NDD Glossary
MetricIntermediate

Depth of Market

syn. DOM / Level 2 / Order Book

A real-time display of buy and sell orders at various price levels, showing available liquidity at each price.

Last updated: February 1, 2026
1

Multiple LPs submit buy and sell orders at various price levels.

2

The broker's system aggregates all orders into a unified order book.

3

The DOM display shows the volume available at each price level on both bid and ask sides.

4

Traders can see not just the best price, but the liquidity depth behind it.

5

As orders are filled or canceled, the DOM updates in real time.