Availability of market depth and order book data depends on the capabilities of the current logged-in trading account. They are not widely available.
In this context, "market depth" generally refers to institutional liquidity arranged by a broker, showing quotes below the best bid and offer in a market. "Order book" generally refers to traders' orders, on a peer-to-peer basis in an exchange. If the back-end platform provides an order book, it may be an aggregated view rather than all individual orders - e.g. price bands of 0.0010 with a totalled summary of the orders within each band.