4 ms·
From what I understand, they used to change volume slightly which they claim wouldn't negatively impact algorithms looking at historical data. Then, however, pe
by bkruse 11y ago
From what I understand, they used to change volume slightly which they claim wouldn't negatively impact algorithms looking at historical data. Then, however, people were using volume weighted average pricing (VWAP), which would eliminate that change. This is just theory now, but I believe they just add double trades, instead of fake trades are certain prices.