finimej Posted July 12, 2009 Report Share Posted July 12, 2009 Must read: ECN traders. Level II volume is not what you see. Very often, we see large volum on the bid and ask side, but when you place your trade, the liquidity is not there, the volum disapread, you blame this on requote, off quote on your broker. It may not is what you think. Someone put the volume there to manuplate the market and disappear when you put your bid. please download this PDF and read. http://www.themistrading.com/article_files/0000/0348/Toxic_Equity_Trading_on_Wall_Street_12-17-08.pdf and then read this article. http://pragcap.com/must-read-the-real-force-behind-the-explosion-in-volume-and-volatility traderx4 and Capella 2 Quote Link to comment Share on other sites More sharing options...
William1713006271 Posted July 13, 2009 Report Share Posted July 13, 2009 Re: Must read: ECN traders. Level II volume is not what you see. Thank you Mam. Seems to be nice info. Quote Ore no Shinka Hikari yo Hayai. Zen Uchi o Nani no Mono Ore no Shinka Chuito Kore Nai. Ten no Michi yo Iki. Subete o Sukosadoru Otoko. Link to comment Share on other sites More sharing options...
copycat Posted July 13, 2009 Report Share Posted July 13, 2009 Re: Must read: ECN traders. Level II volume is not what you see. Hi Finimej, thanks for sharing. Invaluable information indeed. Don't we all wish have the ability of the AMM be able to "ping" first before pulling the trigger.. 100% success rate.. :) Quote Link to comment Share on other sites More sharing options...
traderx4 Posted April 23, 2011 Report Share Posted April 23, 2011 This is seriously Interesting and thought provoking read. many thanks for posting this. Quote Link to comment Share on other sites More sharing options...
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