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Usually spits make enough of a change in the stock price to be distinguishable, on its face, from a minute-to-minute short term market movement, but Pfizer's 1054 to 1000 split ratio, of 11/17/2020 was 5.4%, pushing the boundary for a major company. What was the motive for this strange split...

I'm attempting to construct minute aggregated bid/ask spreads from the IEX TOPS data. To check my work I plotted AAPL to see if it makes sense. The green trace is ask, the orange is bid. As a cross-check I included a blue trace for close from the chart API. Correct me if I'm wrong but what...

The answers to my questions are under "Fees and Credits applicable to Designated Market Makers (“DMMs”)". Thanks!

Wikipedia's article on "Market Makers" says of the NYSE: In the United States, the New York Stock Exchange and American Stock Exchange (AMEX), among others, have designated market makers, formerly known as "specialists", who act as the official market maker for a given security. The market...

spreadratio[sym]=(ask-bid)/((ask+bid)/2) WHERE ask is the lowest ask bid is the highest bid

In [4]: %run spreadratio.py spread ratios all symbols: 0.029280614424745024 IB ETF symbols: 0.005647272013423552 DJIA symbols: 0.03525528539759046 SnP500 symbols: 0.034131710271758486 I would have expected almost the opposite (except for IB ETFs*) because the average DJIA symbol is more...

Here they are: $ cat ETFs.csv sym ACSI AIQ ALTY ARGT BAR BFIT BOTZ CACG CHIC CHIE CHIH CHII CHIK CHIL CHIM CHIQ CHIR CHIS CHIU CHIX CLOU COMB DFND DIV DIVY DRIV EBIZ EFAS EMFM EVGBC EVLMC EVSTC EYLD FINX FYLD GARD GMOM GNOM GURU GVAL HIPS HSPX HTUS INFR LEAD LIT LNGR LRGE LVHD LVHE LVHI MILN...

I know that some ETFs offered by some brokerages are "commission free" only under certain conditions, such as holding the shares for a period of time. What are the trading conditions, if any, on Interactive Broker's "commission free" ETFs?

I clicked through but perhaps I was put off/confused by the first one which used the plural form while listing only one symbol, so I presumed that the symbols listed on those pages must not be complete and ignored the symbol(s) listed on the other pages.

One symbol each?

What does "leveled" mean? Is there an article on CME's reasons I can read?

Right, but that's not a list of trading symbols.

Interactive Brokers United States - Commission-Free ETFs lists several "Products". Is there a list of the corresponding trading symbols somewhere? Thanks.

So I take it the answer to my repeated request for confirmation ("Right?") is "Yes." A related question: "MAXIMUM PER ORDER 1.0% of trade value" doesn't apply to a order of 1 share of a $30 simply because $0.35/$30 = 1.1% > 1%, right? It only applies to that tier if the price per share is so...

I noticed IB's commissions page says for monthly 300,001 - 3,000,000 Shares traded there is a per share USD 0.002 and a per order minimum of USD 0.35. .35/.002 = 175 shares minimum before the per share rate is relevant. This seems a substantial constraint on algorithmic trading since for...

Last night, in response to: curl "https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers?apiKey=yada yada" I keep getting: {"count":0,"status":"OK","tickers":[]} This, after the initial invocation of that same curl command returned the expected snapshot JSON. Is this expected...

"range of hft" sounds like a market indicator/metric of some sort. But perhaps you mean "the range of hft strategies got bigger" and the market is adapting to that increase. Yes. I thought of that but it struck me as odd that there would be a sudden change in the mix of strategies after...

Certainly the market dropped, but it has done so before without the following-day persistence of anomalous behavior in my backtesting. I can't say what asset class this is associated with since I'm taking broad statistics on all 9k symbols provided by IEX in its daily downloads. I'll look a...

Did anyone else notice a rather sudden and dramatic change (relative to the prior 2 months or so) in the behavior of their algorithmic trades starting toward the end of trading on Tuesday and continuing at least through the end of trading Wednesday? I'm not actually doing trading but just...

What do you mean "see the split"?