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seen May 7 '13 at 15:02

Apr
25
comment What exactly is an ISO order?
Right..so how do they "honor" the better quote?
Apr
25
comment What exactly is an ISO order?
It also seems from here: elitetrader.com/vb/attachment.php?postid=2804485 that some routing can happen. For example, while first page says something similar to what you say..the second page says "if an away price is better than the NYSE quote. The NYSE honors it before trading at the NYSE"
Apr
25
comment What exactly is an ISO order?
Thank you, I had come across the first definition in some forum..maybe it's called something else (when instead of getting just a partial fill locally, the order automatically gets routed to different venues to keep getting filled at the nbbo)
Feb
21
comment Quick way to check what 'tape' a stock belongs to?
Thanks for all that info! I'm a bit confused when something like NYSEARCA is not NYSE-listed..or you say "Most of Tape B is on ARCA nowadays, though some of it is still on the NYSE MKT" - if it's on the NYSE MKT wouldn't it be Tape A?
Feb
20
comment Quick way to check what 'tape' a stock belongs to?
Thanks this is helpful.
Jan
27
comment From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Thank you for the very thorough response!
Nov
21
comment Algorithms for predicting a couple points in the future
you're probably right, ill take it over there
Nov
11
comment What exactly is meant by “microstructure noise”?
I presume the paper I saw clobbered with the term was referring to the first usage. What is the cause of this disturbance which affects HF estimates and not less frequent data?