Market By Level (MBL)
Market By Level (MBL) is a market data view that shows the current depth of the order book broken down by price level, listing the total size available at each level and, in some feeds, the number of resting orders at that level.
Example: During trading hours, MBL might display a bid side with levels at 150.00 (2,400 shares) and 149.95 (1,500 shares), and an ask side at 150.05 (3,100 shares) and 150.10 (1,800 shares).
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