Why have subscriptions been banned on the grounds of "too high a yield" ? - page 58

 
ProstoTak:

OK, here's a question.

You write that you have dozens of suppliers.

Is it possible that in a European or American session, all suppliers suddenly stop delivering volume and only one supplier broadcasts a huge offer at the best price and keeps it for a long time?

If so, how can you explain it? And why do other suppliers stop providing their volumes?

I said there are only dozens of suppliers. We have only five so far, but the volumes come from only one supplier. Volumes come from all of them at the same price, on average, with a difference of several 5-digit percentage points.

If only one supplier is liquid, this only happens on a rollover.

 
ProstoTak:
Does your company investigate liquidity flows for inefficiencies and predict where the price will go after a lag time? Do you have any experience and people who do this?
No. We don't care where the price goes.
 
ProstoTak:

Does your company have clients who do high-frequency trading?

What approximate volume of trades do the top 3 clients generate on average?

What are their favourite symbols?

Yes, and let him give us their names, passwords, addresses and passports.

Aren't you tired?

 
Mischek:

Yes yes, and let him give us the names, passwords, addresses, passports, everything.

Aren't you tired?

don't bother with the commercials,

they're paid for the evening hours ))

 
ProstoTak:

Please explain the phenomenon (as you see it) in the EUR\USD market (Ask limits) which started at 18.37 UTC and is still going on (at 18.49 UTC) and who is absorbing it all from the market in such volumes (price stands on the market) ..... if it's no secret, which liquidity provider is doing this? You probably see where the liquidity comes from which channels?

How do you know if there is no T&S table, they just remove the limiters piece by piece.

 

to Rann:

How do you implement this point.

In the real market if I set Sell Limit lower than the best Ask, I narrow spread. At the same time I increase the liquidity "from above".

Then if someone wants to buy from the market and absorbs my limit and Ask price rises by some distance. (But the Bid price is slightly lower than my order at that moment.

as a result I am in the market to sell at the price which was in my order even without the Bid reaching my Sell Limit.

but this is from the mt4 reference

-Sell Limit - to sell when the future Bid price is equal to the set value. In this case the current price level is lower than the value of the set order. Usually such orders are placed in the expectation that the instrument price will start to fall once it reaches a certain level;

? how is your execution in your case. using the mt4 platform

 
ProstoTak:

Does your company have clients who do high-frequency trading?

What approximate volume of transactions do these top 3 clients generate on average?

It's still too early for us to boast about statistics.
 
olyakish:

to Rann:

How do you implement this point.

In the real market if I set Sell Limit lower than the best Ask, I narrow spread. At the same time I increase the liquidity "from above".

Then if someone wants to buy from the market and absorbs my limit and Ask price rises by some distance. (But the Bid price is slightly lower than my order at that moment.

as a result I am in the market to sell at the price which was in my order even without the Bid reaching my Sell Limit.

but this is from the mt4 reference

-Sell Limit - to sell when the future Bid price is equal to the set value. In this case the current price level is lower than the value of the set order. Usually such orders are placed in the expectation that the instrument price will start to fall once it reaches a certain level;

? how is the execution in your case. using the mt4 platform

In our case, we do not need to pay attention to what is written in the MT4 help. MT is only an interface, all the execution is in the ECN. It will be like you wrote. In fact in a counter market your Sell Limit will be executed on Asc.
 
papaklass:

It is a bit strange that no one from MetaQuotes has reacted to the incorrect handling of limiters in their platforms.

In the platforms, SellLimit orders are executed by Bid, while they should be executed by Ask; BuyLimit orders are executed by Ask, while they should be executed by Bid.

Any comments?

Why?

A SellLimit is a willingness to sell. Ask is also a desire to sell. Why do they have to be combined?

The best desire to buy is just Bid, that's what they pander to.

 
papaklass:

It is a bit strange that no one from MetaQuotes has reacted to the incorrect handling of limiters in their platforms.

In the platforms, SellLimit orders are executed by Bid, while they should be executed by Ask; BuyLimit orders are executed by Ask, while they should be executed by Bid.

Any comments?

How long have you known that this should be the case?