Hi there friend.
Is it possible for you to code for us an indicator similar to MPace indicator from Mbox?
Given that MT5 has a DOM, this is plausible. Here the description:
"The Pace of trade indicator is built to show The Tape Speed... it show the Velocity (speed) of the tape and allows you to see the speed at which the BIDS are being HIT and the speed at which the OFFERS are being lifted. "
You can see here how the indicator looks like (the histogram on the bottom of all images):
https://mboxwave.com/mpace-indicator
Best regards