Historical Market Depth - Aussie Stock Forums

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  1. #1

    Default Historical Market Depth

    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 ?


  2. #2

    Default Re: Historical Market Depth

    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.

  3. #3

    Smile Re: Historical Market Depth

    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.


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