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Yes. And that's exactly what jonnysharp is unhappy about.

You see sub penny trades, not quotes.

Several years ago the minimal spread was one eight of a dollar, so when you wanted to by any stock you have to overpay at least 8.25 cents. Now spreads are tight and you pay half a cent. HFT took money from floor market makers, not you. Regarding losers - you had 100% over the "flashing"...

It's a common misconception that HF traders make money by taking offers and consuming liquidity. If fact they provide liquidity by selling at the offer and buying at the bid. This is happening both in equities and futures. It's even simpler in futures since tick is wider there. Flash orders...

NetTecture, you will be probably surprised by my statement but flash orders were hurting not helping HF traders. Also your explanation does not make sense, if I buy from the market and resell to the normal dude at the same price, I will just pay to active fee and make no money

I don't think any of these arguments are valid. Let me try to argue with them. >>Thats why dark pools got so popular with the bigger traders, is because of HFT. >>HFT as a rule has also abandoned small caps, and moved to large cap stocks exclusively, creating a big hole for small caps...

You get out the position the same way you got in - buy at the bid, sell at the offer.

You are wrong, you will not be able to put such offer.

yes

Such provide does not exist

Give that flash orders did not exist before June 2009, the original statement is absurd

You can see only Nasdaq quotes on Totalview, you see only NYSE quotes when you look at NYSEs open book. No consolidated book.

Seems like you are completely confused :) When a company goes public it picks one venue where it will be listed, it may be NYSE, Nasdaq, ARCA etc. However multiple venue can have quotes for this company. The only exception is that NYSE quotes only NYSE listed stocks.

I confirm that this was the case...

I have seen case when data provider will mix options priced in CAD and USD. Sometimes they confuse end of the quarter vs normal options. Certainly split is the main problem

That's right. Quality of data is good though.

I recommend: www.ivolatility.com/

1. If ELP and FLAIR were the same, they would never come up with the FLAIR. Correct? 2. IOI and FLASH are different things in there nature: FLASHED order resides on the book so you will be able to interact with other orders, IOI messages goes to the ELPs and never comes back. Both of...

Well, it's in your second link: "Accordingly, Direct Edge has suspended its plan to offer flash functionality (tentatively entitled the “Flare” order) similar to that previously introduced by NASDAQ and BATS, voluntarily withdrawing a related rule filing with the SEC." Also...

Well, it's in your link: "Accordingly, Direct Edge has suspended its plan to offer flash functionality (tentatively entitled the “Flare” order) similar to that previously introduced by NASDAQ and BATS, voluntarily withdrawing a related rule filing with the SEC." Also ISE is the...