[Sledge]

BUT You can use your brokers TICK Volume because it is relative!
Say at any moment their are 100,000 contracts trading hands.
Even though your broker is not handling all 100,000 contracts- they will be handling a certain percentage- consistantly.

It is the same as taking a random sample in Marketing- if you don't have any specific demographic and you just want to know what the country is thinking on a topic (opinion poll.) You can take a random sample of 1000 people you see on the street. When you get the percentage of their answers- those percentages will be a good indicator of what the country as a whole would say- without having to ask every American their opinion.

So in essence one brokers tick volume will be on par with the market as a whole.

Sledge