Where can I get order book data?
procommania
In my experience trading in asian markets, I have found a few resources that conduct calculations on order books. They are able to provide the size and real time movements on specific types of orders classified based on their size. I can then see on the dashboard how much individual investors are buying, how much institutions are buying, etc. I was wondering if there are similar platforms that can provide this data in US stock markets. Thanks in advance.