Questions tagged [exchange]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
4answers
527 views

is there any alternative to FIX protocol

I have heard that FIX is one of the most widely used protocols for communication of securities exchange systems (correct me if its not!!). My question is: is there any other well known protocol like ...
0
votes
3answers
8k views

Symbols for DAX from Alpha Vantage

I found the website https://www.alphavantage.co as an alternative for yahoo finance stock API. I am interested in the top 30 DAX symbols, but I seem to cannot find them on Alpha Vantage. Is there a ...
0
votes
2answers
118 views

Understanding the downsides in of trading in smaller exchange

I've been algo trading a small portfolio within NYSE for about a year now. And while do end up running positive P/L results are far from spectacular. I ran a test using my strategy in OMX Stockholm ...
0
votes
1answer
129 views

How does an exchange guarantee both legs of a calendar spread are executed atomically to give a specific spread?

In commodities/oil you have monthly contracts for a given Future, e.g. on CME the Crude Oil Futures (CL) monthly contracts can be trades, and have Globex codes such as CLZ8(Crude Oil Dec18 Future), ...
0
votes
1answer
59 views

Is there any literature on how stock exchanges guarantee consistency?

How do we know that artificial shares of some stock aren't created (perhaps going untracked) on exchanges. After all being man made digital systems they are prone to errors. An example: Suppose a ...
0
votes
2answers
53 views

How Market Exchange and Vendor entitlements/permission works?

I would like to know how market data entitlement and permissions works at Vendor level and exchange level? if our firm receive Realtime data from Vendor or directly from exchange.. What permissions ...
0
votes
2answers
236 views

Has automated trading produced profits at IEX?

Is there evidence that automated trading is profitable on the latency-enforced portion of the exchange? On the one hand, if automated trading was profitable when these limits existed naturally, it ...
0
votes
1answer
61 views

Why does an exchange (IEX) need connection to other exchanges (like information about average prices)?

I have read "flash boys". The author describes how the Royal Bank of Canada uses THOR and an own SIP against certain practices of flash traders. I understand why a bank or a broker can make beneficial ...
0
votes
1answer
67 views

Do exchanges issue position ID after order execution?

The portfolio has two types of positions: asset and cash positions. Cash positions are easy. One currency has only one position, so you can add and subtract easily. Asset positions seem to be more ...
0
votes
2answers
92 views

returns of Bonds and exchange rates

which are the best distributions in order to model the bonds and exchange rate returns distributions. I am searching for a distribution such as the log-normal one of the stocks ( N(m-0.5*v),Sqrt[v])
0
votes
0answers
51 views

API for Stock Exchange and their Indexes data like Bloomberg [duplicate]

Actually I am looking for an API for stock exchange and their indexes data, And want to show data like this https://www.bloomberg.com/markets/stocks I searched various API provider, like ...
0
votes
0answers
34 views

Practical Latency in NBBO

Can someone detail the steps of publishing NBBO bids and offers on the National Market System (United States)? For example, I was reading about the new (2010) alternative uptick rule implemented by ...
0
votes
1answer
239 views

How is the Blockchain.info Bitcoin Market Price Calculated?

I am about to apply traditional univariate GARCH tools to analyze the volatility of the Bitcoin - US Dollar exchange rate. The index that I would like to investigate is the Bitcoin Market Price (BMP) ...
-1
votes
1answer
313 views

Converting time series returns into euro

I am trying to convert various series of returns into one currency (euro). I saw from aprevious post that soemone suggested using conversion factors, where would I find these? Also, given that the ...
-1
votes
1answer
335 views

where to get shares trading info [closed]

I have no idea about finances, trading and other things. But very interested in passive long term income. I've read many things about how cheap was microsoft, google, facebook shares in the past. ...