Interesting to read - pardon me, but how are you getting detailed depth/fill?
I assume you are on the following pag: Agoracom, Stock Quotes, Kodiak:
http://www.agoracom.com/ir/Kodiak/stock_quotes/?qm_page=9442
I use my broker's Level 2 quotes, but maybe the Agoracom data is handier.
How are you getting detailed depth/fill info?
Thx!