TOS's Market Depth separate window allows you to "highlight" the rows of interest, and then "cut & paste" that data into various cells in a separate Excel spreadsheet for later data manimulation use, which can then be further refined by developing repetitive macros in Excel. The trick of course is to get that who process automated on a fix x-minute schedule for use in followng market movements, etc.
I once saw the above process explained in a web video, but do not remember the names. As I recall a third party program was being used to set the time factors, was then linked to the TOS Market Depth copying action and then taken to input into Excel. Long way to get to where you are going.
I also received a TDA newsletter about TOS's upcoming capabilities to use Thinkscript to manipulate Market Depth data, but I have not seen any converrsation or further newsletter info about that either.
If you do see something similar, let me know, as I too would like to play with modifying the data stream from that function in TOS. Good luck.
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