Usually spits make enough of a change in the stock price to be distinguishable, on its face, from a minute-to-minute short term market movement,...
I'm attempting to construct minute aggregated bid/ask spreads from the IEX TOPS data. To check my work I plotted AAPL to see if it makes sense....
The answers to my questions are under "Fees and Credits applicable to Designated Market Makers (“DMMs”)". Thanks!
Wikipedia's article on "Market Makers" says of the NYSE: In the United States, the New York Stock Exchange and American Stock Exchange (AMEX),...
spreadratio[sym]=(ask-bid)/((ask+bid)/2) WHERE ask is the lowest ask bid is the highest bid
In [4]: %run spreadratio.py spread ratios all symbols: 0.029280614424745024 IB ETF symbols: 0.005647272013423552 DJIA symbols:...
Here they are: $ cat ETFs.csv sym ACSI AIQ ALTY ARGT BAR BFIT BOTZ CACG CHIC CHIE CHIH CHII CHIK CHIL CHIM CHIQ CHIR CHIS CHIU CHIX CLOU COMB...
I know that some ETFs offered by some brokerages are "commission free" only under certain conditions, such as holding the shares for a period of...
I clicked through but perhaps I was put off/confused by the first one which used the plural form while listing only one symbol, so I presumed that...
One symbol each?
What does "leveled" mean? Is there an article on CME's reasons I can read?
Right, but that's not a list of trading symbols.
Interactive Brokers United States - Commission-Free ETFs lists several "Products". Is there a list of the corresponding trading symbols...
So I take it the answer to my repeated request for confirmation ("Right?") is "Yes." A related question: "MAXIMUM PER ORDER 1.0% of trade value"...
I noticed IB's commissions page says for monthly 300,001 - 3,000,000 Shares traded there is a per share USD 0.002 and a per order minimum of USD...
Last night, in response to: curl "https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers?apiKey=yada yada" I keep getting:...
"range of hft" sounds like a market indicator/metric of some sort. But perhaps you mean "the range of hft strategies got bigger" and the market...
Certainly the market dropped, but it has done so before without the following-day persistence of anomalous behavior in my backtesting. I can't...
Did anyone else notice a rather sudden and dramatic change (relative to the prior 2 months or so) in the behavior of their algorithmic trades...
What do you mean "see the split"?
Separate names with a comma.