Following does not work:
protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
if (marketDataUpdate.MarketDataType != MarketDataType.Last)
return;
// Count buys (trades above ask)
if (marketDataUpdate.Price > marketDataUpdate.Ask)
{
upCount++;
}
// Count sells (trades below bid)
else if (marketDataUpdate.Price < marketDataUpdate.Bid)
{
downCount++;
}​

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