Support Board
Date/Time: Wed, 22 Jan 2025 04:14:25 +0000
Post From: Inferring trade side (bid or ask) using IQFeed data
| [2018-08-28 08:14:57] |
| nto - Posts: 6 |
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Thank you for your reply. Trade side inference is indeed not at all a trivial problem (people write actual research papers on how to infer trade sides from quote data [1]). I don't want you to waste your time on this either. I find your solution of sharing the source code for the trade side inference absolutely perfect. If you can send me that chunk of code privately, I can reverse engineer how your software infers the trade side and reproduce SierraChart's output! Can you send it to me by mail? Thanks again for your help. [1] https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1540-6261.1991.tb02683.x |