Search results

WHat is the routing code for a flash order on EDGA/x? I haven't seen any routing code that mentions this ...thanks.

that is interesting to know. It is partially offset by (last I saw) the normal tier for routing with arca of .0035, unless you are trading under their supertier. If you don't mind me asking, who was the worst ECN as far as slippage? edit -disregard entire post, I just saw your above...

You might find this of interest http://www.elitetrader.com/vb/showthread.php?s=&threadid=153723&perpage=6&pagenumber=2 check out the first post I have seen trades on edge appear to do exactly what is described above on thinner stocks.

Thanks. Unfortunately, XM denies I can subscribe to use the service from here, and I could not get an answer on whether subscribing with a US address, I could be able to get the satellite from here (panama). I am loathe to subscribe and take the risk of no service, but will keep this in mind...

I have looked over forum titles, and cannot see one where this fits, so would appreciate moderators moving this where it belongs. I am overseas, and it seems GE channels are not available via the satellite the local cable companies use (including directtv/skytv). CNBCPlus works, but can be...

bet this is skewed towards a much higher % in the stocks that are 8-digit volume daily.

look at it this way - volume with an exchange code other than third market has always de-incremented a displayed order from the respective exchange when I Have looked, unless it is one of those obvious 100share display to buy much more situations. The volume which doesn't seem to de-increment...

"1. What do you mean by double-printed? Are these real trades?" you will see these on the tape like this (from aig today) 06/02 15:59:58 THRD 1.56 1099 06/02 15:59:58 THRD 1.5601 1099 06/02 15:59:58 THRD 1.5601 2401 06/02 15:59:58 THRD 1.56 2401 as you can...

"71 million shares have traded today. The level 2 shows on a typical best bid/ask only about 100k shares, and there are times in the day it can sit there a long time. Hence, I think there is more to it than what you are saying." A fair chunk of volume on that stock may be double-printed...

my experience on these lower-priced high-volume stocks is that there are a lot of peg bid/offer orders active, so whenever the stock ticks, a fair amount of size already stacks on the ecn's. Manual entry on these invariably often only fills when the prices moves through you. I have had the...

I have seen trades with both BATS and EDGX which looked very suspiciously like the above scenario on thinner stocks. With a normal edgx (bats) marektable order, is the routing order edgxbook(batsbook) - darkpools - other displayed ecn's? I am not clear on if a normal bats marketable order...

re depth of book being fake, there are certainly games played with very large size shown. You could hit it, but I almost never have seen this on what I watch.

Just saw the date on this thread, so disregard the above please. (I cannot edit it any longer)

The question is not retarded at all - on fast-moving stocks, the brain-finger lag is often your biggest enemy, particularly given that there are programs that do not suffer from this that will be competing with you for fills. If you assume your data already might have a 1/4 second lag, adding...

Hi, I am looking for a quote service that provides the EDGX/EDGA books broken down, not just the ISE quote. Esignal does not offer it. Townsend doesn't either. Not sure where to look next. Any thoughts or leads appreciated.

Anyone know of (retail) brokers that can route to NSX? Lightspeed can pass-through to them lift-only/IOC, and that is all I have found.

Thanks, this is very interesting. Does anyone have experience with any of the darkpools taking b/d correspondents with low order flow (say <500k/day)? Obviously NITE and ISE/edgx do, not sure if the ubs pool is linked to UBSS mm, and not sure if the CITI route I have seen at one firm I use...

I have traded C recently, and find that a very large % of prints are coded third market, instead of nms, nyse, or pse. I assume NITE prints there, and know edgx/a/ise does, but I can watch literally millions of shares print third market (far more than the displayed total of shares at that...

I have read a good bit about various command lines that can be modified for orders to various ecn's/exchanges which affect routing options, but have not seen any way to implement this in Realtick. Is it possible? In order to postnopref on nsdq, for example, I am still having to pref INET (not...