Quote Snapshot
Modified on 2016/07/08 08:41 by Rob Rrickson (CTS) — Categorized as: Uncategorized
You can open a quote snapshot from your
New Screen Drop Down
located on the trading ladder of your strategy or you can right click on your strategy in your custom strategies window and it will open a new window that breaks down the spread quotes into the constituent leg quotes and volumes for each depth level.
Once you have selected the quote snapshot it will bring up a window that breaks down the spread quotes into the constituent leg quotes and volumes for each depth level. Keep in mind this is a snapshot and it will not keep updating as the market updates you can click the refresh button
that will take a new snapshot of the market.
From the Snapshot window you can click on one of the offer or bid levels value area and it will bring up a window that will break down calculation of that price level. See the below image for the break down of Offer level 5.
From the above window you can left click anywhere in the window to bring up the Strategy quote calculation window which will further breakdown how the price was calculated at that level.