Coincidentally I was looking at interactive brokers a few days back for a friend who wants to trade asx. The platform is a little bit of work to get around and far from friendly. I could not access any buy or sell depth either so I assume this data would be extra cost.
Couple of friends opened accounts with OpenMarkets some years back and they trade from overseas. That was also a clunky platform about 5 years back, but I have not seen since.
bargain oppies, page-65
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