In the timeandsales data from datascope select, there are tick directions for each line.
Different rules seem to apply to different markets.
For Nasdaq and NYSE, tick direction is provided even when there's no price change.
However, for Tokyo stock exchange, it is given only when the price is changing.
Is my observation correct?
Please provide me with a reference to the exact rule for each market.
P.S. Is the forum TRTH right for datascope select?