Spread trades

[ren37]

Hello

How I will know trade side (bid/ask) for trades inside current spread?
It's very impoprtant for stock markets.

[NinjaTrader_PaulH]

Hello ren37

Thanks for your post.

Trades that occur between the Bid and Ask levels would not have any reference for whether they were at a Bid or Ask level as those levels would not exist. Only the last event would be reported if the trade is in between the Bid and Ask. As you would be a third party viewing the event it would not be a buy or sell to you but just a trade that occurred at a specific price level.

[ren37]

Ty Paul

But what stock exchange core reports in that case? I heard about Agressor qualifyer as a part of market data wich shows initiative side of trade.

[NinjaTrader_PaulH]

Hello ren37,

Thanks for your reply.

We would not have a means to provide that information.