Nanex ~ 06-Sep-2012 ~ EDV 63,556 Quotes and 3 trades. Zero IQ Points
Words cannot describe how our regulators have failed to reign in High Frequency Trading Algos that are clearly running without safeguards. It's every machine for itself. We are back to square one. Caveat emptor for the investor and mundus vult decipi for the machines.
Exchange computers and networks process quote and trade data by assigning goups of symbols to a particular machine and network. This means that any symbol in the group with high message traffic will cause a delay in all messages (quotes and trades) for all symbols in its group.