I work on the Pro Real Time Platform. On this platform you can access an instrument called ISIN/Ticker.
This instrument gives/tells you Time, Price, Volume, Capital and % change I want to exploit this instrument and extract as much information as possible from the figures given. I want to best way possible keep tabs and track the volume and capital. I want it to give me accurate probabilities on equity bought, sold at different price action intervals I want it to give me statistical analysis as to how much equity is kept in the market at particular prices. I also want to work out the probability the market will turn to fetch unsold liquidity in the market at a particular price. I will require your input as to how we can make it better and develope this idea further.