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Maybe, they don't want those delay quotes on books hurt themselves?:cool:

mkt makers hedge etfs with related components. For example, etf M is based on stock A and B. The price of M equals to,say, 0.5*(price of A + price of B). And now, price of A is 5, and price of B is 5, and M is 5 too. One minute later, maybe, we have some good news on B and price of B is up to...

Hey, i have same question as you have. And could you tell any macro like autoit,winexpress, winbatch, and etc can read lvl2 data off? or we have to write code using c++ or vba?

what i have heard about is that this pattern is caused by delayed T&S report from Arca. If you watch T&S you can see lots of prints printed out. They were just printed in decent money, but no one can get those, since those are just delayed prints.

ha,yeah,i did,didn't i. actually, i want to know both, license for options on futures and on equity. have you ever heard about DMS(derivatievs market specialist) or alterantive investment license, something like that?

I am not sure that with this new rule we cannot see trade-through anymore. I am sure that with this new rule, we donot have price improvement(except at open print). Example, if two bids, 100 shares at 10, and another 100 shares at 9.95. Both of them are on nyse. And best bid is 10.05...

what derivaties? options what job? broker, quant, or prop trader

Just want to know, if i want to have a job related to derivatives like option, future,swap and etc, which license i should have? cfa? dms(derivaties market specialist)? or .....? any comments are weclome

Does the daytrader with Swifttrade have T4 sheet for tax report? I guess not. If not, then how does dayrader do the tax report? Any comment is welcome

That does make sense. Thx.

Last friday, I found a interesting thing. I reserved 1000 shares on arca, and then reserved another 1000 shares on arca. After 2 minutes, I got filled by 200 shares. But I found I have 900 shares reserved on first arca-order, and another 900 reserved on second arca-order. How is that...

Thx for further explaination

Thx nonprophet. More exactly, can I say the only way to determine exercise is through overnight volume/oi analysis?

Mav: I have a question maybe link option trade and tape reading together. That is, if, say, 500 contracts option of AMD are exercised, can we see 50000 shares printed out at T&S of AMD? If it can be seen, then how to figure out that big shares are caused by exercising the option? Thx in...

That is interesting. My answer: at 10:43 am that limit bid order would be filled by 500 shares. But at what price should depend on the second. If limit bid order first, then limit ask order should be filled by 500 shares at 25.55. Otherwise, that limit bid order should be filled by 500 shares...

not enough information because you have not offered the time of market orders.

To my knowledge, arca charges 0.004 for routing out etfs, but only 0.001 for routing out stocks.

is quote for open book on level 2 nyb?

Technically, what is IOI(indication of interesting)?

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