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Historical Depth of Market & Sales

In this view we can load historical data for specific period. We can load traded quantity and also available bid & ask volume for price levels that occurred during specified time period. Grid also shows frequency of price level and how many times it appeared during the time period.

It much depends on the provider and availability of data in the each column. It’s rare that provider would be able to provide all data to fill all the columns. So some providers can show total trades quantity that went on at the price level, but if we go further and we want to see exact trade quantities that were executed on the each – bid and ask sides – that is usually not available.

Also it’s rare to see available historical volume at Bid and Ask sides and also full trades quantities as they happened.

Data Limit and Price Filtering

We can limit the amount of data that is displayed in the grid to control performance issue. If we select too long period, there is a lot of price levels to display.

Data can also be filtered based on price. Here we can specify price range to display history only for specific price range.

If we are looking for something specific, both these filters can help to allocate exact place we need.

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