Market Depth displays the orders at different prices

Market Order Book Depth Data

If using a high enough chart package, users have the ability to view many depths of market levels. This includes: buy/sell orders, pulling/stacking, and MBO.

Market depth data can consume high amounts of hard drive storage. To toggle global depth data downloading:

• SC Menu: Global Settings > Sierra Chart Server Settings > General Tab
• Support Downloading Historical Market Depth Data: Yes/No as needed
• (Optional) Max Historical Market Depth Days to Download: As needed

Note: Some brokers or prop firms do not offer full depth, and the only quotes shown are inside market bid and ask.

MBO Data

MBO stands for Market By Order, which shows the orders that make up depths and their positions in the queue. Ensure a sufficiently high enough Service Package is enabled to view this data.

Official MBO Sierra Chart Documentation:

Market By Order Data

Setting Up MBO:

Market By Order Data

Market Stats