Hello! On russia market we have milliseconds collumn for time and sales. For example here we can see what only 3 participants in trades were involved. Not 15. Can i get the same information in time and sale using TWS?
I want to detect by which type of order the trades were generated. By limit or by market order. How i can do this in TWS?
I want to detect by which type of order the trades were generated. By limit or by market order. How i can do this in TWS?
