Registered: Jan 2010
10-19-12 11:41 AM
The article you posted is very interesting and I encounter sub-penny executions all the time. I get extremely annoyed and frustrated when someone front-runs me by 0.0001. What I don't understand is how is that possible and if certain market participants can do it why is it not allowed for everybody.
Do you know what order types they use? Do you know which broker-dealers/prop firms or who the heck is doing it? Any info would be greatly appreciated.