Market Depth Trader for Bonds

Use the Market Depth trader to see the minimum trade size for net bond prices and calculate net bond prices based on your desired size.

To take advantage of the Minimum Trade Size data and Quantity calculator, you need to configure bond pricing to use Net pricing mode. The Market Depth Trader shows the Minimum Trade Size available for a given price level and side in the market data. It also displays a Quantity field above the aggregated market depth data. Enter a quantity at which you would like to see the net prices calculated. This information may help you to control execution costs by showing the market data in net price terms at the size you would like to trade.

To open Market Depth Trader

  • From the Trading Tools menu, select Market Depth Trader.