In the OHLCV, the 'volume' column aggregates buys and sells together so there is no way to determine the direction of transactions. This can be seen in the attached sample of HUC->BTC from POLONIEX on 2017-06-13 between 14:00:00 and 14:01:00. In the Cryptosheets data, the "volume" column closely approximates the aggregated buy-sell amount around 252,000. The aggregated buy volume of 153500 is not represented in the Cryptosheets data however. Additionally, we cannot request data from BTC->HUC.