I knew you were going to say that, but that wasn't you original point.
Also now a days there isn't that much racism in the City.
I know plenty of non whites working in the City of London.
CFTC finally effective in cracking down on spoofing in the futures markets
- Thread starter syswizard
- Start date
I knew you were going to say that, but that wasn't you original point.
Also now a days there isn't that much racism in the City.
I know plenty of non whites working in the City of London.
he was autistic
Guys - one thing really interesting about all of this is : analyzing the DOM.
I knew the amount of data was going to be huge, but how huge ?
So I computed it based on the following:
10 data samples per second
20 levels (10 above, 10 below)
Full session for ES or NQ
And the result was : 16,380,000 records for ONE session.
So for a full month: 327 million records !!
Now databases like SQL Server or Oracle can handle that volume, but queries would go for hours and hours.
What is needed is a high performance database like IBM's Netezza or Teradata. These databases are lightening fast and can handle billions of rows of data. Queries run within minutes.
I wonder if the CFTC got one of those ?
I knew the amount of data was going to be huge, but how huge ?
So I computed it based on the following:
10 data samples per second
20 levels (10 above, 10 below)
Full session for ES or NQ
And the result was : 16,380,000 records for ONE session.
So for a full month: 327 million records !!
Now databases like SQL Server or Oracle can handle that volume, but queries would go for hours and hours.
What is needed is a high performance database like IBM's Netezza or Teradata. These databases are lightening fast and can handle billions of rows of data. Queries run within minutes.
I wonder if the CFTC got one of those ?
which of us isn't tho.
The only way the CFTC can stop spoofing is to charge a fee for every order entered and then cancelled within, say, a 10-20 second time frame.
Exchange fee per lot order entered and then cancelled within that time frame. Something like that.
Don't you guys see what is going on in the ladder? It is OBSCENE!
Are you talking about the ladder in a specific security? I see various interesting patterns, what are you seeing?
I see spoofing all around in the index futures. It is easiest to see on the next forward month. It is disgusting! I have the means to record it, but I cannot believe I would have to. Cannot you guys see it on your ladders?
F*ck-it....become a whistleblower. Record the screen, and then file a complaint with the CFTC: https://www.cftc.gov/Forms/tipsandcomplaints.html
I can't believe the spoofing continues after the recent BNS fines and the arrest of Navinder Sarao. Man, those guys have some balls.