CITI ETRD SIZE MOKE Anyone has a full list of market makers, and their size, relationships... I wonder if I can say one broker has only one market maker. if a lot of order is from the same MM, I can say it is from a single client. But what if a lot of orders keep coming from different MM, can I say just one client route those order differently? or it means more traders are in the same stock?
You're not going to glean much from watching market makers. These days you'll see most volume trading through the ECN's. But if you want to see who makes a market in what stock and the volume go to nasdaqtrader.com and plug in a MM or stock below. http://www.nasdaqtrader.com/trader/tradingdata/msv/framemsv.htm
Here is an additional link that might be of assistance. http://www.nasdaqtrader.com/dynamic/SymDir/mrktsym.txt Good Luck!