Recent content by Robillard

You can also check out https://www.batstrading.com/market_volume.php

BATS managed to capture over 10% of the trading volume on NASDAQ-listed securities in January, so now they are trying to muscle in on the trade in NYSE and regional listings. Today, BATS traded 9 million shares of NYSE-listed securities. It's not much, but they have to start somewhere. Also...

These days it's pretty rare to see the large firms actually use their market maker identification on listed stocks. Typically, the market makers will route their order flow to the ECNs or alternative trading systems rather than show their hand by identifying themselves. On OTC stocks it's a...

Trader28Lite is right and UncleJ brings up an important point. I can't prove this, but I believe it to be true. A lot of plays on the index futures are motivated by arbitrage. There is a mathematical relationship between the futures price and the value of the index, but it is really difficult to...

Some of the movement on the mini contract, at least while the big contract is trading live, is motivated by arbitrage. Often locals will buy .20's on the big and sell .25's on the minis or buy .25's on the minis and sell .30's on the big contract. If the locals do enough volume they can make...

Sign up for Arcavision. I think it's still free. They have a stock volume tool that breaks down a stock's trading volume by venue.