Buyer Vs Seller Matching Formula
I have a transaction (buy and sell) that comes in like this: TimeDiff Side Stock Price Size Time1 Firm 0:00:00 Sell OMC 6.2 10 10:57:52 AM 919 0:01:59 Buy OMC 6.2 10 10:57:52 AM 980 I am trying to find a formula that can be added to each side of the transaction that will display the counterside's "TimeDiff". So for the first transaction, the formula would return 0:01:59. And for the second, 0:00:00 I think the formula needs to compare the Stock, Price, Size, and Time1 and if Side is Opposite (i.e. if "sell" comparison need to be "buy"). Thank you in advance. Carl |
Buyer Vs Seller Matching Formula
See reply to your post on 12/10/2005.
Biff "carl" wrote in message ... I have a transaction (buy and sell) that comes in like this: TimeDiff Side Stock Price Size Time1 Firm 0:00:00 Sell OMC 6.2 10 10:57:52 AM 919 0:01:59 Buy OMC 6.2 10 10:57:52 AM 980 I am trying to find a formula that can be added to each side of the transaction that will display the counterside's "TimeDiff". So for the first transaction, the formula would return 0:01:59. And for the second, 0:00:00 I think the formula needs to compare the Stock, Price, Size, and Time1 and if Side is Opposite (i.e. if "sell" comparison need to be "buy"). Thank you in advance. Carl |
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