Can there be more Bid than Ask in a tick? - page 7

New comment
 
-Alexey-:
I once asked a teacher a question - where does the oscillation for the initial start of a transistor auto-generator come from? A long time ago. He said that circuit noise initialises the oscillator unless a special start is applied. There could probably be a similar analogy here, i.e. it's possible that nothing should happen, just that an imperfect information system might cause a shift by one or more ticks.
OK - let's put it another way - there is a DC, it "posts" prices, so why does it change them. Clearly, there are some brokerage companies that use ticks of bigger brokerage companies where they are clients, but this is not about them, where do big brokerage companies get their prices?
 
Academic:2011.02.14 16:28 2011.02.14 16:28:21


...And if an order is for example one contract and its holder deletes it, there will be a tick to the next price with the order, without the fact of buying or selling. ...

...You see how many questions immediately come up if you accept that a tick is a change.

Sorry for the lateness, I was not able to write on the forum.

I want to bring you back to this post.

An assumption was made here after which the whole dialogue went haywire.

There is an important detail missing. The price change occurs in the tick. Bids that are in the put have a freeze directive. So you can't change the deletion or otherwise affect the request in the set. The market request is moved on the basis of the data that is already in the market cup. By moving the market maker moves the market price, and new bids enter the market. Thus, all further discussion of"what happens if I remove the request, how it will affect the movement of prices" is meaningless. If you can delete it, it does not matter. If it can, it means you will not be able to delete the order.

 
Urain: The price change takes place in the cup. Bids caught in the cup have the directive to freeze. You can not change or delete or otherwise influence on your order in the cup. The market market is moved on the basis of the data that is already in the market beaker. By moving the market maker moves the market price, and new bids enter the market. Thus, all further discussion of"what happens if I remove the request, how it will affect the movement of prices" is meaningless. If you can delete it, it does not matter. If it does, it means you will not be able to delete it.
You can and you should delete requests. You have to.
 
Academic:
Deleting applications is possible and necessary. What else could it be.
Only if they are outside the cup and as a consequence cannot influence pricing. Otherwise it will be a mess. None of the bots will be able to process the statistics that changes during the decision-making process. And it is no secret that the prices are moved by bots, on the basis of statistics of the cup. Each market maker may have its own bot logic. The purpose of the bot is to move the market to the most probable accumulation of opposite bids. And of course, the forecast horizon is several seconds. Therefore, the ticks have statistics of 1-2 pips, and only rarely the jumps reach more. Because for the bot's logic the most probable price is not far from the current one. And do not forget that the process is discrete. Move the price, get statistics, trade, decide on price movement based on remaining orders, end of cycle.
 

It's curious to hear such arguments. Ask can overlap bid and vice versa. I have seen this, but only on one occasion, before the opening of trading on the mfb. when you can place bids but cannot trade yet.

In the morning

 
Urain:
Only if they are outside the cup, and as a consequence cannot influence pricing.
Prove
 
Mischek:
Prove
Prove what? That the bot can't see outside the cup or that bids outside the cup have no effect on pricing?
 
Urain:
Prove what? That the bot doesn't see outside the market or that bids outside the market don't affect the pricing?
That an order cannot be withdrawn from the market because it is visible in the market
 
Mischek:
The fact that in the market an order that was previously set cannot be withdrawn due to its visibility in the market
No I can't. You have to believe it. Neither you nor I have access to the market maker's market stack, the brokerage company stacks are out of the question (it's a virtual machine).
 
Urain:
No I can't, I have to believe it. Neither you nor I have access to the Market Maker's market, we are not talking about the brokerage market (it's a virtual machine).
We are not talking about "accessible Forex". but about the market in principle.
12345678910
New comment