Very cool. Unrelated to thread, but curious - what would the HRT algo do if it bought one share and order was pulled because it was in fact another algo? Then proceed to place a sell at the now higher ask price? Thanks!
You previously wrote that you were selling and someone else bought 1 share at a time from you. The question is why the other side did this, meaning how does the pinging of orders help them.
Very cool. Unrelated to thread, but curious - what would the HRT algo do if it bought one share and order was pulled because it was in fact another algo? Then proceed to place a sell at the now higher ask price? Thanks!
You previously wrote that you were selling and someone else bought 1 share at a time from you. The question is why the other side did this, meaning how does the pinging of orders help them.
