Discussion in 'Trading Software' started by simonee, Jan 1, 2006.
Is it possible to only get the bid or ask executed trades (es) from esignal to excel?
waiting on this answer myself
Are you guys talking abou this?
maybe this is what you meant.
No, when you import the executed trades in a day or an hour (it doesn't matter),you get the trades that have been executed by sellers and buyers,I want to import the traders that only have been executed by sellers or by buyers.
The Time and Sales window doesn't have the info that you need?
Yes , but you did understand what I was looking for?
Yes it have, but if you want to summarize the sellers vs the buyers for five hours, days or even more it will be easier to use excel.
To my knowledge, the easiest way to obtain the "Trades at Ask" and "Trades at Bid" is to export the whole data set using the Tick Downloader (Tools --> Tick Replay --> Tick Downloader), and then run some kind of VBA script on the data set to parse out the trades that were filled at the last best bid or ask.
Separate names with a comma.