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Sounds like your intent is to trade the small orders and if the large one gets filled you just deal with it. But honestly, your preference (intent) is not to have that large order consumed...? And, I don't know what sizes you are talking about. But if there is a large discrepancy in order...

I have to disagree. While I think there are some HFT strategies that are up to no good. I think the majority of HFT cancellation rates are largely explainable. And, I don't think they (for the most part) are putting orders in with no intent of getting filled. It is just that when there is a...

I would hope that most HFT firms do not fall victim to the type of spoofing that Sarao did. If they did (for an extended period of time), I'd agree that it was some pretty sloppy development on their part. I'm guessing that most of the victims aren't really HFT, but algos that do some very...

Okay, misread your post then. Thought you were saying HFT is all SIP vs direct. The rest are just non-HFT algos.

I don't get this argument. Does this mean there are no HFT algo's running in futures? Not all HFT is reliant on direct feeds versus SIP. That is just one small part of HFT.

Big money in PFOF. IMO, this is about as riskless as it gets in trading. You know the price the customer is willing to pay, you know how much they want to buy, you know what others are offering to sell. Easy money if you can get the gig. The inverted exchanges were designed (I believe, and...

Elcubano. I think the more likely explanation is... Some firm, like Citadel is paying Schwab (as an example) to take their flow. The NBBO is 99x100, and a Fidelity customer puts an order in for 1000 shares @ 100. Citadel checks around and looks to buy shares less than 100 on whatever venue...

The problem here is not HFT firms. The problem is a broken system. The SIP is not working and PFOF should be eliminated. I think the anger is pointed in the wrong direction.

Yeah. HFT is riskless. That is why so many HFT firms have folded and many more are far less profitable than they were.

Just to update this thread. After downloading and installing the latest version, it appears to be working now. Thanks AMP and TT.

Ahh. Doesn't Non-Trivial basically mean it is hard?!

Thanks everyone. AMP has reached out to me privately and although I haven't had the opportunity in my schedule, I hope to be able to try the latest version early this week to see if it makes any difference. Patrick. If AMP is unable to figure it out, I'll try TT support. Thanks.

I'm not positive, but I believe rebates are taken into consideration with that 52% (or so) win rate. So, if anyone can devise a trading strategy that wins around 53% of the time (loss and gain being equal) and can trade it thousands of times a day.. You too, can go years without a losing day...

Hi AMP_Trading, I received your PM. I can't deal with this during the trading day. The first opportunity I get time after hours, I will. Thanks. For the record, I spoke with someone on the phone and via email. The person was friendly, but was stumped what the problem could be. I'll try...

Source? Their win rate is publicly and clearly posted at somewhere between 52 and 55%. I can't remember the exact percentage right now. Unless you are talking about the percentage of days they are profitable. Which is something else imo.

I was wondering if anyone has had, or has heard of this problem. I downloaded X Trader from Amp to try it out. Installation went fine and I was able to run Guardian. But that was it. Any sort of clicking in the Guardian window (selecting a menu, right clicking in the window, whatever) caused...

While that isn't good and interesting in of itself. I'm more curious about what happened between the trader and Coastal.

Those court documents are an interesting read. Not sure what happened exactly, but I can't wait to read more.

I think you need to step back and re-evaluate things. If a particular method isn't working, it doesn't mean everything has stopped working..

No kidding. Adapt. Mean reversion kills it right now. Enjoy.