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ARCA doesn't run an opening cross in NYSE listed stocks.

Barchart.com Here's soybeans: http://www.barchart.com/commodityfutures/Soybeans_Futures/futspreads/ZSU15

I've traded this trust around distributions numerous times. They don't adjust strikes.

I've been eyeing this, as well. I'd be very surprised if the trust is still around 3 months after its termination date. I don't believe there will be any trading in the units after termination - ie won't be anything deliverable in June. If that is the case, I believe the options will cash...

http://haimbodek.com/electronic_markets.html That's a decent start for the exchanges/ECNs. I'm not aware of a place that aggregates all the different dark pools execution rules. You're probably going to have to put it together yourself by looking at each pool/algo's documentation. Example...

I rarely aggressively cross the spread to take liquidity. When I do, I usually ping dark pools first and then rout to an lit exchange - and usually cross through. If a HFT sees a level getting crossed, they'll sweep the books faster than me and flip it to me for a penny (or whatever). I'm fine...

Leveraged ETPs are not made for long term holding due to the path dependent nature of their pricing. DRN will track 3x the daily return, not 3x the overall return of the index. If you want long term exposure to REITs, avoid leveraged funds.

I agree it isn't front running. There is no breach of fiduciary duty to a client. But, at this point the cat's out of the bag and people use the term for pretty much everything. Call it whatever you want...

Ehhh... I route a lot of my orders to Citadel, Knight/Getco, etc and haven't noticed problems being subpennied. If you're sending orders to a broker that's using an algo that's getting gamed... stop routing there. Most subpennying is the larger market makers trading against retail flow - which...

You notice that you get subpennied when you trade in dark pools? I haven't noticed that problem. When I think of subpennying I think of trades going off 1/100th of cent inside my posted, lit limit orders.

Given that when IEX becomes a lit exchange it will become just another quote that can set the NBBO, I don't think it will make a difference. Most subpenny fills are brokers internalizing orders or selling their flow. All they're required to do is provide price improvement on the NBBO. IEX...

I've been long GOOGL and short GOOG for a few days. The compensation mechanism that is in place for GOOG until the end of a year is pretty interesting (and hard to price). From http://www.sec.gov/Archives/edgar/data/1288776/000128877613000040/memorandumofunderstanding.htm There are a lot...

http://online.wsj.com/article/SB10001424052702304791704577416470248061722.html

Sounds like manual reports (spreadsheets?) are coming out. Could take awhile. I've heard (not certain!) that orders priced above 42.00 are filled. Orders priced 42.00 exactly are up in the air.

They keep saying they'll let us know in 15 minutes....every 15 minutes.

http://www.nasdaqtrader.com/Trader.aspx?id=MarketSystemStatus Spoke on the phone and they said the same. No problems with connectivity, completely messed up on their end.

We spoke to NASDAQ. They're slowly working through opening fills and sending them out. Just have to wait.

College -> Aptitude test/Interviews -> Job

Currently, spreading and some special situation stuff. I'll still enter some directional trades, but usually only if I have a clear edge in execution, such that I'm pretty much guaranteed "free" money or a scratch. But as far as going long XYZ @ 100.00 at the market because of an indicator or...

I trade fully backed at a firm with a "golden handcuffs" provision in the contract like you've described. It's frustrating as an individual because, obviously, I'd like my earnings sooner rather than later. Yet, at the same time I realize it's a safeguard against some other trader going all in...