Spot FX brokers that provide volume data are really just misrepresenting tick changes as volume, tick changes are not directly correlated with volume and arguably could be inversely correlated, i.e. a less liquid market = more volatility = more tick changes)
You can develop TicksVolume indicator or negotiate with brokers who use your platform (Dbfx, FXCM) that they provide you volume data for their clients Transactions.
Tick Volume
The tick volume study helps you estimate trading volume during the trading day, when actual volume information on futures is not available. A tick is a transaction, or trade. The tick volume study counts the number of ticks, or transactions, in a period.
The computation for the tick volume study simply counts the number of ticks during the interval specified on the Intraday chart. For example, if you are monitoring a 5-minute Intraday chart, the tick volume study counts the number of ticks that occurred during that 5 minute trading interval.
If Tick(Period)<>Tick(Period) then
TickVolume(Period)= TickVolume(Period)+1;
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