We do not have such a source, and FT can work only with 1 volume value per bar.
Blah...oh well thanks. Don't suppose there are plans to add this later?
That really isnt something that is available in Forex.. Since there dozens of different liquidity providers, each with their own volumes..
Most times, Volume in forex simply means how many ticks per bar
I understand...but even if you had the volume data from a single large provider, it would probably be representative of the market as a whole. Of course you wouldn't want to get volume from different source than tick data...
Not a big deal anyway...there are always more strategies to test