Im curious as to why there are so many ECN bids/offers well away from the inside that cancel if the market gets close. I assume these are boxes because of the way they flash
We all know how nice and predictable these programs are, but why build one that only cancels if close? I understand guys want to be first at a much better price if the best bid cancels, but what about the bids behind them canceling and flashing
We all know how nice and predictable these programs are, but why build one that only cancels if close? I understand guys want to be first at a much better price if the best bid cancels, but what about the bids behind them canceling and flashing
