australian market depth, page-5

I think you are right, most (all?) online brokers require you to be an Australian resident.

Just did a quick google and came across the following which may be of interest;

https://asx.netquote.com.au/services.asp?product=trader

The Trader account seems to offer live data including depth but will set you back $49.50 per month. The application form does accept a U.S. address.