Buyer Vs Seller Matching Formula

[Guest]

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

 

[Biff]

See reply to your post on 12/10/2005.

Biff