Some things are available on the OBD-II buss, some others are not, e.g., I have something called a CarChip that can track coolant temperature, but not boost pressure, turbo temo, etc.

There are simple/cheap devices that can just read the codes, I believe they are called code readers. More expensive and complex Scanners can read real-time data from the buss and display time graphs of parameters, etc.

Check the Actron.com site for more info, or do a google on OBD-II Scanners.