Traded at Bid or Ask

[murfinp]

Hi

What is the best way to determine if a price coming through was traded at the bid or ask. I see the functions GetCurrentBid() and GetCurrentAsk() but if I get a price Close[0] and then call these functions will they return data that was in synch with the price I have recieved (Close[0]) or is it possible that in the time I have made the call to GetCurrentBid()/getCurrentAsk() that they could have moved from where they were when the last trade was made at Close[0].

What a lot of ramble ... basically what is the best way to determine if a the trade at Close[0] was done at the bid or ask.

Many Thanks

Paul

[NinjaTrader_Bertrand]

Hi Paul, you can take a look at the BuySellVolume code for the core logic, then modify it as you need it - http://www.ninjatrader-support.com/H...ndicators.html

[murfinp]

Hi Paul, you can take a look at the BuySellVolume code for the core logic, then modify it as you need it - http://www.ninjatrader-support.com/H...ndicators.html

Hi Bertrand

Many Thanks

Paul