Please see "Adding Real-time Data Packages to Your Account" for a tutorial on how to add data packages to your account.
Level 2 - Market Depth is only Available to Advanced and Premium Subscribers
OPRA (US Options)
Includes real-time data for the Options Price Reporting Authority (OPRA). This displays last sale, bid/ask and open interest information for current options quotations from a committee of Participant Exchanges designated as the Options Price Reporting Authority.
Montreal Options Exchange (Canadian Options)
Includes real-time data for the Montreal Options Exchange (MOE). This displays last sale, bid/ask and open interest information for current options quotations on Canadian derivative markets.