Hello, I noticed that SPY also prints on nasdaq. There are only a few ticks, but some are very large, >100k. Does anybody know where these prints come from ? Who is trading these with whom ? Here is an example of what I mean: x = 0 (2004/4/1 9:30:23:0); values: 113.120000 ; 200.000000 ; x = 1 (2004/4/1 9:30:23:0); values: 113.120000 ; 6300.000000 ; x = 2 (2004/4/1 9:30:23:0); values: 113.120000 ; 100.000000 ; x = 3 (2004/4/1 9:30:23:0); values: 113.120000 ; 1400.000000 ; x = 4 (2004/4/1 9:30:23:0); values: 113.120000 ; 300.000000 ; x = 5 (2004/4/1 9:30:23:0); values: 113.120000 ; 100.000000 ; x = 6 (2004/4/1 9:30:23:0); values: 113.120000 ; 100.000000 ; x = 7 (2004/4/1 9:30:42:0); values: 113.120000 ; 2500.000000 ; x = 8 (2004/4/1 9:30:42:0); values: 113.120000 ; 100.000000 ; x = 9 (2004/4/1 9:30:42:0); values: 113.120000 ; 100.000000 ; x = 10 (2004/4/1 9:30:42:0); values: 113.120000 ; 1000.000000 ; x = 11 (2004/4/1 9:30:42:0); values: 113.120000 ; 100.000000 ; x = 12 (2004/4/1 9:30:42:0); values: 113.120000 ; 100.000000 ; x = 13 (2004/4/1 9:30:45:0); values: 113.120000 ; 600.000000 ; x = 14 (2004/4/1 9:30:46:0); values: 113.120000 ; 100.000000 ; x = 15 (2004/4/1 9:30:46:0); values: 113.120000 ; 800.000000 ; x = 16 (2004/4/1 9:30:46:0); values: 113.120000 ; 200.000000 ; x = 17 (2004/4/1 9:30:46:0); values: 113.120000 ; 200.000000 ; x = 18 (2004/4/1 9:30:52:0); values: 113.120000 ; 500.000000 ; x = 19 (2004/4/1 9:31:8:0); values: 113.130000 ; 100.000000 ; x = 20 (2004/4/1 9:31:8:0); values: 113.130000 ; 100.000000 ; x = 21 (2004/4/1 9:31:8:0); values: 113.130000 ; 300.000000 ; x = 22 (2004/4/1 9:32:9:0); values: 113.120000 ; 25000.000000 ; x = 23 (2004/4/1 9:32:33:0); values: 113.100000 ; 25000.000000 ; x = 24 (2004/4/1 9:32:59:0); values: 113.130000 ; 200.000000 ; x = 25 (2004/4/1 9:34:1:0); values: 113.170000 ; 1000.000000 ; x = 26 (2004/4/1 9:34:32:0); values: 113.150000 ; 500000.000000 ; x = 27 (2004/4/1 9:34:49:0); values: 113.210000 ; 100000.000000 ; x = 28 (2004/4/1 9:34:57:0); values: 113.190000 ; 1600.000000 ; x = 29 (2004/4/1 9:35:3:0); values: 113.120000 ; 100.000000 ; x = 30 (2004/4/1 9:35:34:0); values: 113.270000 ; 100.000000 ; x = 31 (2004/4/1 9:35:45:0); values: 113.260000 ; 400.000000 ; x = 32 (2004/4/1 9:36:7:0); values: 113.200000 ; 1400.000000 ; x = 33 (2004/4/1 9:36:43:0); values: 113.200000 ; 20000.000000 ; x = 34 (2004/4/1 9:36:48:0); values: 113.190000 ; 1000.000000 ; x = 35 (2004/4/1 9:36:57:0); values: 113.190000 ; 100.000000 ; x = 36 (2004/4/1 9:37:1:0); values: 113.200000 ; 3000.000000 ; x = 37 (2004/4/1 9:37:48:0); values: 113.160000 ; 25000.000000 ; x = 38 (2004/4/1 9:38:50:0); values: 113.150000 ; 100000.000000 ; x = 39 (2004/4/1 9:38:55:0); values: 113.150000 ; 200.000000 ; I do not know, I assume the smaller prints are these of the small ECN's. Anybody knows if that is correct ? Thanks
My time & sales shows ARCA as ARCA (since it is now an exchange & all-HA!)....but yes, I believe you are correct, BRUT does show as Nasdaq as well.
I sincerely appologize to ARCA and all that trade on it! How can I have forgotten ARCA is now ARCA-EX. I mean they did spend millions of dollars on those seriously annoying TV spots on CNBC. What was I thinking?