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Use AlgoSeek Futures Type to set Tick SalesCondition
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
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
Hi Alex, have you guys had the chance to check this? Best Regards, Joao.