I was wondering if it was possible to somehow display how many contracts are willing to be sold at a given price. Watching the Bid & Ask screen does not give me enough time to absorb the information.
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If we're talking futures, you can get size information for the electronic contracts (eminis, Dow Minis, etc ). You can either add the fields for Bid Size and Ask Size, as you would for stocks, or subscribe and use the Market Depth window. Here's a picture of what Market Depth looks like.
As far as I know, this information is not reliably available for pit-traded contracts.
Hope that helps.
Thanks.
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