SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : The Final Frontier - Online Remote Trading -- Ignore unavailable to you. Want to Upgrade?


To: TFF who wrote (10531)9/24/2002 4:52:51 AM
From: YxY  Respond to of 12617
 
That is really bad news. That's a shame.This isld book was really an important issue for any QQQ trader as it was the way to know what was the real bid ask. the consolidated Naz bid ask on QQQ is bogus most of time because it incorporate bid/ask from MM who will not give an execution (besides may be 100 shares and then holding your order). Also it was useful to filter false tick. ARCA book might be an alternative but being less liquid it is less relevant. It is really penalizing the individual investor.

Also It will not be possible to build the isld book a posteriori from their historical data which is also a bad news for anyone wishing to design a trading system based on reliable data.



To: TFF who wrote (10531)9/24/2002 5:03:09 AM
From: YxY  Read Replies (1) | Respond to of 12617
 
For a week I don't manage to access the Yahoo economic calendar biz.yahoo.com is it down ? Does anyone know an alternate handy source ? TIA



To: TFF who wrote (10531)9/26/2002 11:50:14 AM
From: YxY  Respond to of 12617
 
QQQ volume traded through island has been decreasing since monday. If confirmed this would suggest that information provided by an exchange is as much important as execution.

Here are some numbers for QQQ volume over the last few days

Date/ISLD QQQ Volume/QQQ Market Volume (source DBC)
091802 32M 45M
091902 33M 56M
092002 30M 78M
092302 16M 72M -> isld book info removed starting here
092402 19M 91M
092502 21M 98M