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Use AlgoSeek Futures Type to set Tick SalesCondition #8605

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3 tasks done

AlexCatarino opened this issue Feb 21, 2025 · 0 comments

Open

3 tasks done

Use AlgoSeek Futures Type to set Tick SalesCondition #8605

AlexCatarino opened this issue Feb 21, 2025 · 0 comments

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AlexCatarino commented Feb 21, 2025 •

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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

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

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