is checked.

• Bid Color – Bar color for the Bid Vol column. If Show Bid/Ask Volume is checked, this will be the fill for the bid volume portion in the Volume column.

• Ask Color – Bar color for the Ask Vol column. If Show Bid/Ask Volume is checked, this will be the fill for the ask volume portion in the Volume column.

• Bid Text – Text color for the Bid Vol column. If Show Bid/Ask Volume is checked, this will be the fill for the bid volume portion in the Volume column.

• Ask Text – Text color for the Ask Vol column. If Show Bid/Ask Volume is checked, this will be the fill for the ask volume portion in the Volume column.

• POC Bar Color – Color for the Point of Control cell (highest volume) in the DOM Table.

• Show Volume Labels – Toggles the display of the text labels in the volume columns.

• Show Bid/Ask Volume – Toggles the display of bid/ask volume for the Volume column. If this is selected each bar in the Volume column will be divided into bid and ask volume.

• RTH Data Only – Only display volume profile for the RTH session.

Value Area Section:

The value area identifies the rows surrounding the Point of Control (POC) (row with the highest volume) that encompass X% (typically 70%) of the total trading volume (for the day).

• Show Value Area – Toggles the display of the value area.

• Range % - Percentage of the volume to include in the value area.

• Bar Color – Shade color for the bars that are part of the value area. Typically, this is a semi-transparent color if you want to highlight bid/ask volume at the same time.

• Range Fill – Background fill for the cells that are part of the value area.

• Range Lines – Displays dividers at the top and bottom of the value area.

The example below shows the Bid Vol/Ask Vol and Volume columns in the DOM table. The Value Area (Show Value Area check box) has been enabled and the “Show Bid/Ask Volume” has also been enabled for the Volume column.

Bid/Ask

The Bid/Ask columns display total quantity of the active buy and sell orders at each price level. The number of depth rows available depends on the on the instrument, but is typically 10 prices levels for each of the bid and ask columns (total of 20 price rows). An optional histogram can be displayed to help visualize how the quantities are distributed.

• Histogram Align

  • Bid Align – Alignment of the histogram in the Bid column.

  • Ask Align – Alignment of the histogram in the Ask column.

  • Bid/Ask Align – Alignment of the histogram in the Bid/Ask column.

• Text Align

  • Bid Align – Alignment of the Totals text in the Bid column.

  • Ask Align – Alignment of the Totals text in the Ask column.

  • Bid/Ask Align – Alignment of the Totals text in the Bid/Ask column.

• Bid Fill – Fill color for the Bid column.

• Ask Fill – Fill color for the Ask column.

• Bid Text – Text color for the Bid column and the Bid section if the Bid/Ask column is displayed.

• Ask Text – Text color for the Ask column and the Ask section if the Bid/Ask column is displayed.

• Show Totals – Displays the total quantities at each price level for the Bid, Ask and Bid/Ask columns.

• Show Histogram – Shows the histograms for both the Bid and Ask columns using the Bid/Ask Align settings above.

• Offset Histogram – Offsets the histogram to the left/right of the Totals to avoid obscuring the values.

• Bid Hist Fill – Fill color for the Bid histogram.

• Ask Hist Fill – Fill color for the Ask histogram.

• Fixed Max Size – Sets the maximum size for the bid/ask columns to a fixed value.

• Max Scale Size – Sets an upper limit on the max bid/ask sizes. Use this to lessen the effect of unusually large bid/ask values on the histogram.

• Scale Visible Rows Only – Scale the bid /ask histogram on only the visible rows.

• Place In Queue (PIQ) Marker – Enable the PIQ marker for your limit orders.

• Show Market By Order (MBO) – Toggles the display of the order sizes in the Bid and Ask columns.

  • Bid MBO Fill – Fill color for visible order sizes in the Bid column

  • Ask MBO Fill – Fill color for the visible order sizes in the Ask Column

  • MBO Filter – Optionally, filters orders that are smaller than the given size

  • MBO Font – Optionally display the order size (if space available). Click on the edit button to configure the font size/color.

Bid/Ask Delta

The Bid Delta and Ask Delta columns display the difference in the Bid/Ask quantities at each price level since the last price changed. These values are updated with each depth book update.

• Reset Interval (ms) – Defines the time period (in milliseconds) after which the Bid/Ask Delta values will automatically be reset to zero and begins recounting.

• Max Levels – Maximum levels to display the Bid/Ask Delta.

