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Level 2 & Depth Books Overview
With its Level 2 display capabilities, ActiveTick Platform offers unparalleled view into the market and how it functions, down to precise order and trade match.

By taking entire limit order book from exchange, and displaying its contents in simple and intuitive views, the Platform gives the trader the edge needed to accurately measure supply and demand inside a stock, gauge liquidity, and provide invaluable trade information not found in top of the book best bid/offer.

All depth data provided inside the Platform comes directly from the exchanges’ matching engine in real-time streaming format, with the lowest-possible latency.

ActiveTick Platform displays book information in two types of views:

Market Montage Depth Book
Dynamic Depth-of-market (DOM)
Market Montage Depth Book

The depth book displays all open limit orders for each security, sorted by price and time, in two separate views – bid and ask views. ActiveTick Platform is capable of displaying 10,000’s of open orders within the same window within a single stock.

The book uses color-coded price levels to visually highlight orders within the same price level, make it easy for the trader to identify any imbalances. ActiveTick Platform displays entire order information inside the bid and ask views, including Market Maker, price and size.

Depth Book highlights include:

Displays enitre limit book for each symbol
Configurable color-coded price levels
Provides full order information
Displays book-matched transactions
Can be linked to any other window
Dynamic Depth-of-market (DOM)

Depth-of-market is a tool that shows market depth and offers one-click trading directly from the screen. By default, ActiveTick Platform displays 100 price levels, which is a configurable option inside the DOM screen.

ActiveTick’s DOM is an invaluable tool to see how much volume is open, and how many orders there are at each price level. Using this data, the trader can easily analyze and see how supply and demand is interacting, and what the potential price movement could be.

Throughout the day, the DOM accumulates traded volume for each price level and builds a graphical histogram, showing the ratios of price level volume vs total traded volume.

ActiveTick Platform offers dynamic and semi-dynamic mode for refreshing DOM view when price moves away from the center. In dynamic mode, the Platform automatically re-centers the DOM on any price movement. With semi-dynamic mode, the DOM gets re-centered after the price moves a certain configured amount of price levels.

DOM highlights include:

One-click trading
Offers open order and share counts for each price level
Configurable amount of price levels and dynamic resetting
Displays total daily volume traded for each price level
Displays last trade information directly inside the DOM

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