Thanks. I wonder if they stop spoofing the order book maybe JBT will
get better results now?
On 10/1/2010 4:10 PM, nonlinear5 wrote:
Yesterday, the SEC released the May 6 Flash Crash report. It's a 100+
page document, and there are references to limit order book and market
depth all over the place, so I thought this would be good reading for
the JBT users: http://sec.gov/news/studies/2010/marketevents-report.pdf
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