DEPTH OF MARKET DATA

I need a developer expert in reading depth of market/time and sales chart. i need some information from time and sales chart which can be imported to make an ea on Forex
Generator software. hence, the source code should return value if imported to ea.  indicator should have line index/setindexbuffer number so i can easily import it to my
software. market depth/time and sales is only available on futures/index symbol. data is not available on forex.

here are the information i needed on this indicator


1. LAST PRICE-  this is the last price executed/last price deal. this number may be different from bid or ask.
2  VOLUME  -  volume traded of the last price executed.
3. TYPE - Buy Or Sell. type of sales of the last transacted price.
4. PRICE CHANGE - counts the pips change in a given time, in seconds. indicator will continuously count the price change
       like how many pips the price moved in the last 10 seconds. time should be adjustable in input parameters. indicator will continuously calculate every tick
5. HIGHEST PRICE - highest price traded in the last 10 seconds. time should be adjustable
6. LOWEST PRICE-  lowest price traded in the last 10 seconds. time should be adjustable