Tracking or deriving erased orders

[Federico Bari]

Hi All,

I am wondering if the data provider gives within the book also the amount of buy/ask pernding rders that in the meantime are erased; or at least a way to derive them (as difference between the placed orders, the esxecuted ones and the remaining orders)? Secondarly, is anybody aware about any indicator exploiting this information?

Thanks.

f