First you'll need to make sure your account is permissioned for Market Depth. Likely by default it will not be. Then you can try combinations like IBM on ARCA or MSFT on ISLAND. That taps in to the actual limit order books on those exchanges.
It looks to me like the "Market Depth" tool...
Hi
I am *very* late to this discussion but recently I have posted some tutorials getting started with either C++ or C# and the ActiveX and Socket/EWrapper C# API. I am adding new tutorials all of the time so feel free to drop me a line if you would like to see something specific...
