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View Diary: "Incredibly Shrinking Liquidity" as Goldman Flushed Quant Trading (83 comments)

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  •  Getting other peoples' EXECUTION REPORTS (0+ / 0-)

    ..is the issue at hand.

    IoI's and Quote Requests, even Quotes, are not particularly valuable.

    The ER's or SWIFT messages before commit.

    Negotiation messages are point-to-point, not broadcast.

    I could discuss how Bloomberg does it, or several other general services, but that's outside of scope for this Diary.

    Angry White Males + DSM IV Personality Disorder delusionals + sane Pro-Lifers =EQ= The Base

    by vets74 on Wed Jul 08, 2009 at 05:40:29 AM PDT

    [ Parent ]

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