it is better to have data of real time execution of orders, which you can have on instruments on exchange ,

the reason being program trades or algo, typically runs under 1 minutes time when multiple big lots are executed placed with gaps of seconds, and executed under 1 minutes as in image, 

this is typical of program trades, that you can only see if you see lots traded and in what time,

algo typically are run in trending markets and in direction of the trend and after convergence of moving averages is done, then they are run at the break of trendline points, that is why it is worth waiting till this conditions are met.

once algo is run and you know direction of market you can expect more moves in that direction.

it will reflect in 1 minute volume, but will reflect in higher timeframes volume late, so better to have realtime data of lots traded.

no wonder 1 minutes and 5 minutes timeframe traders gets killed and thrown out quickly enough !!

algo or program trades are run during exchange open hours or for forex during time when interbank platform is open. you can see it in form of large price action bars appearing from point of convergence of moving averages

enclosed chart is of 1 hour timeframe on exchange .

algos to be profitable do need trend !!