This is not all that surprising to an economist. The depth of book is a classic example of a supply and demand curve, with: Demand (buying increasing as prices fall) and Supply (sellers increasing ...

Basic market data on BATS is free and full order-by-order depth of book historical data is offered dating back to 2008. In Europe and the US it provides numerous free market data feeds, while BATS ...

Direct Edge offers a number of a market data services. EdgeBook Depth provides depth of book information for the EDGA and EDGX exchanges. EdgeBook Attributed is an enhancement to the EdgeBook Depth ...