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GeminiCroquettes

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GeminiCroquettes last won the day on December 11 2022

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  1. I would love to hear from Paras and see what he thinks. When I first made the post I had only seen them on AMZN, but since then I see them on just about every ticker I trade (blue chips) and on nearly every day. I agree all data is important, but the effect these orders have on the tape is really terrible. They will run in a constant stream like that for minutes at a time and all at the exact same price, and so if price is trading near to this price you get the effect Martin is talking about, and the tape will flash back and forth from above ask to below bid and it makes it impossible to tell what is actually happening. If I pause my recorded I would love to find a solution that doesn't eliminate data, but the removal of single shares has a minimal effect relative to the negatives that these orders bring. Also, these orders do show up in sim as well, so if anyone wants to see them these day's for sure have them: 8/22 -AMZN, 8/24 and 8/25 -NVDA, 10/25 -TSLA. Just watch the first 2-3 minutes on any day and you'll see them. +Here is a clip of TSLA on 10/25, the orders don't stop until 9:32:16. (Please excuse the video quality) TSLA 10-25 -Short clip.mp4
  2. I'm going to update this in case someone else sees these orders in the future and finds this post looking for answers. For anyone who trades the opening 5 minutes, these orders are a huge pain. They completely obscure the tape at times, and are sometimes multiple points away from the last trade price. After a very long and completely unhelpful exchange with a very unfriendly DAS support rep, I finally know what these are (I think). They are real orders that are being reported at the time they come through the tape, and by turning "exchange" on in the T/S settings you can see that all these orders were routed through FADF which is a apparently any one of a number of dark pools. So this is why they are coming in way outside of the spread, they were likely executed seconds or minutes earlier, and are only being reported at the time you see them on the tape. The solution to getting rid of them, so they don't ruin your ability to judge order flow, is to set T/S settings to only display transactions greater than one share.
  3. Hi, I was hoping someone might have experienced this before, or may have a better idea of what is going on. On two different days now shortly after open, AMZN has been displaying a constant stream of orders all at the same price, and very different from the "last price". I haven't noticed this on any other tickers so far. Here is around when the orders start And then around here they ended And then the same thing happened on the next day, for about the same amount of time. Does anyone know if this is a technical issue or are these trades actually taking place?
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