Is it possible to access the number of up ticks (not volume) and dn ticks within a timely based bar (or volumetric bar)? For example, I would like to see how many trades are executed on the up ticks and how many on the down ticks during a 5min bar, is that possible (on real-time or historical data)?
This also brings to my 2nd question: is it possible to measure how much time a bar stays on the up tick and how much time it stays on the down tick?
Thank you.
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