I am not sure which is the best thread to ask this question, but...

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    I am not sure which is the best thread to ask this question, but I am hoping one of you smart traders here might know the answer.

    Does anyone know how to do a screen for market depth?

    Specifically I would like to identify which stocks are showing a serious imbalance between shares wanting to be bought and shares offered up for sale for, say, up to just the first 10 lines of market depth.

    Is there any service that offers this information, or is there an easy way to screen for it myself?

    This is the type of situation I am thinking about:


    https://hotcopper.com.au/data/attachments/5907/5907672-826d09360dd6190c979d6985285aae80.jpg
 
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