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Well bid/ask is a whole new story. But if you want to have whole Orderbook at any given point of time that is gigantic masses of data. That is not managable i guess. Even for stock market, this is not commonly used.
don't know about whole orderbook, but nitrous db has this column (not included in standard export), and it's very handy for backtesting - strategy chooses more correct price on buy/sell actions.