thanks
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differentiate the one sending the order
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differentiate the one sending the order
hi, is it possible to see if the one that is sending the market order is a private or a 'institutional' with the marketdata event?
thanksTags: None
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ok when i use the market data event and i call the marketdata.Volume, it gives me the volume that was sent as a market order at the beginning or the limit order that are filled ?
I mean : if A create a market order of 10 contract and it fills 5 contract for B and 5 contract for C that were in the book as limit order, the volume that i get is the 5 or the 10?
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Hello AlessioCianini12,
The volume sent with the market data event is simply the number representation of the volume which the data provider had sent. There would not be a way to differentiate what that volume had consisted of from that context. We could only discern if it was last/akd/bid type data.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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