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EFS Trade Information Commands

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  • EFS Trade Information Commands

    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

  • #2
    nv00

    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?
    You should be able to retrieve the most recent trade and trade size from a specific exchange if the symbol is set to plot the data for that specific region only (see images below).
    For information on regional data see this article in the eSignal KnowledgeBase
    Alex



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