Market depth displays the best 5 bids and offers along with additional data points like Open, High, Low, Close (OHLC), volume, circuit limits, and current price of an instrument.
How to view market depth
Kite app
- Tap on the instrument.
- Scroll up.
Kite web
- Hover over an instrument in the watchlist and click on the Market Depth icon
- Alternatively, use the up and down arrow keys to select the instrument and press D on the keyboard
The following details are displayed in the market depth:
- Qty : This column displays the quantity available for buying or selling at a particular price.
- Orders : This column displays the number of orders pending at that particular price on the exchange.
- Open : This column displays the open price for the day.
- High : This column displays the highest price for the day.
- Low : This column displays the lowest price for the day
- Prev. Close : This column displays the closing price of the previous day
- Volume : This column displays the total number of shares bought or sold during the trading day.
- Avg. Price : This column displays the average trading price of a stock at a given time during the day. It is also called Volume Weighted Average Price (VWAP).
- LTQ : This column displays the last traded quantity.
- LTT : This column displays the Last traded time.
- Expiry : This column displays the expiry date for derivative contracts.
- Lower Circuit and Upper Circuit : This column displays the circuit limit. It is the price range within which the stock can be traded for that day.
- OI: This column displays the open interest in that particular contract.
Did you know? Zerodha is the only broker that offers 20 market depth or level 3 data with the best 20 bids and offers.