In the London stock market they used to have a game where traders got a stack of pictures of girls, and had to rate each picture based on what they thought the average rating for each picture would be from everyone else. This essentially captures what stock trading is. It's not just about figuring out which company is the "prettiest girl" on the market, you have to be able to predict which girl everyone else is going to think is pretty in the future, because stock prices rise when a lot of people want to buy that stock and few people want to sell.

Order book data is valuable because it helps you figure out who everyone thinks is pretty, and retail investors make these decisions on much different factors than traders (I.e. Brand over financials)