My understanding is that the Better Pro Am only works on charts with period type "Tick".
For these "tick bar" charts it's pretty easy to calculate the average trade size - because the
number of trades is the same for each bar, the ATS (average trade size) is directly proportional to bar volume.
So on a bar with a volume of 200 on a 100
tick chart, the average trade size is 200/100 = 2. There, that didn't hurt a bit, did it!
Amateur bars have low values and Professional bars high values of ATS, but there is no attempt to distinguish between the trade sizes of Buy Volume and Sell Volume trades.
For
real time only data on a chart with ANY period type, you can easily track the ATS because there is a BarUpdate event for every trade.
By using a one tick dataseries you can get the
historical average trade sizes for a chart with ANY period type.
As long as you don't try to get separate results for buy and sell volume, there is no need for any type of
bid ask or
uptick downtick data. The only downside is that indicators using one tick dataseries take forever to load if they go back more than a few days.
That's all you need to know, now roll up your sleeves and start coding!