Anyone knows any indicator to show market depth.. idea is in this thread

[sillykiddo]

Hi

anyone knows any indicator.. .
that will actually do the following

It collects multiple data sets from every trade on the NYSE on a tick by tick basis, providing us with a unique x-ray of the underlying market environment


I think combine with this indi with S/R / pivot we can do very well in futures market..

anyone knows any indi about this ?

thanks

[NinjaTrader_Ray]

Do you mean like NYSE TICK or TRIN?

[sillykiddo]

yaa TIck and Trin but also Level II / Order book /market depth for all stocks.