We've discussed quantity quite a few times, not sure where the threads are though

anyway, there are two ways to get volume in FX. You may look at tick quantity, which is a measure of the amount of ticks per bar. This could be misleading if mild quantity is being traded and there are a whole lot of ticks.

The second method, the one I like, is to have a look at the futures contract quantity. For instance, if you would like a volume estimate on the EURUSD, you are able to look at the quantity on the CME futures contract ECZ05. The futures market wasn't an ideal solution, but I find it is a estimator of FX volume.