Forgive me if this has already been posted, but I found it very interesting. The commentary is in Dutch - it's a Dutch-made documentary - but all the interviews are in English (inc. with the founder of Interactive Brokers) :
http://www.floatingpath.com/2013/11...-wall-street-code-exposes-secretive-industry/
http://www.floatingpath.com/2013/11...-wall-street-code-exposes-secretive-industry/