Time Sales Data Structure Question

[chrisjames]

Hi Robi, GenSpoo, Simon...

In the T&Sales filter/data structure there are flag values that
you can pull in with the time sales data ... 1 = at the ask, 2 = at the bid and so forth...

are these flags EXCHANGE generated - created by the exchanges and sent out in the their data stream or are they esignal generated and then added to the TS data info...

thanks...

cj

[Guest]

Yes, those flags are exchange generated. They are the exchanges that are listed in a T&S window.

[chrisjames]

Originally posted by eSignal Robi
Yes, those flags are exchange generated. They are the exchanges that are listed in a T&S window.

thanks Robi...

cj