As far as I am aware, the tick volume is recording all the ticks on the market, not just the ticks from your broker. Anyone have any evidence to support or debunk this belief?
Also, price can 'slip' with low volume. Although it's probably ok in most cases to not worry about volume when looking at the strength of a move, why not use it to get an advantage over the other traders who don't? It's like a logger not using a chainsaw because he has a perfectly fine handsaw. I know I would use the chainsaw and make more money.
