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Can anyone explain to me how to use the #inside and inside sizein the marketdepth window .What is this supposed to add to the regular window???
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It helps to identify the important Market Maker(s)/ECN or the "Axe" as some call it. While not a true representation of the Axe, it does approximate it. Essentially, if one MM or ECN has 50% of the total quote volume, then that would give them more weight or importance when viewing them in Market Depth.
I hope this info helps... maybe others can chime in with how they use it in their trading as well.Regards,
Jay F.
Product Manager
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