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OK I tried. hyperscalper is a direct match for a username, so this search is primarily returning all of his posts. Is that what you wanted? When I told it to not include searches that contained his username, the result set was empty.
The new search is not yet public. But were your expecting different results from what I shared? Basically all the posts from a user called hyperscalper
How about a search for "mbo"? Currently the search finds a lot of threads with "symbol" in the thread title, I would really like to search for all threads that deal with MBO data / order book manipulations, etc. What does the new search show?
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
I decided to start a thread to provide some samples of historical market depth and MBO data to consolidate a solution for different questions on execution quality, data integrity and latency. My main goal is to encourage more latency transparency and …
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
I decided to start a thread to provide some samples of historical market depth and MBO data to consolidate a solution for different questions on execution quality, data integrity and latency. My main goal is to encourage more latency transparency and …
I decided to start a thread to provide some samples of historical market depth and MBO data to consolidate a solution for different questions on execution quality, data integrity and latency. My main goal is to encourage more latency transparency and …
I decided to start a thread to provide some samples of historical market depth and MBO data to consolidate a solution for different questions on execution quality, data integrity and latency. My main goal is to encourage more latency transparency and …
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
I decided to start a thread to provide some samples of historical market depth and MBO data to consolidate a solution for different questions on execution quality, data integrity and latency. My main goal is to encourage more latency transparency and …
I decided to start a thread to provide some samples of historical market depth and MBO data to consolidate a solution for different questions on execution quality, data integrity and latency. My main goal is to encourage more latency transparency and …
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
Hi,
I don't believe there was a thread covering this already, so I wanted to punt it out here. A few years back the CME released MDP 3.0 - Market by Order - Book Management which includes a new feed that has quite a few perks to traders.
Some time ago I did some work on Gomi's original volume ladder. I had the idea of converting it into a usable order book that would allow one to both customise the refresh rate as well as view the book in a format that many people like to …
Do exchanges purposely delay market order trades to give the trader the worst possible fills?
I ask this question because while watching price on relatively short time frames (1 minute or less) it seems like a large impulse of volume comes in immediately …
Do exchanges purposely delay market order trades to give the trader the worst possible fills?
I ask this question because while watching price on relatively short time frames (1 minute or less) it seems like a large impulse of volume comes in immediately …
Also, results will improve after I enable and configure semantic search. This is basically an abstraction of the underlying context of your query, then it will find relevant matches that don't necessarily contain the same keywords from your search. I am working on that.
The hard part is also the UI. Trying to make the UI more powerful but not overwhelming.
No, all is fine then.