Level 2 Market Data - futures io
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Level 2 Market Data

Level 2 market data provides additional information to level 1 market data, it shows the highest 5 or 10 (depends on market and instrument) Bid Prices/Bid Sizes, and the lowest 5 or 10 Ask Prices/Ask Sizes.

Level 2 is also called Order Book, Depth of Market or DOM.
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Level 1 Market Data LukeGeniol Terms (Glossary) 0 September 8th, 2010 08:10 PM


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