In R26, we added LTQ Quantity as a column. It's also available on the Volume Profile. This video explains how it works.
LTQ Options on the LTQ Column are as follows:
•Font Color - Color for LTQ Text
•Background Color - Color for LTQ Background column - this is the general color for the column when LTQ is not trading at that price - so usually same background color as the rest of the D&S
•Buy Background Color - Color for first trade at price if it is a buy (traded at ask) or is a tick up for a trade between bid and ask
•Sell Background Color - Color for first trade at price if it is a sell (traded at bid) or is a tick down for a trade between bid and ask
•Highlight Color - Color for other trades at same price
•Accumulate Trades at Price - If on, the value of LTQ will accumulate, adding new trades as we trade more at that price. If OFF, it will show each individual trade. Off is more appropriate for slower markets like US Treasuries