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Date/Time: Fri, 04 Jul 2025 16:12:50 +0000



Post From: ACSIL requests

[2019-01-31 11:43:25]
User336946 - Posts: 37
Can you please make available (or point me to the doc for it) the following information about each trade received (time and sales):

- aggressor side
- exchange order ids

I’m using Rithmic which should provide that information.

- also would be nice if there was a programmatic way to detect if a trade was part of an aggregate

Thank you
Date Time Of Last Edit: 2019-01-31 11:43:43