Construction of Time and Sales window

#1
Hello everybody,

I have arranged tick data from NSE and BSE with last traded volume,price and time of execution.

Those of you who are accustomed with time and sales data from good vendors like eSignal or others must have seen that each of the entries (individual lines) in the T&S window, is either:

1. Marked red (sell volume) or green (buy volume). OR
2. Contains an additional column which says "at bid" or "at ask".

I am trying to design Time and sales window myself. I just want to know how this distinction can be achieved (red/green OR "at bid"/"at ask") from Real time data which contains only:

1.Price of execution
2.Time of Execution
3.Volume traded

Based on your replies, I will get back to you whether I will implement Java or Afl or something else to build that Time and sales window. And if you wish, I will make it available for all of you .


Any additional information is welcomed
 

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