Scott, I am actually surprised at how few providers actually...

Scott, I am actually surprised at how few providers actually provide this information. I guess bucket shops don't provide that data as you might be able to pick their dodgy tactics that others have mentioned on this forum. My last broker didn't provide market depth on most of the worlds futures market. It wasn't that I wasn't paying for it, it just wasn't available. Good quality data comes at a price but imo if you don't have the right data how are you going to trade successfully?? For longer time frame traders/investors the detailed data is probably excessive but for my style of trading I need the details.