You get Depth of Market with futures. Similar to L2, in that you only see size at each price, not who is making the price as you do with L2. This is because a futures exchange will typically have a central matching facility (eg, GLOBEX, Connect etc), rather than multiple market destinations as NASDAQ does.
Some data providers provide this, some dont. Sometimes have to pay extra.
L2 = market maker, size and price - current available prices in the market - at each price
DoM = size & price available at each price
T&S = Time, price, volume (size) that has already traded - its history.