From the paper https://web.stanford.edu/class/msande448/2017/Final/Reports/gr4.pdf page 8, I need at least the limit and market order. I can easily find the full depth from dxfeed or algoseek, but I can't really separate clearly the market and limit orders for deep learning purposes. I thought to collect my own data, but the problem is I need the data right now. I don't have the choice to buy the data from a provider.
Any thoughts how to get the market and limit orders separately (intraday)?