I find it fascinating, too. All the data are from Market Lab (except the Spoo quotes). I combine some of it in different ways that seem relevant. The Margin Debt stuff is right off the page, though. I enter the data manually -- since it's only a weekly event, it's manageable.
The only problem is that the Margin info is only published monthly, and the Member activity is delayed two weeks. I'm figuring that keeping that data might point out some long term trends, once enough of it has been gathered.
The main odd lot stuff that I post, though is current through the Thursday prior to the weekend on which I post it.