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MDBookType and what it really means...

Created by Matthew Whitaker, last updated on Nov 28, 2018 1 minute read

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CLOB

						Qty	Bid	OrderDepth	Offer	Qty
						1	1.20011	1	1.20020	3
						2	1.20000	2	1.20020	1
						1	1.20000	3	1.20023	3
						2	1.19997	4	1.20029	1
						2	1.19997	5	1.20037	4
						5	1.19995	6	1.20042	1
						2	1.19987	7	1.20042	3
						1	1.19974	8	1.20042	1
						1	1.19961	9	1.20056	1
						5	1.19961	10	1.20063	1
						7	1.19910	11
								12
								13
								14
								15

Order Depth					Count	Qty	Bid	PriceDepth	Offer	Qty	Count	Order Depth
				1	1	1	1.20011	1	1.20020	4	2	3	1
			1	2	2	3	1.20000	2	1.20023	3	1	3
			2	2	2	4	1.19997	3	1.20029	1	1	1
				5	1	5	1.19995	4	1.20037	4	1	4
				2	1	2	1.19987	5	1.20042	5	3	1	3	1
				1	1	1	1.19974	6	1.20056	1	1	1
			5	1	2	6	1.19961	7	1.20063	1	1	1
				7	1	7	1.19910	8
								9
								10

					Count	Qty	Bid	Spread	Offer	Qty	Count
					1	1	1.20011	0.0000	1.20020	4	2
					1	1	1.20001	0.0001	1.20030	8	4
					6	13	1.19991	0.0002	1.20040	12	5
					7	15	1.19981	0.0003	1.20050	17	8
					10	22	1.19961	0.0005	1.20070	19	10
					10	22	1.19911	0.0010
					11	29	1.19811	0.0020

						Qty	Bid	Amount	Offer	Qty
						1	1.20011	1	1.20020	1
						2	1.20006	2	1.20020	2
						5	1.20002	5	1.20021	5
						10	1.19999	10	1.20025	10
						20	1.19988	20
								50

						Qty	Bid	FullAmount	Offer	Qty
						1	1.20011	1	1.20020	1
						2	1.20000	2	1.20020	2
						5	1.19995	5
								10
								20
								50

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