Support Board

Date/Time: Tue, 07 May 2024 00:27:35 +0000

Post From: No DTC::MARKET_DATA_UPDATE_TRADE_COMPACT

[2019-11-28 09:20:56] Link To Thread - Link To Post [Go To First Post]
User322148 - Posts: 17
If that is the case, how are the Price and Type (bid/ask) derived in the time and sales window? The price is approximately the average of bid/ask, but whether the result is rounded up or down seems to be arbitrary. How is the rounding determined? Also, how is the Type (aggressor) determined? From inspection, it is not simply whether the mid price went up or down.