There are only 2 things I pay for.
One is my level 2 with TD for $31/month.
Second is my starter subscription with Canada Stockwatch for about $5/month.
If I am following a stock, at the end of the day I go to stockwatch.com>analytics>block trades and I can set the minimum amount (say 5000 shares) and all the trades of 5000 shares or more plus the buyers/sellers are shown.
I believe stockwatch has a package where you get the broker market book, and it shows the bids/asks and who the buyers and sellers are, but it is very expensive.
I love my starter package, I do most of my research on stockwatch.
I hope this helps.
By the way, was that you with that big order for BTP. TD brokerage wanted 100,000 at .17 and got filled for 53000 on tuesday.
[This message has been edited by northernprophet (edited June 30, 2004).]