Hello,

In a previous life as discretionary trader, I was reading the T&S where every trade (or group of trades) is displayed either in: 

  • green (Ask Trade = a buyer initiated a market order which consumed the liquidity that was in the order book under the form of a sell limit order) 
  • or in red (Bid trade = a seller initiated a market order which consumed the liquidity that was in the order book under the form of a buy limit order)

    Is this information - whether a trade is an Ask or Bid trade - is available in futures tick data TradeBars or QuotesBars ?