Algorithms and orders list

Hello

For a long, long time I was trying to figure out how orders, SORs algorithms works. I`ve studied all available manuals, thesis, fix protocol and so on... I noted all info and bookmark pages.

Now, I put them in one place with a short description copied mostly from official web pages.

This list probably will never be finished in 100% because of amount of orders/algos and lack of informations about them on owners webpages/Google. In my spare time I will try to add more or correct existing.

The list does not(and will NOT) contain prop firms(proprietary trading routes) getways/destinations cos of their compliance form.

Direct url: http://orders.day-trader.pl/
For polish(untranslated yet): http://day-trader.pl/propfirms/zlecenia

Happy reading/exploring

David

 

Very useful.

Thanks.

 

Made a little update:

ITG, Instinet, IB, Jeffries

 

Updated

+Citadel, +Wells Fargo, +Weeden, +SunGuard, +Wedbush, +BMO

 

+Wolverine

 

Now post their footprints

 

Maybe, one of them: http://www.youtube.com/watch?v=0vzL5czMszY

 

After a year I`ve added 83 more algo/orders to the list. New url: http://bedaytrader.com/index.php/orders-list (it still available @ orders.day-trader.pl but we are going to delete this subdomain)

Added: KCG Holdings, Citadel Securities, IEX Group, BofA Merril Lynch, Societe Generale, DirectEdge, Morgan Stanley.

 

Added 59 more orders/alogs: NeoNet, ABEL/NOSER, BLOOMBERG.