Nanex - Equity Quote Saturation Equity Quote Saturation Back to Table Of Contents CQS transmits on 12 multicast

Nanex - Equity Quote Saturation Equity Quote Saturation Back to Table Of Contents CQS transmits on 12 multicast

that CQS must be throttling traffic. The following 2 chart shows just how severe saturation became for multicast

21-2011 Flash Crash Revisited ~ Depth Charts of Order Books 12-20-2011 Feed Saturation Ratio on May 6

PMI report, the option market exploded setting new records in quote rates, saturation, and delays

ms interval for the past few months. There is overwhelming evidence that significant saturation is frequently occurring (hundreds

can be seen at bottom of the inset. I. Causes ~ Negative news + quote saturation + large (coordinated?) instantaneous sale

day at exactly 15:50:00, there appears to be a severe saturation event in UQDF

many HFT algorithms quote at rates exceeding 5,000 orders per second . VII. Other Omissions Quote Saturation The quote

increases to take up the difference. This is an indication of saturation. The chart

time a quote was generated, we would have known how dangerously close to saturation the SIPs