CME FTP Time and Sales Data - EMINI

[Cyphon_X]

I recently downloaded the time and sales for the S&P E-Mini from the CME FTP site.

The explanation of the data format is here:
http://www.cme.com/prices/historical_ftp_datafiles/prices_historicalftpdatafiles_timesales.cfm

It is my understanding that every trade should have an A or B next to it to indicate whether it occurred at the Bid or Ask.

Only a small amount of trades are labeled with "A" or "B" in the data that I have. Does anyone know the reason for this? Is there something this newbie is missing?

TIA

Cyphon_X

 

[Mr Subliminal]

The CME presents the ES tick data without bid or ask and, in the vast majority of cases, it is a simple exercise to determine whether the trade occurred at the bid or ask. In the few cases where there is room for ambiguity, an A or B is inserted.