The Market Depth gadget provides you with an outline of best bid and ask quotes for a symbol from major exchanges. Like all other gadgets, the Market Depth can be displayed as a section of the left sidebar or a separate window (see the Left Sidebar article for details).
In order to view the Market Depth for a symbol, click on the Symbol Actions button and choose More info on and then Market Depth for. The Market Depth will be displayed on the Left Sidebar even if it wasn't previously added there. You can view the Market Depth for multiple instruments or even an option spreads at the same time. When a spread is added, quotes are shown for each of its legs and the whole spread as well. If there are too many instruments in the Market Depth, consider collapsing some of them by clicking the 'tick' icon before the symbol name in the gadget, or even deleting them by clicking the 'close' button to the right.
By default, the Market Depth displays a watch list that contains the following columns: exchanges where the chosen symbol is available, its bid and ask values at this exchange, and bid and ask size values. This watch list can be customized and sorted (for details, refer to the Watch Lists article). When you click on bid or ask value in the table, the application automatically brings up the Order Entry dialog with order price equal to the chosen on the watch list. Clicking on a bid value creates a sell order, while clicking on an ask value creates the buy order.