Above is my trading screen setup for Eurex bonds trading.
I use NinjaTrader powered with TTFeed and tools from JigsawTrading.
From left to right (Depth&Sales): Dax (FDAX), EuroStoxx50 (FESX), Bund (FGBL), Bobl (FGBM) and Schatz (FGBS).
Explanation for each letter (Depth&Sales):
A: Volume histogram. The traded volume at each price.
B: Price, shortened to 3 digits for Bobl. Real price in this example is 125,69.
C: Order column. Working order type and size is listed in this column.
D: Current trades on bid.
E: Current trades on offer.
F: Resting bids.
G: Resting offers.
H: Alert column. Here I can place a marker for a level of interest. One letter is enough for me.
Explanation for each letter (Summary tape depth):
a: Time in Eastern Time.
b: Inside bid price.
c: On the upper most row, it´s the current bid/ask size. Other rows, it´s the bid/ask size that was before it was taken out. Watch it live for a while and it makes sence.
d: Volume traded at the bid.
e: Volume traded at the offer.
f: Same as ( c ), but on the offer.
g: Inside ask price.
h: Cumulative delta from the start of the session. traded on bid – traded on offer.