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...
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...
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...
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...
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...
..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 $1.5/1000...
Yes there isn't any restriction the thing is that as per BATS specs, it will post unfilled shares to BATS book. [I'm away now and dont have an...
Yes BATSDS = Bats Dark Scan
I've searched this board and the only hit I get is my own posts, has no one really messed with BATSDS? It seems if there is liquidity in GETCO,...
Its hard to say as for possibilities. Though if there is 0.03 b/a spread - I can infer the vol traded isn't that big probably < 1m and therefore...
Im not sure I understand what you are saying. Anyway - GETCO now hits for me with much greater rate and is becoming quite usable. I think...
okey got some info myself. ..CTDL is some sort of MM or something, 6$ per 1000 shares I think - mostly used for retail traders. STRIKE is...
bespoke, you may also know about CTDL, STRIKE and WTS own custom route? can't find any info on either of them.
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 -...
Very interesting. So clearly then, from your experience, what I cited is in fact a broker's mistake? (IOW, not an issue of Direct Edge) Would...
Do you know anyone using ASUROUX who has never seen this behavior or that could verify otherwise? I've never addressed the broker as other people...
asuroux: Mar 3, 2009 3:32:04 PM Short PFE W 200 11.92 0.04 0.02 0.015 0.0 ASUROUX Liq tag is W, 0 commission then...
ASUROUX is your friend. you will get price improvement (quite often) - internal match is 0.18c/(1 lot of 100share) on tape a/b quite often you...
Thats an interesting idea however if you think it thru it is somewhat of self-contradictory :) The vast majority of pair-arbs, pretty much does...
Getco is interesting....especially with its competitive rates. unfortunately I can't reproduce your 1/4 rate even in dow stocks. Trying to use it...
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