Market Depth
The Market Depth window provides a view of the market based on bid and ask activity for a given instrument. Market Depth is commonly used to gauge the strength and size of markets, as well as identify the key market makers for a particular symbol. Color-coding is often used to group common price levels together, so you can see what is happening at a glance.
The Market Depth window shows the displayed bids and asks by Market Makers and ECNs for stocks traded on the major exchanges. For symbols that are not traded on the these exchanges, the Market Depth window displays the Bids and Asks for the regional exchange on which the symbol is traded. In the case of non-major symbols, the regional exchange is displayed instead of the market maker ID.