Better yet why do you need this. Are you smarter than the markets?
Not just smarter. Are you faster, too? I can't imagine a flesh-and-blood human being (outside of some comic book superheros) who is able to react fast enough to exploit this level of information. To me it is just bass, treble, volume, and static, wildly fluctuating way too fast to do anything but watch it change.
Also, for the home-gamer, the information is about 300 milliseconds old by the time you even see it. I can see how algorithmic trading machines, networked directly into the exchange at close proximity, could exploit it. They literally see your future split seconds before you do. But for a home-gamer? The information has already been acted on by the time you even see it.
Worse, the home-gamer is at least another 300 milliseconds away from getting any order, in reaction to the already-old information, back into the exchange for execution. And that assumes 0 seconds of time to assess the information, and decide how to act on it. And 0 seconds to type in or adjust an order before you do send it off to the exchange.
So, realistically, the home-gamer is several whole seconds behind the competition on the information curve, even in the best of scenarios; which is an absolute eternity in terms of the sheer super-computing horsepower that they have, and that you don't have.
Then again, I can't truly claim to grasp whatever the methods are (whether real or imaginary) that would make this information useful to a home-gamer. That's why I have the option turned off in my own accounts.
