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Are you from Citadel? Would you trust Wall Street to give you the best price on anything if there was no way to verify it? There is no way to reasonably know
by TheNanex 11y ago
Are you from Citadel?
Would you trust Wall Street to give you the best price on anything if there was no way to verify it?
There is no way to reasonably know if you are getting the best price (because they can change many times in the same second).
You are relying on the internalizer to give you the best of many possible prices. History says: "that's not going to happen"
- kasey_junk 11y agoJust as a heads up as you're new here, accusing someone of shilling is a pretty big no no. Full disclosure, I have in fact worked with your data and at an HFT in the past but have moved out of the industry, if you were going to ask.