Use Depth of Market and order-flow tools

Select an eligible feed#

Open Depth of Market and select its account/instrument, or add a depth panel to a Manual Trading item. Available panel choices include Depth of Market, Time & Sales, Depth Chart and Market by Order. A provider must actually supply the requested depth or trade-print capability. Level 1 quotes are not a full order book, and Level 2 aggregated depth is not automatically Level 3 individual-order data.

Futures feeds such as Rithmic/CQG and supported crypto feeds can have different depth, print and queue entitlements. Check feed status before relying on the display. Futures sizes normally use contracts; spot crypto can show fractional base quantities. Empty unsupported states describe a capability limit, not a market with no liquidity.

Read the ladder#

The ladder arranges Buy, bid order counts where available, Bid size, Price, Ask size, ask counts, Sell and traded Volume when space permits. Your working orders appear at their prices; position entries can appear at actual fill prices with the average retained in the summary. Offscreen position badges indicate entries outside the visible ladder.

Use the hover preview before clicking. It identifies the side, size and Limit/Stop intent. A stale/disconnected feed disables trading previews and entry. Scroll to inspect another area; Home or Space re-centres and follows the market. Wheel scrolling stops following. The last trade, best bid/ask, inside spread and point of control convey different observations; avoid treating any single depth level as a guaranteed fill.

Place an order from depth#

1. Verify account/mode, symbol, quantity unit and current live book.
2. Set size from presets or the quantity field.
3. Click Bid for a buy limit at that row, or Ask for a sell limit.
4. Shift+click Bid requests a buy stop above the market; Shift+click Ask requests a sell stop below the market. Invalid-side stops are rejected.
5. Review and send the confirmation unless eligible one-click is armed.
6. Verify the broker's acknowledgment and position/order state.

Empty Buy/Sell cells support the same limit/stop intent. Clicking an existing own-order tag can cancel that side's orders at that price. Delete at the ladder cursor requests cancellation for your orders there. Drag your order tag to another row to amend supported orders; Escape or dropping off the rows cancels the drag. Strategy-owned orders and invalid moves can be refused with a visible reason.

Buy MKT, Sell MKT, Cancel all, Reverse and Flatten are distinct footer operations. Reverse is confirmed. The ladder's Flatten closes its position as coded; do not assume it cancels every unrelated order or flattens every account. LIVE/unknown account mode cannot use unconfirmed one-click. Read the final confirmation for actual scope.

Configure the display#

The ladder settings menu includes row height, order counts, Volume, Queue, one-click, size presets, re-centre margin, wheel step and the Time & Sales large-print threshold. Auto order counts show only when book counts and room are available. A queue toggle needs L3 support; unavailable, switching and failed states explain why it is not displaying.

Useful ladder keys include Up/Down and Page Up/Down to move the cursor, B/S to stage limits (Shift for stops), 1–5 for size presets and plus/minus for size steps. When one-click is armed, Ctrl+X and Ctrl+F expose cancel/flatten actions. Check your environment's focus and shortcut settings before relying on a chord.

Read the other panels#

Time & Sales lists newest prints first with time, price, size and aggressor side where known. Use minimum-size and side filters. Large ≥ n highlights larger prints; zero turns that emphasis off. Hover can pause the display; Pause or P pins it, and Resume/Escape resumes. The panel retains a bounded recent tape, not every exchange trade forever.

Depth Chart shows cumulative bid/ask size, midpoint and a crosshair reading price and size. The cumulative amount describes the received visible book. Market by Order shows individual queue segments, front to back, where the feed provides them. Own orders are accented; unlisted size is a hatched remainder. Hover reports size ahead and queue position, but cancellations, hidden liquidity and exchange matching rules can change the eventual fill.

Add chart order-flow overlays and recording#

The chart Order flow menu offers supported layers such as footprint, volume profile, cumulative delta and depth heatmap. These require their appropriate print/book data. Choose the intended layer and inspect its settings; missing data cannot be repaired by simply making the layer visible. The Rec control opens recording settings/status where available. Stored depth is later used by explicit recorded-depth replay, not automatically by every backtest.

Heatmap history and the ladder's print-based volume begin when the first consumer starts; they do not backfill an earlier session merely because you open a chart. Received book depth and displayed queue counts are capped. Replayed depth describes recorded coverage and gaps, not current executable liquidity.

Recover safely#

For a failed enable, use the panel's Retry after fixing connection/entitlement. For no book, inspect account, symbol, session and provider capability before repeated toggles. If an amend/cancel result is unclear, refresh orders before sending again. Use Simulation/demo to learn ladder click zones and one-click behavior before an account with real funds.

Continue with related tasks#

Place and manage an order with the ticket, Trade from a chart and manage protection, Monitor positions, orders and broker history.