Support Board

Date/Time: Fri, 03 May 2024 22:35:05 +0000

Post From: Version 1047: Millisecond time stamping

[2013-11-29 12:41:00] Link To Thread - Link To Post [Go To First Post]
Hendrixon - Posts: 130
TastyRisk, of course there are many trades who get the same time stamp. I don't know why SC think it is abnormal when it is normal, since any firm that trades size is trying to mask their activity and one of the ways is to break up a big lot to plenty of small lots with various sizes. Its easy to track institute traders when lots are big, but much harder when they break orders to small bits and flood the tape. Many "tape traders" use tools that try to "reconstruct the tape" and expose those masked big lots, but its not that easy because you need to establish rules to exclude big splashes of orders who are simply triggered stops, who may look like a "masked big lot" from an aggressor. So yea, there can never be a situation that every single trade match has a unique time stamp, not even in picoseconds... Date Time Of Last Edit: 2013-11-29 12:41:27