RE: Spread4 Jan 2019 12:14
I think the problem is that the data feed from the MMs does not include whether a transaction is a buy or sell but does include the bid, the ask and the execution price.
So, it is then left to sites like LSE to have some logic to determine whether the transaction was a buy or a sell.
This logic will vary from site to site, hence on some sites transactions at 2.49 may be listed as a buy.