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Hopefully, I can illustrate my issue with a simple example:
In the Market Depth view at the best bid are market makers AA, BB and CC showing sizes of 10, 5 and 1 respectively.
The level I bid size in this scenario will show 10 in various views such as the Watch List, chart Snapshot Bar, Time & Sales 'Sizes' column, etc. This indicates that only the size of the market maker showing the greatest size is displayed.
Can anyone explain to me why this is implemented this way? What is the logic behind only showing the size of the single market maker who happens to show the greatest size at the best bid/ask?
I would have expected the size to be (and would be much more interested in) the sum of the sizes of all the market makers at the best bid, i.e. 16.
The Trade Manager view at the same instant does display 16, correctly in my opinion, but this conflicts with the bid size that is displayed in the other views.
Yes, I understand the Trade Manager is a special view, but the best bid/ask sizes displayed here make much more sense to me and should also be available in other views, in my opinion.
In the Market Depth view at the best bid are market makers AA, BB and CC showing sizes of 10, 5 and 1 respectively.
The level I bid size in this scenario will show 10 in various views such as the Watch List, chart Snapshot Bar, Time & Sales 'Sizes' column, etc. This indicates that only the size of the market maker showing the greatest size is displayed.
Can anyone explain to me why this is implemented this way? What is the logic behind only showing the size of the single market maker who happens to show the greatest size at the best bid/ask?
I would have expected the size to be (and would be much more interested in) the sum of the sizes of all the market makers at the best bid, i.e. 16.
The Trade Manager view at the same instant does display 16, correctly in my opinion, but this conflicts with the bid size that is displayed in the other views.
Yes, I understand the Trade Manager is a special view, but the best bid/ask sizes displayed here make much more sense to me and should also be available in other views, in my opinion.