Recent Content by DirkDiggler

  1. Dark Pool / Spead B/Ds ? (for stat arb)

    Thanks eusdaiki! Today I put AROUZ to a small try. It did 26K shares for 11 dollars and some change. 85% of the time, it fills. some 5% it...
    Post by: DirkDiggler, Jul 2, 2009 in forum: Order Execution

  2. Dark Pool / Spead B/Ds ? (for stat arb)

    As for ROUZ, for EDGA: the prop firms just mark it AROUZ from what I understand. However - I dont see how much it could improve my rates. ASUROUX...
    Post by: DirkDiggler, Jul 1, 2009 in forum: Order Execution

  3. Dark Pool / Spead B/Ds ? (for stat arb)

    Will surely try when I get back to work, thanks for the idea! Any other ideas except for ROUZ? I've heard there's a CITI route which does...
    Post by: DirkDiggler, Jul 1, 2009 in forum: Order Execution

  4. Dark Pool / Spead B/Ds ? (for stat arb)

    So how does that work really, my access provider specifies which one he routes to (EDGA or EDGX) ? or is it something transparent that DirectEdge...
    Post by: DirkDiggler, Jul 1, 2009 in forum: Order Execution

  5. Dark Pool / Spead B/Ds ? (for stat arb)

    I remember messing with it at the time and something discouraging me..now I see ROUZ is listed under EDGX (not EDGA), so that would mean regular...
    Post by: DirkDiggler, Jul 1, 2009 in forum: Order Execution

  6. Dark Pool / Spead B/Ds ? (for stat arb)

    ..Regardless, any ideas you have for any other cheap remove? even if its dark and wont always fill (GETCO)...? by cheap I mean less that $1.5/1000...
    Post by: DirkDiggler, Jun 30, 2009 in forum: Order Execution

  7. Dark Pool / Spead B/Ds ? (for stat arb)

    Yes there isn't any restriction the thing is that as per BATS specs, it will post unfilled shares to BATS book. [I'm away now and dont have an...
    Post by: DirkDiggler, Jun 30, 2009 in forum: Order Execution

  8. Dark Pool / Spead B/Ds ? (for stat arb)

    Yes BATSDS = Bats Dark Scan
    Post by: DirkDiggler, Jun 30, 2009 in forum: Order Execution

  9. Dark Pool / Spead B/Ds ? (for stat arb)

    I've searched this board and the only hit I get is my own posts, has no one really messed with BATSDS? It seems if there is liquidity in GETCO,...
    Post by: DirkDiggler, Jun 30, 2009 in forum: Order Execution

  10. Dark Pool / Spead B/Ds ? (for stat arb)

    Its hard to say as for possibilities. Though if there is 0.03 b/a spread - I can infer the vol traded isn't that big probably < 1m and therefore...
    Post by: DirkDiggler, Jun 28, 2009 in forum: Order Execution

  11. Dark Pool / Spead B/Ds ? (for stat arb)

    Im not sure I understand what you are saying. Anyway - GETCO now hits for me with much greater rate and is becoming quite usable. I think...
    Post by: DirkDiggler, Jun 27, 2009 in forum: Order Execution

  12. sterling destinations

    okey got some info myself. ..CTDL is some sort of MM or something, 6$ per 1000 shares I think - mostly used for retail traders. STRIKE is...
    Post by: DirkDiggler, Jun 1, 2009 in forum: Order Execution

  13. sterling destinations

    bespoke, you may also know about CTDL, STRIKE and WTS own custom route? can't find any info on either of them.
    Post by: DirkDiggler, May 31, 2009 in forum: Order Execution

  14. Ctdl, Strike, Wts?

    Anyone has any info on what are these routes and how to they work? what are their rates etc? WTS seems to be World Trade Securities own route -...
    Thread by: DirkDiggler, May 30, 2009, 0 replies, in forum: Order Execution