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DOM | Depth of Market

This describes the LEVEL 2 data screen representing the bids and offers in the market. For the ES, there are usually 10 bid levels and 10 ask levels in most traditional trading execution platforms while others have full depth. We like the Rithmic feed best, because it is one of the few providing full depth and not limited to only 10 levels. You can get a demo of a DOM from a variety of vendors for free.

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