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Date/Time: Sun, 22 Dec 2024 21:12:47 +0000



Post From: Questions about Volume at Bid/Offer data..

[2014-12-01 13:58:30]
Hendrixon - Posts: 130
Only the Sierra Chart CME data feed, and CTS T4 provide indications of whether a trade occurs at the Bid or Ask.

Rithmic doesn't?
Is it a limitation you have with their use of API or they simply don't provide this?
Weird... will ask Jonathan.