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by itchyouch
4078 days ago
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In regards to the law, one is the normal behavior of market makers submitting their quotes, then changing the prices when the market moves. The latter would constantly chase orders with cancels with only microseconds in-between them. The best firms can respond to a tick in under 10 microseconds, so bad behavior really can't stay on the book for more than 10s of microseconds. |
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