2- If the answer to question 1 is no, then is there a way to estimate the intraday number of trades and the intraday $volume? 3- If the answer to question 2 is no, then where could I get that information? 1 Answer 1- Is there a way to compute the intraday trading volume and the intraday$ volume from the usual data or others? Yes.

For $Volume, for each trade that crosses the tape, multiply the 'lastTradeSize' by the 'lastTradePrice' and keep a running total of that in a variable. If you are confused or need further advice about how to program this, then this question belongs on a different SE. • I don't want the standard volume amdopt, but rather the number of trades sinces the beginning of the day. The standard volume is not the same. The volume for me is the number of shares outstanding. Look at the following link : otcmarkets.com/market-activity/current-market. There is three important columns, i.e. '$ Volume', 'Share Volume' and 'Trades'. Be aware that 'lastTradeSize' is not equal to the intraday trading volume. Mar 20, 2018 at 13:18
• @Jeremie 1) Your original question mentioned nothing about 'number of trades since the beginning of the day' though that can be easily found by incrementing a variable each time a trade crosses the tape. 2) The part of my answer about volume still applies. 3) While I am quite familiar with all of the metrics that are important to you, I'm afraid I don't understand what you mean by this sentence at all: "The volume for me is the number of shares outstanding and \$ volume is the amount of money related to the number of trades." Hopefully, someone else can be more helpful. Mar 20, 2018 at 13:31