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Are there not feeds that already collect this data? I was just listening to a podcast that described something similar from Nanex called NxCore.
by rboyd 10y ago
Are there not feeds that already collect this data? I was just listening to a podcast that described something similar from Nanex called NxCore.
- usefulcat 10y agoExisting market data doesn't include info like the actual names of the firms/individuals behind each order. From the article it sounds like they might be including (or proposing to include) that level of detail. For anyone doing trading, or considering it, it would be immensely useful if you knew which orders were from the same firm, even if you didn't know the real names.