I am trying to gather some information about time and sales in an EFS Script. I understand how to use the functions, but wanted some more information.
I assume that getMostRecentBid, for example, returns the last bid, whether it was from an ECN, a market maker, etc.
Is there a way to record only the information about a specific party? For example, if I were trading a New York stock and I wanted to track only the trades from NAS, or PSE, or the New York specialist -is this possible?
Also, if you can give me more information about eSignal tracks trade information, I would be delighted.
Thank you
I assume that getMostRecentBid, for example, returns the last bid, whether it was from an ECN, a market maker, etc.
Is there a way to record only the information about a specific party? For example, if I were trading a New York stock and I wanted to track only the trades from NAS, or PSE, or the New York specialist -is this possible?
Also, if you can give me more information about eSignal tracks trade information, I would be delighted.
Thank you
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