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carl

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

Biff

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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