Could it be possible to open 20 zorro demo accounts with 20 biggest brokers and get the tick volumen to each of them to get the current real tick volumen of an asset by combining all those together somehow?
Whats the diference between the tick volumen of one asset in one broker and the same asset in another broker? Is the difference important of the variations of tick volumen in one broker are also observed on the other one?

In case of indexs as NAS100, the volume is the amount of open contracts with that broker. It can be used to exploit breakouts. Someone told that one can access to that info with ninjatrader, not sure if it is possible with zorro.