Is it possible to get buy volume and sell volume?

harikongu
Is it possible to get buy volume and sell volume? I want the number of trades occur at the bid price and offer price.
  • tonystark
    You can subscribe to FULL_MODE to get market depth which will give you the price, no of orders and quantity which is the volume at that price.
  • harikongu
    No, market depth can give only top 5 bids and offers. I want to see how many trades happen at offer price. Maybe I can use last traded volume and price.
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