It is called "Level 2" I suggest you google the term. The other thing you were asking about is called "time and sales". Most brokers have realtime time and sales, you may want to ask them to get you going.
it's called Level 2, it gives you the depth of the MM on the bid/ask. Level 1 is time and sales and Level 2 is depth. IMO, it is an essential tool for trading. You can do a search and read up more about it. It is available to everyone and the prices range from about 40 to 100 depending on what service you use. I use equityfeed, although they are more expensive I do like some of the features that the others don't offer. alphatrade is another one and IHUB has their own now. If you PM IHUB Matt http://investorshub.advfn.com/boards/profile.asp?user=2744 He will give a free week trial, so I hear. GLTY
IHUB now has L2 (level 2) -- you can track how MM's (market makers) are on the bid & ask & approx how many
L2 is approx 30$ a month at most places ..
you can also see them free but delayed at IHUBs link here (the time and sales) http://ih.advfn.com/p.php?pid=trades&cb=1224635555&symbol=NO^BBDA&java_vm=sun&java_vm_ver=1.6.0_03&fp=9.0.124 <<-- you'll have to have the software installed called "java" its what brings it up!
GL & ask anything you need, dont be shy, someone here will know the or a answer