What does a Level 2 exchange subscription provide?
Level 2 or Market depth data gives you access to the same real-time market data as when subscribing to Level 1, but also includes real-time market depth – 5 best bid/ask in the market (stocks and DMA only).
You can subscribe to a level 2 exchange data feed via the trading platform
SaxoTraderGO: Navigate to Account > Other > Subscriptions
SaxoTraderPRO: Navigate to Menu > Other > Subscriptions
SaxoInvestor (only available in Denmark and Singapore): Navigate to the Settings icon > Subscriptions