For users looking to add the LU / LD (Limit Up / Limit Down Halt levels) on the Level 2, you have to remove any blocked MMID's or they won't display. I've submitted this as a bug, but currently the fix is to remove the MMID.
What is the LU / LD indicator? It's an informational level placed on your Level 2 to indicate the price at which a stock will be halted by circuit breaker. It shows up as a white line with the letters LD or LU and a price level on the Level 2. See bottom part of screenshot for example.