I have a question..It's there are any way to coded when we see a trade in the Time&Sale windows (Blocks), if this trade is made to the market or with limits orders...
In other plataforms there are is an indicators the they tell you if the trade(yo can filter blocks) was made to the market or with limit orders...
Sometimes when yo are watching the chart (order flow in my case) I can detected that the order was a market or limit, because the reaction of the price. so anyone know something about how to coded this.
Thaks a lot...
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