• Bid Delta Align – Alignment for the Bid Delta column and the Bid section if the Bid/Ask Delta column is displayed.

• Ask Delta Align – Alignment for the Ask Delta column and the Ask section if the Bid/Ask column is displayed.

• Bid Delta Fill – Background fill color for the Bid Delta column and the Bid section if the Bid/Ask Delta column is displayed.

• Ask Delta Fill – Background fill color for the Ask Delta column and the Ask section if the Bid/Ask Delta column is displayed.

• Bid Stack Text – Text color for Bid Stack ( Bid contracts that are being added).

• Bid Pull Text – Text color for Bid Pull ( Bid contracts that are being removed).

• Ask Stack Text – Text color for Ask Stack ( Ask contracts that are being added).

• Ask Pull Text – Text color for Ask Pull ( Ask contracts that are being removed).

@Bid/@Ask

The @Bid and @Ask columns track the bid and ask volume at each price level since the last reset. These columns can be reset manually by pressing the Reset button in the tool bar.

• @Ask Align – Alignment of the @Ask column.

• @Bid Align – Alignment of the @Bid column.

• @Ask Fill – Background fill color for the @Ask column.

• @Bid Fill – Background fill color for the @Bid column.

• Reset Interval – The DOM panel tracks how long it’s been since a trade occurred at each price level. The @Bid (on bid trade) or @Ask (on ask trade) value is reset to 0 when the elapsed time exceeds the reset interval. For example, consider a case where the DOM panel is showing 1164 contracts traded at an ask price of 2575.50 (since the last reset). When the next trade that occurs at the ask for 2575.50 and the elapsed time exceeds the reset interval, the @Ask value will be reset to 0 before adding the new ask volume.

• @Ask Highlight – Highlight color for the @Ask cell when the last trade occurs at the ask price. The highlight is cleared on the next trade.

• @Bid Highlight– Highlight color for the @Bid cell when the last trade occurs at the bid price. The highlight is cleared on the next trade.

• Show Histogram – Toggles the display of the histogram for the @Bid/@Ask columns.

• @Ask Hist – Fill color for the @Ask histogram.

• @Bid Hist – Fill color for the @Bid histogram.

• @Ask Text – Text color for the @Ask column.

• @Bid Text – Text color for the @Bid column.

Bid/Ask Counts

The Bid/Ask Counts columns display the number of active orders at each price level (as opposed the depth quantity). For example, the Bid or Ask column may show 100 contracts, but the Bid Count or Ask Count may display 30 only. This means there are 30 individual orders making up for a total of 100 contracts as some orders are more than 1 contract.

Note: these columns are available on connections that support MBO (Market By Order) only.

• Bid Count Align/Bid Count Text Align – Histogram Alignment and Text Alignment of the Bid Count column

• Ask Count Align/Ask Count Text Align – Histogram Alignment and Text Alignment of the Ask Count column

• Bid Text – Text color for the Bid Count column.

• Ask Text – Text color for the Ask Count column.

• Show Totals – Displays the total active orders at each price level for the Bid Count and Ask Count columns.

• Show Histogram – Toggles the display of the histogram for the Bid Count and Ask Count columns using the Bid Count and Ask Count Alignment settings above.

• Bid Count Hist – Fill color for the Bid Count histogram.

• Ask Count Hist – Fill color for the Ask Count histogram.

Notes

The Notes column allows you to type a custom note for any price level. Notes are persisted when restarting MotiveWave™. For convenience all notes can be removed by pressing the Eraser button in the tool bar (see below). If the DOM is attached to a chart, a guide may optionally be placed in the chart for each note. The guides and notes are synchronized between the DOM and the chart. Moving or removing a guide in the chart will affect the note in the DOM (and vice versa). The screen shot below illustrates some of the options available when adding or editing a note.

Note Styles

For convenience, notes including their formatting and guide settings may be saved as a style that can be applied later. Right click on an existing note to save or manage existing styles. An existing style can be applied to a note from the saved styles listed at the bottom of the dialog.

The dialog below will appear if you choose the Save/Manage Styles option. From this dialog, you can save a style and or manage existing styles. Use the up/down buttons to change the display order in the style list.

Note Settings and Defaults

Note settings can be configured in the DOM Preferences dialog under the Notes tab:

• Notes Align – Cell alignment for the Notes column.

• Show Guide – This is the default setting for the showing the guide in the chart. This only applies to a DOM that is attached to a chart.

