Is it possible to know buy and sell quantity (volumn) in a 5 min candle seperately

In Banknifty the 5 min candle volume consists of buy and sell quantity. Is it possible to get the online buy and sell quantity separately per 5 min candle.

The volume itself tells you the buy & sell quantity.

If the volume is 15000, it means that there have been 15000 buys & sells. Note that there cannot be a different buy and a sell quantity. If there’s no buyer/seller a trade cannot go through.

Therefore at all times, the buy and the sell quantity will be the same.


As mentioned, for each transaction there is a seller and a buyer. but a transaction can be initiated by a seller or a buyer. When it is initiated by a buyer it is buy market order and when initiated by a seller, it is sell market order. Price move up through buy market orders and moves down by sell market orders. There is no way to know how many buy market orders and sell market orders are there in a period.


There is nothing like Buy and Sell quantity separately, What you see in the volume is traded volume (Meaning one person is selling to another person). If 100 shares have to be bought, someone should sell 100 shares.

If volume says 25500 for 5 min, then 25500 shares are bought by people (Buyers) from another set of people who sold their shares (sellers) — in a time frame of 5 minutes.