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convextrading
Forum:
Traders Hideout
May 15th, 2017, 04:15 PM
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13
making 2 sided markets
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Posted By
convextrading
Call it what you will, my point is that the stop...
Call it what you will, my point is that the stop orders are not transmitted in the datafeed (at least not before they get triggered and become limit / market orders). Furthermore, what I intended to...
Forum:
Traders Hideout
May 15th, 2017, 12:39 PM
Replies:
13
making 2 sided markets
Views:
6,736
Posted By
convextrading
The specs for the datafeeds available to HFTs are...
The specs for the datafeeds available to HFTs are typically available on the web. For example the CME direct feed is MDP 3 and the section of documentation relevant to order book feeds can be found...
Forum:
Traders Hideout
May 14th, 2017, 03:20 PM
Replies:
13
making 2 sided markets
Views:
6,736
Posted By
convextrading
There is no data feed which shows stop orders. ...
There is no data feed which shows stop orders. Typically, stop orders aren't supported by the exchange but instead, they ate held by your trading platform / broker until the stop condition is...
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