Displaying ECN Books

In the Market Depth window, you can view standard Level II data only, Level II data and any of the ECN books combined, or specific ECN books only. You can also choose to display all of the individual orders at the same price for an ECN as one consolidated order or as separate orders at the same price level. If you choose to consolidate ECN orders at the same price level, the number of individual orders is displayed in parentheses after the ECN ID. For example, if you have a Market Depth window for QCOM and there are three NSDQ orders at 29.75, the NSDQ orders would be displayed as NSDQ#(3).

You must be entitled to receive Level II data. If you are not entitled for Level II data, you will only be able to view the ECN books.

  1. Activate a Market Depth window.
  2. From the Menu bar, click Settings > Symbol. The Customize Symbol dialog is displayed.
  3. Select a symbol from the Symbol drop-down list. The drop-down list will contain the last 10 valid symbols displayed in the Market Depth window.
  1. Under Display, select the ECN books check box. To display all available ECN books, select the All books check box. To display only selected ECN books, clear the All books check box and select the individual books that you want to display from the list.
  2. To combine all orders at the same price level for an ECN book as a consolidated order, select the Combine quotes at the same price level by ECN check box. To display them as separate orders, clear the check box.
  3. To display Nasdaq QuoteView and NYSE Market Depth data with ECN books, select the Include Nasdaq QuoteView/NYSE Market Depth with ECN Books check box.
  4. Select the Set as default check box if you want these settings to apply to all future Market Depth windows.
  5. Click OK.