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»Forums Index »IQFeed Developer »IQFeed Developer Support »Trade Aggressor Side
Author Topic: Trade Aggressor Side (2 messages, Page 1 of 1)

Docent
-Interested User-
Posts: 25
Joined: Jan 27, 2009


Posted: Sep 11, 2018 05:08 AM          Msg. 1 of 2
Hello!
Please add field Trade Aggressor Side (buy or sell) to Update Message Level1.
Such data translated for example Rithmic for CME/COMEX/NYMEX/CBOT/EUREX/ICE ...
This is very important information for delta analyze.
Thanks!

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 11, 2018 06:40 AM          Msg. 2 of 2
Good morning,

We have been looking at adding this field. I do not know what all exchanges we will have at launch, but we will certainly look at this and hopefully we can get it for you soon. Thanks for the input.

Tim
 

 

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