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EL Command to Get Trade Direction on Historical Ticks


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EL Command to Get Trade Direction on Historical Ticks

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crbucks
chicago
 
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Is there a command in either multicharts or tradestation that will give you the trade direction of historical ticks as to whether they were on the bid, ask or in between. I know IQFeed provides this data but I can't seem to figure out how to access in Multicharts. I have went through a bunch of posts where people have similar comments that it is not supported however in the new multicharts they have a delta indicator which they have to be pulling this data from somewhere. I am not sure if they make this data available in t he new version for people to use within their own code or if it is a closed source function.

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markbrown
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crbucks View Post
Is there a command in either multicharts or tradestation that will give you the trade direction of historical ticks as to whether they were on the bid, ask or in between. I know IQFeed provides this data but I can't seem to figure out how to access in Multicharts. I have went through a bunch of posts where people have similar comments that it is not supported however in the new multicharts they have a delta indicator which they have to be pulling this data from somewhere. I am not sure if they make this data available in t he new version for people to use within their own code or if it is a closed source function.

could be wrong but years ago the ticks occur but do not stamp up or down.

mark brown

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Last Updated on March 9, 2013


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