Bookmap forum

Hi! When trade is received from a data source that does not provide aggressor information (or other info that allows to determine it reliably) bookmap tries to determine the aggressor based on relative position of the trade (i.e. trade on best bid usually means that seller is aggressor). Quality of...

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Hi, Can you please explain how you determine the buyer/seller side (the red/green pie-charts in your visualization) from the IB's tick data? I've been working with IB's API for a few months and AFAIK, none of their data have any labels or sides pre-determined. The most commonly used call for tick da...