where is the depth of market data coming from in my MT5 demo account?

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forexvert
8
forexvert  
where are these orders from? 
William Roeder
19164
William Roeder  
Only your broker has data.
Enrique Dangeroux
448
Enrique Dangeroux  

Most likely from a real server with some delay.

However it is not really that important because:

1) Your demo order will not enter the book.

2) Your pending orders will be triggered by last < or > bid/ask depending on direction, not taking into account your position in the queue. 

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