In Algo trading, the condition cards available in your Order Book include the Bid and Ask Price, the Order Book Share Per Lot Quantity, and the Order Book Order Quantity.
1. Market data permissions
Your level of Order Book data depends on your current device's market data permissions. For example, if the current device has access to Hong Kong Stock Level 1 market data permission, only Level 1 quotes will be available. Level 2 data in the Order Book will remain empty.
2. Price level consolidation
If a security is listed on multiple exchanges, the Order Book data from each exchange will be consolidated by price according to the highest level of permissions available on your current device.
For example, if your current device has Nasdaq Basic and NYSE Arcabook permissions, the cards will provide you with the consolidated Order Book data at each price level.
3. Order Book data
The Order Book provides you with different types of data. You can select a condition card to access each type.
Order Book Share Per Lot Quantity: This card returns the total shares for all pending orders at a specific price level.
Order Book Order Quantity: This card returns the total number of pending orders at a specific price level. It is only available for Hong Kong stocks, futures, and options.
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