I am looking for historical market depth (not closing price) but I can't seem to find that after googleling for a while :banghead:. Does anyone know a source where I could download or buy that on a cdrom ?
Thanks :D
tech/a
2nd-May-2006, 08:28 PM
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
2nd-May-2006, 09:53 PM
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.
