Support Board
Date/Time: Sat, 10 May 2025 00:52:54 +0000
Post From: Questions about Volume at Bid/Offer data..
| [2014-12-02 01:35:04] |
| Hendrixon - Posts: 130 |
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According to CME they provide an "AgressorSide flag" which informs if trade was initiated by sell side or bid side. You said that your CME feed and CTS's provide "an indication" which I assume is the "AgressorSide flag" from CME. Purpose of post #5 was to understand if its a problem you have getting this info from Rithmic's API, that we know you don't like, or that Rithmic simply filter that info out... big difference. |