In the recent past we have received inquiries from customers and other people asking us to show how to implement full Market Depth, an advanced financial trading feature, with Lightstreamer. We think this is the time to present an example that, in addition to the classic
StockList Demo and
Portfolio Demo, demonstrates how well the Lightstreamer technology can satisfy the needs of this type of applications.
Market depth is an electronic list of buy and sell orders, organized by
price level and updated to reflect real-time market activity. Market
depth data are also known as
Level II,
Depth Of Market (
DOM), and the
order book.