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Long Price DepthOpen the window from the Market Menu. You can right click this window to change product or change window view. There are four view to select. (For Hong Kong Index Futures Only) Order depth Mode displays the information of each order. Description of the Window Items
What is the meaning of the three numbers in Bid/Ask Qty Column? 1st Number is no. of contracts 2nd Number is no. of orders 3rd Number is no. of spread contracts) In above example, that means 12 contracts have 4 orders but 2 contracts is spread contract. This model shows the orders distribution. 1-5 shows the small lot(fewer than 5 lots per order) 6-50 shows the middle size lot (6 to 50 lots per order) >50 means the large lot (more than 50 lots) Description of the Window Items
The Gray area inside the window indicates those orders with fewer contracts. For example, there are 2 orders and 11 contracts at the price of 22635.One of the order buy 1 contract, while the other buys 10 contracts. The smaller order will be displayed in “Gray” for identification. |