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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