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Any info available online yet?

Do you have a cite for those figures?

Thanks for the update. How do we download v3.0? I only see a link to 2.99a...

Not necessarily. As a consequence of Reg NMS prohibiting locked markets, it's possible that an order that should clear the offer and become the new best bid might be delayed. The nationally disseminated SIP feeds that broadcast the NBBO aren't fast enough to actually be the "real" market...

Traders Magazine publishes a table in its print edition that is updated every month. www.tradersmagazine.com

1. If you routed to EDGA, NYSE wasn't involved. 2. What specific EDGA order did you send? 3. Did you get numerous partial fills? Only the top of the order book is protected. EDGA fills against its own book, then routes out to other ECNs at the NBBO. If there is not enough size to...

Look at the various spreads amongst the VIX futures. VXX constantly rolls from front month to second month - and must be getting killed on the roll, similar to USO used to (or still does...) VXZ rolls from 4th month to 7th month, maintaining average maturity exposure of 5th month. At this...

Any thoughts on shorting VXX / VXZ?

No. From 9:28 until the open you can only enter offsetting imbalance-only orders.

Not if he sent routed to Dark Scan. That routes: 1. Dark pools 2. BATS book 3. More dark pools/outside liquidity 4. Other displayed markets http://batstrading.com/resources/features/bats_exchange_dark_liq.pdf

They were probably doing their spoofing manually. No HFT involved. Based on the info I've seen, they were just layering the book with large orders. People have spoofed forever, and it still happens all day, every day. This case really doesn't have anything to do with HFT.

In my experience sub-penny trades are one of three things: 1. Broker internalization 2. Dark pool trades 3. Specific types of order sent to certain ECNs/exchanges that sometimes execute at partial penny increments. Normal prop firms can't access broker internalization pools. Granted...

Any thoughts on MSFT / QQQQ? It's been range bound and bounced off ~0.56 since 2006. Check out a weekly chart.

Could be an arranged block trade based on something like the daily VWAP, could be a late reporting dark pool print, could be a broker-to-broker transfer... there are many different possibilities. That print was definitely not specialists. That was the CBOE. There is no "specialist" there...

Ahh yeah...like a 60% envelope. It didn't occur to me that anything was actually going up at that point in time...

Greater than or less than 60%? That doesn't make sense. I assume they mean greater than or equal to...

First, thanks for sharing in this thread. About BMY / WX... WX has a pending merger that values it at ~ $21.25. That is the reason for the big move in the pair. I can't see the short side of this going down much. Are you expecting the deal to fall through?

Yes.

UUP is back to trading exactly where it should be. That was free money.

TBT's price is path dependent. The price of TBT provides no information about the price of treasuries. You could be totally right on shorting treasuries and make $0 or lose money by holding TBT.