Quotes Delta (+/-)

The Quotes Delta column displays the delta, the amount of pending orders that has been added to or pulled from the active bid-ask range. Negative numbers signify the amount that was added, and the positive ones signify the amount pulled.  The red frame around a column cell indicates the amount of orders added or pulled at the best ask price. Similarly, the green frame around a column cell indicates the amount of liquidity added or pulled at the best bid price. The delta numbers reset after each update of the best bid and ask prices.

In the configuration menu available by right-clicking on the column and choosing Configure…, you can find the following options:

1. Trade side. You can choose the trade side you would like to see the delta for: Bid, Ask, or both. To do so, activate the corresponding checkboxes before Show Bid and Show Ask.

2. Set maximal depth. Use this option to limit the amount of price levels for which the delta is shown. For example, if you activate this option and set the maximum depth to 10, you will be shown the delta for ten levels above the center including the best ask and 10 levels below including the best bid.  The system will also display the aggregate delta for the ten best ask and ten best bid levels above and below the diagram, respectively.

3. Background color. Use this option to set a different color for the background of the column.

4. Bars/numbers. Choose which data representation you would like to see: bars only, numbers only, or both.

5. Style options. Use this option to:

  • Split display: Bid and ask sides will be aligned by the opposite borders of the columns.
  • Inverse display: If you have selected Split display, choosing this option will mirror vertically the bid and the ask sides.
  • Align display: If Split display is off, you can align both bid and ask data by the left border, the right border, and the center of the column.