depth isn't reliable, I learned that lesson.. for all the reasons you cite.. but now and again it is very instructive for reading the tape.. That is why I made out well on KCL fert stock. It was my ELD :O)
It is a tedious to do but sometimes worthwhile..not something I do regularly..
Relax.. Don't rant :O)
Quick execution is more important. I do not have that now.
One package is web bases and one is an actual trading platform ?