Questions tagged [trade]

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17 views

problem of FIX 4.4 protocol tag values adapting to FIX 4.2

I have this issue that in my system we use FIX 4.4 protocol, and the FIX messages have a tag 150=H, this translates to ExecType=Trade Cancel. When this message flows to another system in middle office,...
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15 views

In fix protocol, what's complianceId (tag 376) used for?

In one of my projects, I noticed it's saved into a database as a global_order_id, and that made me wonder if it's used as a unique identifier to follow a trade flow?
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54 views

How does most Forex options work? What is the most liquid or popular type of forex options?

For the "mainstream" forex options for example those (in the size of bn) posted on this site: https://www.forexlive.com/orders/!/fx-option-expiries-for-thursday-july-02-at-the-10am-ny-cut-...
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1answer
49 views

Trading inside/ outside the spread

Can anyone explain to me what trading inside/ outside the spread mean? And why are trades that occured outside the spread are to be considered anomalous? Thanks
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19 views

Intra-trade adverse price move

I've been given some quote and trade data in the aim of highlighting the adverse price move during metaorder durations (buy orders pushing prices upward and sell orders downward). I want to plot the ...
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1answer
81 views

Bonds are traded and settled at clean price or Dirty price? [closed]

Are Bonds are traded and settled at clean price or Dirty price ?
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1answer
50 views

Why was a buy position not closed at the seller's price?

I'm trying to understand how the trading of crypto-currencies work. I imagine it's not that different from standard currency (or asset) trading, so I ask in this site. Consider the crypto market ...
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1answer
148 views

Does a trade always change the mid-price?

I would like to ask: Let assume that the mid-price now is m0, then a trade happens and the new mid-price is m1. Is it possible ...
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2answers
167 views

Trading with Inflation, Unemployment, Trade Deficit Information

I am trying to create a model for inflation for trading purposes. In his book The Market: Practice and Policy S. Nickell presents a model that relates unemployment, inflation and trade deficit. His ...
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1answer
336 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. ...
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0answers
2k views

Carry Trade vs synthetic Carry Trade using forward contracts

When it comes to foreign exchange carry trade strategy, the definition is straightforward: an investor borrows 1 US-\$ in the US (low interest country) and invests that \$1 to AU (high interest ...
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2answers
242 views

Trade Count Time Series

Is historical information on the counts of trades in single stocks, futures, options etc. available somewhere for download or purchase? If not, which ways can you think of to gather it?
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1answer
7k views

Can someone explain what “Exotics Trade Capture” capture means in layman's terms?

I am trying to find out what Exotics Trade Capture entails. I can't find anything on Google that isn't a job posting, which is where I saw this term. Say you did this for a living, how would you ...
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9answers
10k views

Has spectrum analysis ever been used successfully to analyse historical price data?

Spectrum analysis is often used to analyse waveforms. A common configuration, for example, is to create a graph where X is time, Y is frequency, and the brightness of each position represents ...
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6answers
12k views

Option trading API other than Interactive Brokers

I'm looking for an options broker that provides an execution API. I'd like to ideally test on a papertrading version of it before connecting to a real execution engine. I know IB offers that, but they ...