I get volume information when I'm connected to ninjatrader using GAIN's servers. I dont know if this is actual volume though. It does help me in my trading however.
There is no central clearing authority in spot currencies, thus no way to know specifics on true volume. Most charting applications show volume as tic (price change) count. It is theoretically possible" broker willing" to get data in relation to your brokers market, level 2 but good luck.... you would have to work for them to get that info. Futures data is very close, but spot you are clearing through your broker and he controls the candles.