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Hello ThalesR95,
Thank you for you note.
Say the market is 10 bid offered at 11. If the price trades at 10, it was a market order sale, if 11’s trade it is a market order buy. Although someone could offer a sell limit order at 10, which would be filled as if a market order but was technically submitted as a limit order. Or someone could bid 15 for 1,000 contracts and sweep the book up to 15, and this would be a limit order.
There would be no way to know for sure whether an order was a limit or market order however you could define logic which makes assumptions, such as if the trade occurred at the same price as the offer it was a market order buy.
If you wanted to provide more detail on what you’re looking for exactly I may be able to provide you more detail.
Please let us know if you need further assistance.Alan P.NinjaTrader Customer Service
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