If my datafeed (Rithmic) informs if a trade is Buy or Sell (I know it because I have worked with its api directly), why in the NT OnMarketData handler method this data is not received ?. I am losing very valuable and basic information that comes directly from Exchange.
Would there be any possibility of including this data in future releases of NT?
Alternatively you can compare the price of the trade with the BestBid and BestAsk prices but this approximation is not 100% reliable. Especially in products with high volatility such as CL or FDAX.
Thanks
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