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bonds

Registered: May 2005
Posts: 407

09-20-12 06:47 PM

I was trying to sell 2000 shares of GFI... it was 13.32x13.33 and there was over 5000 shares on the bid at 13.32

I sold 2000 shares at 13.32 and the bid pulled and i get no fill at all and instantly the bid went to 13.30x13.31...

then i did the same tried to sell at 13.30 and again it pulled and i got none.

I got frustrated and sold 3 cents out of the money and got a horrible fill... all this apparent liquidity im seeing i cant sell my shares to.

Is this HFT? Are the bids im seeing pulling when they see my sell order come in? I dont even think they are real? Sure its fine when i put a bid or sell order to get out but when i have to buy or sell on the bid or offer... forget it! Ugh!!

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emg

Registered: Feb 2010
Posts: 5423

09-20-12 06:59 PM

they are everywhere ready to blow u away. U cant beat robot.

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Jack_Larkin

Registered: Jun 2011
Posts: 500

09-20-12 07:00 PM

Who's your broker? Do you have control over the market center you trad on?

Was there any activity in the Time and Sales that reflected the move down?

This sounds odd.

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Bob111

Registered: May 2002
Posts: 6474

09-20-12 07:01 PM

yep..i experience this many times thru the day, every single day for a very long time..welcome to the club..

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bonds

Registered: May 2005
Posts: 407

09-20-12 07:05 PM

So are those bids I can't hit just HFT robots showing fake liquidity that isn't really there?

The other thing i notice when I have an offer out is that there might be tons of other orders showing huge amounts of liquidity... but when the market turns in my favor those offers just disappear without ever printing leaving me as the lone offer showing on the level 2.

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bonds

Registered: May 2005
Posts: 407

09-20-12 07:07 PM

Quote from Jack_Larkin:

Who's your broker? Do you have control over the market center you trad on?

Was there any activity in the Time and Sales that reflected the move down?

This sounds odd.

Im at a daytrading prop firm.. the weird thing is that there were tons of liquidity on the bid at 13.32and 13.31... but it went from 13.32x13.33 down to 13.30x13.31 without a single print going off at 13.32 or 13.31!

very strange

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