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Use AlgoSeek Futures Type to set Tick SalesCondition

Open AlexCatarino opened this issue 11 months ago • 1 comments

Expected Behavior

Tick.SalesCondition for Futures reflects the Type from AlgoSeek (e.g., TRADE AGRESSOR ON BUY). See https://us-futures-market-data-docs.s3.amazonaws.com/algoseek.US.Futures.TAQ.pdf

Actual Behavior

Tick.SalesCondition is empty.

Potential Solution

N/A

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues

AlexCatarino avatar Feb 21 '25 16:02 AlexCatarino

Hi Alex, have you guys had the chance to check this? Best Regards, Joao.

joaopaulogalvao avatar May 13 '25 14:05 joaopaulogalvao