is there any way in which we can know the last quantity traded was a hit on the bid or hit on the ask. basically, can we know the last_quantity traded is a buy or sell?
When a quantity is traded, there is a buyer and a seller. I think you are trying to assess is the trade ending up price direction up or down. Then yes, you can. Just see compared to last traded lot, the lot price has moved up or down
I've compared the last traded price. but the issue is when it is happening at the same price level. is there anything we can do to find out. it's like some order flow tools in the abroad show that.
