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Hi,
Does anyone know if it's possible to get the market maker ID in efs market depth function? according to the knowledgebase, it shows you can get the bid/ask size, count, price but no mention of market maker ID.
likewise for time and sales....according to the knowledgebase you can get the last trade size and trade bid/ask...but no mention of market maker ID.
i'm looking to write an efs study that need access to the market maker ID.
thanks for anyone's help.
Does anyone know if it's possible to get the market maker ID in efs market depth function? according to the knowledgebase, it shows you can get the bid/ask size, count, price but no mention of market maker ID.
likewise for time and sales....according to the knowledgebase you can get the last trade size and trade bid/ask...but no mention of market maker ID.
i'm looking to write an efs study that need access to the market maker ID.
thanks for anyone's help.