'tickRule' decides by the move from the previous print: up is a buy, down a
sell, and an unchanged price keeps the previous side. 'quote' first tests the
recorded quote, a print at or above the ask being a buy and at or below the
bid a sell, and falls back to the tick rule inside the spread or when the
quote is missing or crossed.
'tickRule'decides by the move from the previous print: up is a buy, down a sell, and an unchanged price keeps the previous side.'quote'first tests the recorded quote, a print at or above the ask being a buy and at or below the bid a sell, and falls back to the tick rule inside the spread or when the quote is missing or crossed.