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: Alor, AMP, Binance, Bitget, Dhan, Dorman Trading, FXOpen, IBKR, iBroker, Ironbeam, OKX, Optimus Futures, Orama, StoneX, Tickmill, Timex, TradeStation, Tradovate, Velocity.