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To: Don Pueblo who wrote (61)10/4/2001 8:33:09 PM
From: Hoatzin  Read Replies (3) | Respond to of 142
 
a nightmare for any market maker.

Oh, then that's big no-no, wouldn't want to inconvenience those guys....

When I axed the question, I was thinking more of big players, mufu's, hedge funds etc., not the MM's. I was also thinking that the data could be gathered as just a by-product of entering the trade. F'rinstance, if you have a margin account, can you pick from "buy" and "sell" as transaction types, or "buy," "sell," "sell short" and "buy to cover"?
(I only have cash accounts, and I can only buy or sell).