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I read this more than 10 years ago, so I don't remember a lot, but I do appreciate it for being the only account of the crash that doesn't have historical hindsight. It was interesting to hear someone trying to make sense of things on a near daily basis during the fog of uncertainty. It makes me want to find other such accounts of historical events without the inevitable-seeming cause and effect sequence of events you normally read about history.
Check out Demons of Unrest, which covers the few months before the American civil war. It covers the stories of Lincoln, other union leaders and Confederate leaders and their understanding and misunderstandings about what the other side thought.

It's remarkable about what assumptions people can make without talking to people from other places.

George Orwell's Homage to Catalonia is about his experience in the Spanish Civil War, published in 1938. He was there between '36 and '37 I think. It's pre WWII, and I found it very interesting for the same reason you say here: his account doesn't have the benefit of hindsight. The civil war wasn't even over when the book was published. It's very interesting to see his perspective, what things he saw coming, and what things he didn't.
The Wind is Rising, by HM Tomlinson. It's a diary of the first year or so of the second world war. It has an unforgettable first line: "All we hear from Berlin is the music of marrow bones and cleavers," and is similarly vivid throughout.

It looks like you can borrow it from archive.org, but I suggest buying a physical copy. It was printed in 1941 - and I don't believe ever had a second edition - so it's on thin, wartime paper, which adds to the experience of reading it. It's like something pulled out of a time-capsule, a tangible relic of the time it covers.

Interesting how there is so little information about this book online. It’s a good reminder of how a ton of stuff basically still isn’t on the internet and is still only accessible in old books.
(in no small part due to copyright law)
> It has an unforgettable first line: "All we hear from Berlin is the music of marrow bones and cleavers," and is similarly vivid throughout.

A nice example of the power of media to bring something to life in the reader.

Commenting to save this for later.
There's the diary 1660-1669 of Samuel Pepys, which covers as the Great Plague of London, the Second Anglo-Dutch War and the Great Fire of London.
Good recommendations here, thanks. I was aware of Orwell's account of the Spanish civil war, so maybe I'll start there.
A book along similar lines: https://www.amazon.com/Not-Nickel-Spare-Sally-Cohen/dp/04399...

(haven’t read it yet so I can’t vouch for it)