Bid Ask Determination

C

carltonp

Traders,

I have a newbie question.

Lets say we have the following for Mini-Dow(YM)

Bid Ask. Bid Size Ask Size Last. Last Size
10964 11075 1 2 11020 1

Is it possible to determine if the last trade price of 11020 executed at bid or ask?


Cheers

Carlton
 
Quote from carltonp:

Traders,

I have a newbie question.

Lets say we have the following for Mini-Dow(YM)

Bid Ask. Bid Size Ask Size Last. Last Size
10964 11075 1 2 11020 1

Is it possible to determine if the last trade price of 11020 executed at bid or ask?


Cheers

Carlton
More...

If your trying to determine if the bid came in first, then hit by the seller or the other way around, you would need a platform that offers last sale by the exchanges and the changes in BID/ASK spread to 1/100 of a second. I don't know any one that has that except the exchanges for internal use, and I'm not sure what you'd do with the information.
 
Quote from carltonp:



Lets say we have the following for Mini-Dow(YM)

Bid Ask. Bid Size Ask Size Last. Last Size
10964 11075 1 2 11020 1

Is it possible to determine if the last trade price of 11020 executed at bid or ask?
More...

if you're using FIX, the agressor tag will tell you :cool:
 
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