Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor.
Note: Trades without aggressors occur at Market Open, after a Pre-Open or after a Pause. Trades without aggressors occur when the triggering order is a CME Globex-generated implied bid/offer.
Namespace:
OnixS.CmeMdHandler
Assembly:
OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax public const int AggressorSide = 5797
Field Value
Type:
Int32See Also