I think you would be hard-pressed to find any such information. However, you can receieve orderflow for futures and equities (known as depth of market, and time of sales), which will show transactions being executed (both market and limit orders). Due to the unregulated nature of the Forex, there tends to be a lack of information from liquidity pools (which can provide information on market and limit orders). I know it's probably not the answer you want to hear, but I am also curious if anyone else has any suggestions .