Historical Market Depth

• 2 May 2006

• #1

srivest

Joined

15 January 2006

Posts

23

Reactions

0

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

 

• 2 May 2006

• #2

tech/a

No Ordinary Duck

Joined

14 October 2004

Posts

20,520

Reactions

6,769

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.

 

• 2 May 2006

• #3

H

happytrader

Joined

20 September 2005

Posts

496

Reactions

0

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