• Guide Line – Options to modify the color, width and dash pattern for the guide line.

• Show Guide Label – Default setting for showing the label in the guide. The label will contain the same text in the Notes column.

• Guide Label Font – Font for the guide labels.

• Guide Label Align – Alignment for the guide labels.

• Show Indicator – Default setting for showing the guide indicator in the price axis.

Order Tab

• Time In Force – Effective time for the order. Day orders will expire at the end of the day. GTC orders last until they are cancelled (Good Till Cancelled). The options available in this field will vary depending on the broker.

• Exit Attach – When using an exit strategy and click attach (paper clip button) to attach an exit strategy to an existing position. You can attach based on average entry price or the last price.

• Buy Bid/Sell Ask –

• Default ( No Key) –

• Shift Key –

• Ctrl Key –

• Ctrl+Shift Key –

• Show Order Ticket Window – Displays the order ticket window when placing an order from the DOM.

• Show Filled Orders – Displays filled orders in the order column(s).

• Double Click to Place Order –Place orders on double click (as opposed to single click).

• Show Order Brackets – Displays the order brackets on DOM

Bottom Panel

The bottom panel in the DOM can be configured to add and remove buttons including the creating of custom buttons. Configuring the bottom panel is only available in the Professional and Ultimate Editions.

• Show Bottom Panel – Toggles the display of the bottom panel.

• "+" Icon – Click to add a new item.

• Pencil Icon – Click here to edit the selected item.

• X Icon – Delete the selected item.

• Up/Down Icons – Move the items up or down in the panel.

Exit Strategies

Exit strategies define how a position will be closed using a combination of one or more orders. See Exit Strategies for the details

• "+" Icon – Click to add a new item.

• Pencil Icon – Click here to edit the selected item.

• Paper Icon – Copy an exit strategy.

• X Icon – Delete the selected item.

• Up/Down Icons – Move the items up or down in the panel.

Defaults

When the DOM is modified, the changes are only applied to the active DOM within the chart. At the bottom of the DOM Settings dialog, click on the Defaults drop down, then Save Defaults button. This will set the default for any new DOMs that are created (but will not affect existing DOMs). To revert the DOM settings to the original configurations, select Reset Defaults.

Templates

Templates allow you to save a specific configuration for later use. A DOM template includes the following:

• Width – Width of the DOM panel.

• Table Columns – Visible table columns and widths.

• Configuration Settings – All settings in the DOM Preferences dialog.

Templates can be saved, managed and applied from the tool bar or the DOM Settings dialog.

Saving Templates

From the tool bar, click on the Templates menu button (see screen shot below) and choose the Save As Template option. Alternatively, this can be done from the DOM Settings dialog (see Template menu button at the bottom of the dialog).

Enter a unique name for the template and press the Save As button at the bottom of the dialog. Existing templates will be displayed in the list box. You can overwrite an existing template by selecting it.

Managing Templates

The Manage Templates option will open the dialog below. This dialog will allow to you to rename templates, delete them or import/export templates ( in .tml file format). You can use the left mouse to move the template up/down in which they appear in the templates drop down.

Applying Templates

A template can be applied to the DOM panel with 2 mouse clicks. Open the templates drop down and select the name of the template you would like to apply. The settings from the template (including the width of the panel and visible columns) will be applied.

Market By Order

Market by Order (MBO) displays individual order sizes in the Bid/Ask Columns (only available for connections that support MBO). For more details on Market By Order, see: https://www.cmegroup.com/education/market-by-order-mbo.html Note: this information is also available in the SDK.

The screen shot below shows an example of the Market by Order feature on the S&P E-mini contract. Limit order sizes are displayed in priority order. Smaller order sizes are auto hidden for simplicity. If you would like to see more detail, increase the width of the Bid or Ask columns by clicking/dragging the edge of the column in the table header.

Configuration settings for this feature can be found in the Bid/Ask tab of the DOM Settings Dialog (click on the Gear icon in the tool bar).

The following options are available for configuring Market by Order:

• Show Market by Order (MBO) – Toggles the display of the order sizes in the Bid and Ask columns.

• Bid MBO Fill – Fill color for visible order sizes in the Bid column

• Ask MBO Fill – Fill color for the visible order sizes in the Ask Column

• MBO Filter – Optionally, filters orders that are smaller than the given size

• MBO Font – Optionally display the order size (if space available). Click on the edit button to configure the font size/color.

The screen shot below shows the MBO filter option with the size set to 50: