Help me understanding this "paying for order flow" business!

Discussion in 'Trading' started by TimtheEnchanter, Oct 19, 2020.

  1. Amatrue

    Amatrue

    could you please explain why they don't sell order flows for futures but do for stocks and options? thanks
     
    #11     Oct 20, 2020
  2. bone

    bone

    Generally speaking, US regulated futures exchanges consider PFOF to be an abusive market practice.

    There are a couple notable exceptions for good operational reasons, but nowhere close to being as pervasive as the stock exchanges and it's not really the same thing as just selling trades to a pack of wolves. The first exception for futures will be for block trades and some fairly exotic trades like swaps for futures and exchange of physicals - there, the exchange (Clearport for CME and LCH for ICE) has to solicit market makers for quotes via an electronic Request for Quote and they will execute at the best price submitted if the customer agrees. Block trades are huge: I've seen them routinely for 2,500 and 5,000 lots. The second exception is for seldom traded illiquid products where again, an electronic Request for Quote is sent to market makers and they will execute at the best price submitted if the customer agrees. Also, some designated market makers for the lower volume contracts may receive rebates if they execute a certain level of volume. Again, this isn't as egregious as what the stock markets are doing on a massive scale and the intent for the futures exchanges is to generate participation and fill customer orders in some fairly illiquid (and exotic) circumstances.

     
    #12     Oct 20, 2020
  3. Payment for order flow is possible because your equity/option order is directed to a separate "exchange" (well ECN if you want to be specific) where the market makers do their thing. Futures are single-listed and the exchanges do not want competition in the form of off-exchange trading.
     
    #13     Oct 20, 2020
    eternaldelight and qlai like this.
  4. bone

    bone

    Well, there used to be quite a bit of duplicative listings between regulated futures exchanges in the late '90's and early 2000's in an effort to poach business from each other - mercifully this amounted to nothing and the exchanges stopped this circular firing squad nonsense.

     
    #14     Oct 20, 2020
  5. bull shit. citidel is sniping
     
    #15     Oct 20, 2020
    comagnum likes this.
  6. zdreg

    zdreg

    it doesn't mater. A retail client cannot otherwise receive a fill to four digit places. e.g. 92.2186
     
    #16     Oct 20, 2020
  7. i know i used to work at a firm that ripped everyone off that way
     
    #17     Oct 20, 2020
  8. zdreg

    zdreg

    Times have changed. Except for stock under$1.00 order can be entered only up to two decimal places but filled up to four decimal places. e.g. buy at 47.02 Filled at 46.0151
     
    Last edited: Oct 20, 2020
    #18     Oct 20, 2020
  9. i know possibly every rule related to market microstructure there is, but thanks for informing me of a nearly decades old development.

    To the OP, see https://www.finra.org/rules-guidance/notices/85-32
     
    #19     Oct 20, 2020
  10. jem

    jem

    I typically get in at market and out at limit. I trade stocks that have a bit of a spread. I have been using IB... but I also just funded a Tradeststion account. when might I see a difference? Should I go to per share pricing and not use intelligent routing?

    Thanks.
     
    #20     Oct 21, 2020