Sterling orders...

Discussion in 'Order Execution' started by guest2, Oct 2, 2012.

  1. guest2

    guest2

    Hi

    I cannot find anywhere manual/specification for these orders:

    AFG
    AGP
    ARMPT
    ATCALL
    ATDARK
    ATFLOOR
    ATHIT
    ATIOC
    ATLOVY
    ATMID
    ATSAVE
    ATTREE
    DARKVPS
    GEILI
    LITOR
    MIDP
    MIDVPS
    NANDO
    PASS
    PLUM
    POPLAR
    SMARTVPS
    SUPERMID

    I know that MID is for midpoint, DP = dark pool etc, but e.g. ATLOVY, POPLAR, NANDO and rest?
    What does mean VPS, TREE SAVE ?

    I do not even know/cannot find to which firms they belong.

    thx for any info
    greetings
    guest
     
  2. The names vary from broker to broker, but I can tell you that ARMPT is an EDGA Midpoint Remove strategy.

    Tell me your broker, private message is fine. I might be able to help more.
     
  3. Occam

    Occam

    As clearinghouse said, you really have to ask your broker if you want to know what these routes are. I'd be very cautious in using any of these unless you have word from your broker about what the route is and how it works; Sterling's API may even report misinformation about what the order is really doing if the broker hasn't hooked things in correctly, so if you're running a strategy that's sensitive to order specifics, then I'd monitor things closely any time you try a new route or your broker changes something major on their back-end.
     
  4. guest2

    guest2

    HO respond that they will not reveal their broker name. I do not ve any idea why this is so secret ?

    However my friend told me that they probably cooperate with http://www.wedbushinc.com/
     
  5. They make it secret so they don't have to divulge their private relationships with dark pools and order aggregators. They are selling your flow for money or trying to use your orders to work their way up tiers.

    Wedbush is the clearing firm. The "broker" is the one who actually manages your account.
     
  6. guest2

    guest2

    Hi

    Recently I moved to the another propfirm and I`ve a new list of orders which I do not understand(what/how they do):

    CSMMA
    CSMMM
    CSMMN
    CSMMP
    DAGR
    DBSTEALTH
    DPASS
    GUERRILLA
    KNFA

    Fees
    DAGR: $2.0/1000
    CSMMA: $1,3/1000
    KNFA: $2,3/1000
    DBSTEALTH: $2.0/1000


    The situation is the same like in EPT. HO will not reveal their broker name.
    I`m 99% sure that DBSTEALTH belongs to Deutsche Banks:
    http://www.hftreview.com/pg/blog/mi...algorithm-uses-hft-models-to-source-liquidity

    If anyone ve some spec. info about these orders/or urls to articles please share.

    greetings
    guest