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He didn't say what was proven about it.

You can certainly get multiple DSL lines.. it's often done to get over the bandwidth limitations of the individual lines. As to cable modems - apparently you can get multiple of those too. Maybe he had multiple addresses he was using though. I mix them to maximize the odds I've got a working...

WEDB just clears some big (huge) black box firms that provide tons of liquidity. It's that simple. The way the top liquidity providers are being measured is outdated.

It doesn't have to be a crossing network, it can be anyone doing a block trade, or any market maker (/ specialist) that feels like printing out there. The worst news of all this that I've got for you is that the time on the time and sales from US stocks reported via CTS simply isn't reliable...

You might get more answers by posing the questions themselves, rather than asking if someone might answer them.

You're getting all the data disseminated to anyone. The only difference in the data feeds available from Eurex are in the time and sales data. The trading platform stream includes only one print per netting period. The stream disseminated to quote vendors (now) includes full time and...

Yes. Fine. Stops are bad. Yes.

In regards to the DOW futures drop without instant arb correction, there's been multiple times worse in the mini DOW futures, and >50x worse in similar contracts. As to why spreaders didn't step in on that occasion, it's too damned dangerous.. and not for the reason you're thinking. The...

TT's one thing, and a clean socket API from linux is an entirely different thing. TT is in business to sell front-ends on windows, and they do a number of other things to support that business like developing servers, TT NET, professional services, and a reasonable way to automate some things...

Why is that? You know there's guys out there slinging 100+ lots, right? Seems like that'd be less fair to the little guys.

You're so right. Improving your odds to hit a guy in Quake before he moves is much more important than improving your odds to hit a bid before it moves. Seriously. You might get killed if you miss in Quake, it's not like slipping in trading will cost you anything. Personally, I just fill...

Yes. There are no native stops, and limit orders are rejected outside of a certain price range.

No. When Eurex-US opens, they'll only be trading US 5, 10, and 30 year futures.. in the exact same contract sizes as the CBOT's. In fact, they're mostly using the same lines and the same hardware as were used for A/C/E (the previous electronic CBOT setup, which was part of the now dead alliance...

The depth does have predictive qualities, but probably not like you were thinking. When quoted size goes down, volatility goes up. This is obvious when you think about it.. a lot of the players get out when news, and hence volatility, is coming. Note that the reverse isn't necessarily...

Sometimes I have a few million dollars just burning a hole in my pocket, and I get the overwhelming urge to move a market. I don't know, I guess I just like making the numbers on CNBC move. Anyway, by checking out market depth on each of the instruments, I can measure how much bang I can get...

Sorry, no. The back month's prices will nearly always be the front month's price + short-term interest, and with a larger spread. If they aren't by any significant amount, somebody'll knock'm back in line because it's an obvious opportunity for low risk profit. Of course you could, and if...

Certainly. I'm mostly encouraged they're thinking out of the box. :eek: That's extremely interesting. Thanks for posting that. So you're basically arguing that if you've recently provided a significant portion of the bid, you should get a higher priority buying more. That seems a fair...

The currently operating electronic markets lacks the locals, market makers, and/or specialists to absorb order flow imbalances. So... when there are significant order flow imbalances, and/or stops outnumbering limit orders, the excessively simplistic rules of the match engines causes the...

Nobody but the merc (and your broker or clearing firm, where applicable) can see the stops on GLOBEX. GLOBEX only disseminates 5 levels of quotes based on the limit order book. Geez. Traders are so damned paranoid. Just think about it, if stops were visible on the outside, any stop of...