Yes.. there is a company OrderBookFX provides global depth, aggregated amongst multiple networks and private feeds. Affordable with a free API for use and HIGH frequency very low latency data. Over 500M in depth within a few pips.
I know the guts behind MT5.. fluently. In fact for OrderBookFX we've built an indicator that updates (mt4) in between ticks and not price tick dependent. Yes mt5 has depth of market but its broker specific and not useable. I know OrderBook has a DLL and API for use with MT4 and 5. Their liquidity is much deeper than most brokers would ever see or certainly display in MT5.