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Strategies & Market Trends : ajtj's Post-Lobotomy Market Charts and Thoughts -- Ignore unavailable to you. Want to Upgrade?

To: Qone0 who wrote (84911)	3/7/2024 3:58:37 PM
From: Sun Tzu	1 Recommendation Recommended By ajtj99 Respond to of 98082

In actuality almost nobody gets their data from the exchanges. There are data aggregators who act as intermediaries. And there is a fair bit of massaging that goes on before you see the data. For one thing, only 30% - 40% of trades actually goes through the exchanges. The majority is executed in-house or by the clearing houses such as Citadel. Those off exchange data need to be consolidated with each other and with that of the exchanges before they show up in your feed. If you are a HFT hedge fund, you will subscribe to several raw feeds and play arbitrage on millisecond (or shorter) timeframes. Other people get other levels, but suffice to say that by the time you and I get our data, we're lucky if a 5 second data is trustworthy. Anyways, I've had this type of talk with TV before that they will shrug and say that is what their provider fed them. Did you get anywhere with Ninja about your data issue?