Is there such thing as a market depth book for e-mini futures or CBOT Dow mini futures? If so... how much does it cost? Where can you get it?
J trader has it on a feature called DOME. But really, bids and offers are being entered and pulled so fast, it becomes more of a distraction than a source of useful information. A few traders try to play games, like putting in a big offer at .50 when they want to buy at even. You see them get filled at even and then the big offer disappears and doesn't reappear when the mkt gets back up there. Mostly if you see 125 current, then it goes maybe 95 next bid up, then 75 then 30 then 0 then 12, something like that. You aint missing much.