Historical Market Depth

[srivest]

I am looking for historical market depth (not closing price) but I can't seem to find that after googleling for a while . Does anyone know a source where I could download or buy that on a cdrom ?

Thanks

 

[tech/a]

Market depth is dynamic what is shown now will be different in a few minutes.
I cant see how it could be collected as historical?

There are a few who have done research on market depth as a timing tool.
One is Inside Trader just google.

 

[happytrader]

Hi Srivest

Market depth can be a useful confirmation tool if you take a peak at the right times. But as Tech says it is dynamic.

The next best thing I would suggest for historical data would be to look at volume on intraday charts.

Cheers
Happytrader