determine whether incoming tick is bid/ask or trade ?

[€ur0z0ne-Tr@der]

Hi guys,

what is the best (and fastest) way to determine whether the incoming tick is a bid, an ask or a trade ?

If you download the tick history file, you will see it. Now is there a way to determine this in real time ?

thanx
EZ-T

[ACM]

EZ-T
An efs executes on trades only so it cannot determine whether an incoming tick is a bid or ask. You can however determine (in real time only) if the trade is at the bid or at the ask.
Alex