Any info available online yet?
Do you have a cite for those figures?
Thanks for the update. How do we download v3.0? I only see a link to 2.99a...
Not necessarily. As a consequence of Reg NMS prohibiting locked markets, it's possible that an order that should clear the offer and become the...
Traders Magazine publishes a table in its print edition that is updated every month. www.tradersmagazine.com
1. If you routed to EDGA, NYSE wasn't involved. 2. What specific EDGA order did you send? 3. Did you get numerous partial fills? Only...
Look at the various spreads amongst the VIX futures. VXX constantly rolls from front month to second month - and must be getting killed on the...
Any thoughts on shorting VXX / VXZ?
No. From 9:28 until the open you can only enter offsetting imbalance-only orders.
Not if he sent routed to Dark Scan. That routes: 1. Dark pools 2. BATS book 3. More dark pools/outside liquidity 4. Other displayed...
They were probably doing their spoofing manually. No HFT involved. Based on the info I've seen, they were just layering the book with large...
In my experience sub-penny trades are one of three things: 1. Broker internalization 2. Dark pool trades 3. Specific types of order sent...
Any thoughts on MSFT / QQQQ? It's been range bound and bounced off ~0.56 since 2006. Check out a weekly chart.
Could be an arranged block trade based on something like the daily VWAP, could be a late reporting dark pool print, could be a broker-to-broker...
Ahh yeah...like a 60% envelope. It didn't occur to me that anything was actually going up at that point in time...
Greater than or less than 60%? That doesn't make sense. I assume they mean greater than or equal to...
First, thanks for sharing in this thread. About BMY / WX... WX has a pending merger that values it at ~ $21.25. That is the reason for the...
Yes.
UUP is back to trading exactly where it should be. That was free money.
TBT's price is path dependent. The price of TBT provides no information about the price of treasuries. You could be totally right on shorting...
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