here’s sample output from the docs. is there a way to tell whether this was a sale or buy?
{
“symbol”: “AAPL”,
“trade”: {
“t”: “2023-09-29T19:59:59.246196362Z”,
“x”: “V”, // << IEX exchange code
“p”: 171.29,
“s”: 172,
“c”: [
“@”
],
“i”: 12727,
“z”: “C”
}
}
@banandystand A trade, by definition, is simply a buy order getting filled against a sell order. When those two execute against one another it is a ‘trade’. Intrinsically it doesn’t have a ‘side’. It is an execution.
As an example, trader Joe has a limit order to sell XYZ at $10. Trader Bob submits a market order to buy XYZ. Joe’s limit order fills against Bob’s market order. Joe gets $10 and Bob pays $10. The trade is recorded as $10.
There is a school of thought which may call that trade a “buy” but 1) that definition is a bit arbitrary but moreover 2) there isn’t any available SIP data to determine that. All that is reported in the SIP data is the transaction price. There is no data on the underlying orders.