What are your thoughts on Jigsaw and Bookmap Xray

Discussion in 'Trading Software' started by Ronjohn, Oct 25, 2017.

  1. Macca1

    Macca1

    If you want a dedicated Nasdaq Total view feed your looking at around 1k per month. But that's only going to show you an incomplete picture, you will also need CTS/CQS Consolidated Trade(NYSE) + BATS: BYX, BZX, EDGA, EDGX etc. So you're looking at 2k+ per month.
     
    #11     Oct 30, 2017
  2. Macca1

    Macca1

    There is all the FINRA ATS/ Non-ATS" dark pool' volume to consider.

    IMO Equities depth is quite a lot more intuitive than futures( eg the book always stacks near daily high/lows/ whole numbers/ VWAP etc)-The jumping in front of large orders could still be a viable strategy in some cases. Depends who's running the book.
     
    #12     Oct 30, 2017