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Long Price Depth

Please click this video:
Video Tutorial on Long Price Depth Window


Open 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)



(0) Order Depth Mode




Order depth Mode displays the information of each order.

Description of the Window Items






B.Qty
Bid quantity
Bid
Bid Price
AskAsk Price
A.Qty  
Ask quantity
       


(1) Basic Mode






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.

(2) Distribution Mode




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)


(3) Full Mode




Description of the Window Items







B.Avg
Average price in Bid side
B.Accu
Accumulated Volume in Bid side
B.Qty
Bid quantity
BidBid Price
AskAsk Price
A.Qty Ask quantity
A.Avg
Average price in Ask side
A.Accu
Accumulated Volume in Ask side






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.