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BTRD is still around... :)

Sounds like you found a bug... question is whether the bug is reproduceable (something wrong in the software or hardware) or non-reproduceable (something wrong with the user) :)

Liquidity has never been free. But nowadays it just ain't there… It's a mirage that vanishes at the sight of any serious size.

As long as you want to execute your very large order in a single shot paying a huge price for the slippage... :)

The GE (Eurodollar) is by far the most liquid future contract. It may not seem so liquid if you take only the front month into consideration, but if you start looking at the back months you'll see that almost every other contract drops to near 0 for expirations 1 year from now... while the...

Googling up the fee of 0.000025 per share the only semi-rational thing that pops up is an old EDGX internalization fee (from 2010)... not sure if that helps....

nice. can't wait to see what effect this has on the market's microstructure...

Oh ok. That makes sense. Thanks.

What's a FINRA fee?

Im wondering if the stock's going to test $15 again...

IOC orders already do that… But hfts won't use em… cause they're no good for pushing the market or stuffing the quote feeds…

I don't think that FOK and IOC orders are a problem since they don't display a quote. the problem is "Day" orders that get cancelled a millisecond after being entered, in this case the order generates a quote... but other participants cannot act on that quote since by the time they see it the...

oh ok. thnx.

Are you trading this setup? How often does it go wrong, and how far do you let losses accumulate before deciding that it went wrong? is it more likely to happen in some instruments than in others?

have you tried esignal?

What's different in your hybrid vs trading from your gaming computer?

Mid caps with 1-5 mill shares printed per day. They have a lot less noise, usually 1 or 2 buyers/sellers at a given time (not a few hundred…) Sure you can find patterns in the super liquid stocks or derivative etfs. But they buried in a lot more noise.

Definitely one of the best books out there.

I'm sure politicians will figure out a way to spin this in a way that the solution adds up to giving more powers to the state, and the themselves... they're very good at that...

When people spoke of the risks associated with moral hazzard... well, this is what they meant... you start using "too big to fail" left and right... you get a creciendo of bailouts... first to companies, then to countries... until one day... sooner or later... you find one that is "too big to...