therefore, if I needed to actually differentiate between last and bid. How can I do that? B/c in reality the trade is actually executed at either ask or bid. I’m trying to see if the last trade was at ask or bid. And as of right now, b/c last = bid, 99.99% of the trades are appearing to be at bid. Is there a way to differentiate between last and bid?
or is this a data issue? Aka, if I import actual last, bid, ask forex data, will NT refrain itself for making the last=bid assumption? Do you know of a data provider for spot forex that has the actual ask, bid and last?
the data I am getting is tick from oanda. I printed the last, ask and bid as separate data series and I noticed the length of the last data series is smaller than the ask and bid. So I think the actual trades for last are there but ninja trader is not able to get them b/c the time stamps do not match up with the bid and ask data series so ninjatrader is just going by the ask and bid time series and their appropriate time stamps and then doing the last=bid assumption.. this is my hunch. Would appreciate your insight on how I can get the actual last trade and the bid and ask at that time.
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