"but I believe all buy/sells will at least show up (for a millisecond) at an exchange...Then back to the broker" - My understanding is the...
Re-reading Astrot's comment, I think he meant the transaction volume of the retail trader, not the volume of the stock. If so, then what is the...
Thanks for your input; but to be relevant, your items need to be quantified and supported by evidence, or else they are just expressing sentiment...
No I'm not stipulating that you are trying to sell something here. I'm rather genuinely interested in understanding which use cases in term of the...
I provided specific use cases from years of experience. I have reason to believe that for all stocks that trade at typically $0.01 spreads, and...
Robert I just did a 10 second Google search which said that 90-95% of retail orders don't go through lit exchanges. I conclude that I have a very...
I know this is an older thread; but may I ask what kind of equities you used for your test? I'm asking because my long-run tests show the opposite...
What you conveniently forgot to mention is that in the majority of cases, on your 5000 XYZ order you may earn a liquidity maker rebate of $10, but...
"MMs trade with Public Customer orders (for which they pay to receive) on the exchanges book. They don't see those orders in a different way than...
The study is about market or marketable limit orders of small size. You place a marketable order, and your slippage cost is $x - seems like a hard...
"When the experiment started, we also traded 26 of our stocks each day with a target value of $1,000, again using the same logic to round to the...
Thank you! The investing.com data looks usable, especially the eurodollar data series. I think the treasury futures data are not spliced based on...
Thank you, Databento. Does anybody reading this thread know any free or low cost data sources for treasury futures or interest rates futures...
How many years back of eurodollar futures end-of-day or settlement data do you have? Also, what is the approximate cost? You mention $0.45 per GB...
Can you please elaborate on your test? Did you use market or non-marketable limit orders? With the cheapest commission based broker that I know...
This would be a very high spread: Ca. 0.5% slippage per round trip; not to mention the liquid front month has to be rolled every month, not every...
I think the 2 responses that you received from IB customer service are technically correct, but not addressing the issue. The point is not to...
Putting in ISINs in TWS doesn't work. Searching for non-U.S. government bonds in Bond Scanner with the only condition issuer=Germany yields no...
Unfortunately customer service doesn't know all their margin rules - neither phone nor online chat customer service. I hope def will reply here...
"that provide offset" - please let us know which are the ones that provide offset, and how we the customers are able to see / identify the ones...
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