FX brokers give you tick volume. It shows the number of price changes on the timeframe you are looking at for that specific broker. The "quality" of this tick volume depends on the money providers that the brokers has. I recommend you use more than one broker and compare the data to have more confirmation of the activity you see.
On this analysis I am using the Euro future with Exchange traded volume from the CME. VSA analysis focuses on the activity that is taking place bar by bar and how it affects the spread and close of each bar. Both Tick volume and Exchange traded volume measure the activity therefore both can be use for this kind of analysis.
If you have more questions do not hesitate to ask. Regards