esignal's Market Depth screen


Well-known member
I'm starting to look at esignal's Market Depth screen (Level ll).

Does anyone know why there are two 'Size' columns on each side ? There's BSize and Size on the Bid, and Asize and Size on the Ask. What's the difference between them ; they nearly always seem to show the same value, except that the Asize and Bsize numbers sometimes show a + or -.


Hi Ivor,
did you ever find out the answer to this question, if so can you let me know what it is.

I'm no expert, and the eSignal help doesn't seem to cover it (not that I can find it), but from hours of staring at these fields my conclusion is that:

1) Bid Size is simply actual bid size divided by 100, but has a small up or down arrow in front to denote whether the bid size from this particular MM, ECN etc has changed (ie gone up or down)

2) Size is the same number as in 1) but displayed as a coloured histogram, where the width of coloured bar is proportional to the number.

I would guess that the purposeof 2) is to provide a quick visual clue to the size of bids/asks without having to look in detail at the numbers.

Please someone correct me if I'm wrong :confused: