Recent content by DirkDiggler

Thanks eusdaiki! Today I put AROUZ to a small try. It did 26K shares for 11 dollars and some change. 85% of the time, it fills. some 5% it gave part fill, and 10% it just didn't fill. Nice rates!

As for ROUZ, for EDGA: the prop firms just mark it AROUZ from what I understand. However - I dont see how much it could improve my rates. ASUROUX will charge me (trading FAZ/XLF) for liq flag I,X,G,J. Otherwise its either N or W. That is, it will only charge for route-outs. AROUZ has same rates...

Will surely try when I get back to work, thanks for the idea! Any other ideas except for ROUZ? I've heard there's a CITI route which does 1.5/1000 but haven't tried it yet.

So how does that work really, my access provider specifies which one he routes to (EDGA or EDGX) ? or is it something transparent that DirectEdge just does internally? or arbitrarily??

I remember messing with it at the time and something discouraging me..now I see ROUZ is listed under EDGX (not EDGA), so that would mean regular remove rates apply...but you say GETCO free for you and they make me pay 0.5/1000, maybe they're (my access providers) are misleading here too??

..Regardless, any ideas you have for any other cheap remove? even if its dark and wont always fill (GETCO)...? by cheap I mean less that $1.5/1000 shares. ASUROUX gets me $1.7/1000 on average. GETCO is $0.5/1000 So I've been using the combination of both. Now the latter is not available...

Yes there isn't any restriction the thing is that as per BATS specs, it will post unfilled shares to BATS book. [I'm away now and dont have an option of checking it] the question is whether it is possible to have it cancel unfilled shares? That is if I IOC it, you think it will not post...

Yes BATSDS = Bats Dark Scan

I've searched this board and the only hit I get is my own posts, has no one really messed with BATSDS? It seems if there is liquidity in GETCO, we are supposed to hit it with BATSDS - however, GETCO only takes IOC's and will cancel unfilled shares. BATSDS will post to BATS book and fill rest...

Its hard to say as for possibilities. Though if there is 0.03 b/a spread - I can infer the vol traded isn't that big probably < 1m and therefore the possibility for GETCO hitting isn't that big. GETCO works best in high liquidity issues. FAZ/XLF/BAC stuff like that. From experience in...

Im not sure I understand what you are saying. Anyway - GETCO now hits for me with much greater rate and is becoming quite usable. I think what you are talking of regarding BATS is BATS Dark Scan which will go to DLP and then fill remaining form BATS book. Which is also quite usable for me...

okey got some info myself. ..CTDL is some sort of MM or something, 6$ per 1000 shares I think - mostly used for retail traders. STRIKE is some sort of stealth scanner - it bids and takes offers below your limit and is 5$ per 1000 - it doesn't post bid/ask ever. WTS own route is smart...

bespoke, you may also know about CTDL, STRIKE and WTS own custom route? can't find any info on either of them.

Anyone has any info on what are these routes and how to they work? what are their rates etc? WTS seems to be World Trade Securities own route - any of their people in here who can share on what it does how it works? What are CTDL (Citadel??) and STRIKE, what are they good for...