Ringbinder
-Interested User-
Posts: 6
Joined: Feb 16, 2014
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Posted: Aug 10, 2015 10:59 AM
Msg. 1 of 4
Are trades at the bid and ask on your current Eurex feed identified by use of a specific Aggressor side identifier or are they inferred by other means?
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Aug 10, 2015 11:28 AM
Msg. 2 of 4
IQFeed doesn't currently include an Aggressor indicator/identifier. Customers often infer buy/sell pressure by comparing the bid/ask price at the time of the trade to the trade price.
Jay Froscheiser Vice President, Active Trader Products
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Ringbinder
-Interested User-
Posts: 6
Joined: Feb 16, 2014
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Posted: Aug 10, 2015 11:39 AM
Msg. 3 of 4
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Aug 10, 2015 02:00 PM
Msg. 4 of 4
The raw feed from the exchange has this information but it isn't available as part of IQFeed since IQFeed is widely used in third party software (most of which wouldn't be able to do anything with this information). We are constantly enhancing our feed and API's, so your desire to see this information is good to hear and will be noted for future development.
Jay Froscheiser Vice President, Active Trader Products
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