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Ask me about the value once I get the feed running at the moment I’m just experimenting with a the tools at my disposal. Thanks for your responses, really helpful.

thanks for the reply. I am looking to stream dark pool transactions in real time as they are reported. if all institutions must report this to FINRA and I have access to the FINRA ATS feed. This in essence means I should be seeing these dark pool transactions as they are reported to FINRA...

Hi all, my data feed provider has the following exchanges: BATS BYX Exchange BATS BZX Exchange BATS EDGA Exchange BATS EDGX Exchange CBOE Stock Exchange Chicago Stock Exchange Consolidated Tape System Financial Industry Regulatory Authority International Securities Exchange NASDAQ OMX BX Stock...

Hi all, I have managed to get the equities tape streaming in realtime on ActiveTicks but unfortunately I cannot do the same for Options. The format I have tried to used through C++ API is: .AAPL_220617P150.00 Whether I try to get historical ticks via getTickTrades or get a real-time...

thank you sandy and qlai. Really helpful. I have managed to get a quote stream and a trade stream to sync so this works really well. Thanks again.

Thanks for the advice. It must be a book you've read many times I guess? It would have been helpful for you to simply say that the tape doesn't show you if it fills at the bid or the ask and you have to determine this yourself. But thanks anyway.

I am looking for answers rather than questions if at all possible. Is it as simple as comparing the sale price with the bid or the ask?

Hi I have streaming data from ActiveTicks API. Currently I have been able to stream the tape in real time. The tape has lots of flags and conditions such as those attached in the files of this post. However, none of these fields indicate if the trade was a buy or sell. Can anyone tell me how...