2 ms·
Not sure I follow exactly what you're proposing. But it sounds like this was IEX's approach with their self-imposed speed bump.
by anonu 8y ago
Not sure I follow exactly what you're proposing. But it sounds like this was IEX's approach with their self-imposed speed bump.
- physguy1123 8y agoIEX's speed bump in the end simply allowed their special internal dpeg order type to pull slightly back when they saw adverse movements incoming, for many normal trades it's essentially an exchange that acts like it's a little farther away (longer latency) than it actually is with some dark order types which move weird.