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AFAIK Nasdaq OMX is one of the few (if not the only) exchange which provides buyer / seller ID on equity trades: Trade information (latest paid price, trade volume, buyer/seller ID where available) http://www.nasdaqomx.com/digitalAssets/66/66627_nasdaq_omx_nordic_market_data_offering.pdf More specifically: TRADE MESSAGE (NON-CROSS) Name ...



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