3 ms·
I never realised the NBBO could cross because of HFT. (Technically a market type order is required to prevent this, but the quote stuffing lags price) Definitel
by neximo4 11y ago
I never realised the NBBO could cross because of HFT. (Technically a market type order is required to prevent this, but the quote stuffing lags price) Definitely seems wrong.