Hey you can use ib.reqTickByTickData and calculate your logic with it... It does return the size of the trade... Try this in Jupyter notebook. I display the last few trades every time a new tick comes...
from IPython.display import display, clear_output
contract = Stock(symbol='TSLA', exchange='SMART', currency='USD')
ib.qualifyContracts(contract)
ticker = ib.reqTickByTickData(contract=contract, tickType='Last', numberOfTicks=0)
all_ticks = []
def onUpdateEvent(ticker):
global all_ticks
all_ticks += [tick for tick in ticker.tickByTicks]
df = util.df(all_ticks)
clear_output()
display(df.tail())
ticker.updateEvent += onUpdateEvent
See at 01:08:00 (1 hour and 8 minutes) I have an example.
