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Great to see a thread with a hint of "order book" mentioned. I hope not to diverge off topic but what Garachen talked about being last in the queue is a very valid microstructure issue. One pontential strategy I've thought about but not tested is watching the level 2 to see if I catch traders...

A tick chart of this makes it even more impressive. You can almost spot the non standard foot print of the line chart due to liquidity consumption around the attack and then retuning to normal afterwards. None Business have you noticed these antics going on with any other instrument besides...

Hey IAS_LLC I don't mean to take the limelight from None Business but I am 99% certain that these attacks are carried out in shall we call it broad daylight. I believe the reason why NB is highlighting the attacks in the illiquid times is that these attacks stand out a mile. If you check out...

Do you ever sleep NB, what time zone are you working from? I'm going to write a program on tradestation this weekend looking for the footprint along with trying to identify any catalysts for these moves to see if they can be somewhat predicted. If we can find out what causes the bots to carry...

Think they must have took the night off from the crude market and just worked ng

I think these moves need to be isolated down to the "context" that they appear in. Why would a trader be willing to throw though size of trades in at the market when by splitting them to reduce market impact? Now I might not be the smartest tool in the box but I can think of two reasons. 1. An...

Thanks None Business, Not sure why were getting different values could be down to auto scaling etc etc. But I see what you mean comparing the traded volumes to those typical on the ladder, it would be stupid to execute orders of those sizes on via market order. Thanks for your contributions...

None Business, I'm just looking at the two previous cases you mentioned Nov 20th and Today on NG that you mentioned in post 84. Would you be able to confirm the attached screen shots that we are on the same page? One thing that doesn't seem to line up is the traded volumes compared to what you...

Thanks None Business a very thought provoking explanation which will probably cost me another nights sleep thinking through it :)

None Business, Are you referring to a tick chart with buy/sell volume along the bottom or a volume profile with only a kind of market profile type display. My thoughts are the latter but can you confirm please? Thanks.

I'm pretty certain this is not spoofing but I watch the Bund quite a lot and one thing i notice a lot is abnormal size bids and offers quite away from BBBO that are shifted around up and down the queue. From what I have seen spoof bids and offers are on or next to the BBBO however the ones I see...

None business Thanks for the excellent posts. Would you be able to offer anymore insight in to how you discovered what these bots were up to?

I'm just watching the spoofers out in force agin on the bund :-)

I may have located the video and will edit and try to upload to youtube for viewing tonight. I have also pm'd.

Hi Tommo, For the last 2 weeks I have been watching the DoM and T&S for the Bund. It is as you say so easy to see the spoofers but the guys I'm seeing are normally a few prices down from the BBBO. Last friday I was taping the Bund action but my Camtasia screwed up and I lost the lot. It would...

Sorry I was trying to type on my iPhone. It sounds like post earnings drift but can you explain more.

Are you referring to post earnings drift? re re

Are you referring to post earnings drift? re re

Just received this email lets see if they pull it off. "You GOT to watch this stock! If You Read This Before The End Of Day You Are Lucky! Company Name: Nuance Communications, Inc Last Trade: 15.50 Ticker: NUAN Trading Date: Nov, 5th Long Term Target: 17.00 Tomorrow at 3pm EST get ready for...

Thats my question too I'd love to know the forums these guys have to pout there shares in.