Recent Content by trader422

  1. HFT robots seeing orders before the exchange ?

    I had "Primary Exchange" checked and nothing else since I started messing with hiddens ... I think with my extremely high level of knowledge...
    Post by: trader422, Feb 6, 2013 in forum: Order Execution

  2. HFT robots seeing orders before the exchange ?

    Followup information for anyone who read my post on page 14 regarding hiddens: I have completed my experiments using a non-IB DMA account, sending...
    Post by: trader422, Feb 6, 2013 in forum: Order Execution

  3. HFT robots seeing orders before the exchange ?

    I'm not using hiddens a great deal right now, but since last August I've worked tens of thousands of them and gotten filled on at least several...
    Post by: trader422, Feb 6, 2013 in forum: Order Execution

  4. HFT robots seeing orders before the exchange ?

    No RPIs, for two reasons: (1) I can't do anything interesting until IB provides API support; (2) I monitor all the subpennies that impact me on a...
    Post by: trader422, Jan 30, 2013 in forum: Order Execution

  5. HFT robots seeing orders before the exchange ?

    Thanks for stating the almost-but-not-quite obvious ... I would have said it three times already but I am weary of getting DeeDeeTwo riled up and...
    Post by: trader422, Jan 30, 2013 in forum: Order Execution

  6. HFT robots seeing orders before the exchange ?

    I could name a few things that have been publicly documented in recent months, but identifying the issues outside the internalization/dark pool...
    Post by: trader422, Jan 30, 2013 in forum: Order Execution

  7. HFT robots seeing orders before the exchange ?

    Bravo ... although of course some degree of data diarrhea holds an essential place for many, depending on the details of their trading program ......
    Post by: trader422, Jan 29, 2013 in forum: Order Execution

  8. HFT robots seeing orders before the exchange ?

    Something on which we can agree completely ... I'm thinking of writing a trading book titled "How I did it: 10 years and 1 million lines of code",...
    Post by: trader422, Jan 28, 2013 in forum: Order Execution

  9. HFT robots seeing orders before the exchange ?

    A pearl of wisdom for anyone who doesn't yet fully understand this truth ... I would put it slightly differently, replacing "2nd in line" with...
    Post by: trader422, Jan 28, 2013 in forum: Order Execution

  10. HFT robots seeing orders before the exchange ?

    I don't have expert knowledge of all categories of Finra-reported trades in listed stocks, and which categories are or can be relevant in terms of...
    Post by: trader422, Jan 28, 2013 in forum: Order Execution

  11. HFT robots seeing orders before the exchange ?

    This is only moderately on-topic, but I thought many readers of this thread would be interested: I've been keeping daily statistics for the last...
    Post by: trader422, Jan 26, 2013 in forum: Order Execution

  12. HFT robots seeing orders before the exchange ?

    I'm confused here about the first statement, DeeDeeTwo ... can you please clarify precisely which of my statements are included when you refer to...
    Post by: trader422, Jan 3, 2013 in forum: Order Execution

  13. HFT robots seeing orders before the exchange ?

    Well, I'm never "balanced" (always net long a giant book of crap stocks heading for bankruptcy), so "rebalancing" is not an applicable concept ......
    Post by: trader422, Jan 3, 2013 in forum: Order Execution

  14. HFT robots seeing orders before the exchange ?

    Ummm ... first, I always think it's a great question to ask "Why should anyone listen to [me]?" ... but I don't think it's appropriate to phrase...
    Post by: trader422, Jan 3, 2013 in forum: Order Execution

  15. HFT robots seeing orders before the exchange ?

    I am biased so stop reading if that causes you to discount my thoughts to $0 ... First, you have to put a filter on every poster for any...
    Post by: trader422, Dec 30, 2012 in forum: Order Execution