SIP latency: How Rigged Are Stock Markets?Evidence from Microsecond Timestamps

Discussion in 'Trading' started by stochastix, Jan 22, 2020.

  1. ....
    ...u can't earn money when there is so much thing to worry about.[/QUOTE]
    %%
    I agree, longer is stronger for me, but it takes all kinds to make a market……………………………………………………………………………………………….. Long story short.
     
    #11     Jan 23, 2020
  2. padutrader

    padutrader

    who tf do you think? where are on planet earth?

    Goldman Sachs is one.

    in any case it does not matter the names...….5 big guys account for 80% of all volume.

    these names may change but the numbers do not
     
    #12     Jan 23, 2020
  3. %%
    I agree, longer is stronger for me, but it takes all kinds to make a market……………………………………………………………………………………………….. Long story short.[/QUOTE]
    With regards to "rigging" I think the provocatively titled post is referring to latency on the "public" feeds vs proprietary . That's ok murry, you can consume liquidity provided by my algo while I sleep:D
     
    #13     Jan 23, 2020
    murray t turtle likes this.
  4. With regards to "rigging" I think the provocatively titled post is referring to latency on the "public" feeds vs proprietary . That's ok murry, you can consume liquidity provided by my algo while I sleep:D[/QUOTE]
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    LOL,OK; be careful you don't Violate the IBD inVestors/trading/market maker rule== don't snooze, you may lose............................................................ Seldom sleep during 8;30-3;00 CST
     
    #14     Jan 23, 2020
  5. %%
    LOL,OK; be careful you don't Violate the IBD inVestors/trading/market maker rule== don't snooze, you may lose............................................................ Seldom sleep during 8;30-3;00 CST[/QUOTE]
    My goal is to have my automation to such a degree that there is nothing for me to even do with regards to trying to control anything as a human while markets are open. like a fish trap, i guess, go check the thing each evening and recalibrate. Maybe I'll hire someone to be awake during those time s;)
     
    #15     Jan 23, 2020
  6. Turveyd

    Turveyd

    Only an issue, if your a competing HFT trader, which news flash nobody who posts on here is, only billionaires may apply here.
     
    #16     Jan 23, 2020
  7. qlai

    qlai

    I don't agree. Everyone is affected.
    What he is saying is that routing using SIP is not good enough for his orders. Ask your broker if it's good enough for their clients. It's a huge cost for them to route using proprietary feeds, so they send your order either to PFOF or to a never never land based on delayed SIP data.
     
    #17     Jan 23, 2020
    stochastix likes this.
  8. ironchef

    ironchef

    Can retail brokerages like Schwab provide this service for a small mom and pop retails like me?
     
    #18     Jan 23, 2020
  9. Oh this is actually very smart.
     
    #19     Jan 23, 2020
  10. Sig

    Sig

    That's one of those "if you have to ask, you can't afford it" kind of questions. The problem with using Schwab even if you had an ultra fast feed is the time they take to check if your account has the margin available to do the trade and give the approval.
     
    #20     Jan 23, 2020
    stochastix and murray t turtle like this.