Level 2 data is available only for a limited number of symbols.
Make sure that you are connected to the broker. This data is coming from the broker, so it's important to have it connected.
In the DOM window, you can have level 2 data for the traded symbols from the following brokers: TradeStation, CQG, AMP, Tradovate, iBroker and Alor.
Level 2 data for cryptocurrencies is available in the Details window.