Filtering for principal market-maker/specialist trades?

Discussion in 'Order Execution' started by rshuhart, Jul 14, 2006.

  1. rshuhart

    rshuhart

    Does anyone know if it is possible to determine which trades on the stock markets are principal or agent trades from a market maker or specialist? Like maybe acquiring this information through the use of the OATS or ACT?

    Or what I am wondering is if there is something similar for stocks as there is the liquidity data bank for certain futures and using this information to determine when the market makers are buying/selling more for their account?

    I'm not even sure if it where possible to attain such information if it would even provide an edge.

    Thanks for any comments.