Can I change the sorting of the columns in the Market Depth Trader?

No, it is not possible to sort the Market Depth Trader Level 2 panels. The Market Depth Trader Level 2 panels are sorted by Price by default and will update dynamically as prices change.

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What is the difference between Level 1 and Level 2 market data?
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Can I add additional columns to the Market Depth Trader Level 2 panels?