Posted On: 07/03/2014 11:51:17 AM
Post# of 30034
Why is the NBBO on Schwab read .104 x .1059 and on td ameritrade it reads .1023 x .1029.
NBBO should not change between the exchanges maybe a slight delay but not a 10 min difference between the two reading diff tape. I know this goes more into micro structure and how he exchanges work but it also is when arbitrage takes between two different price feeds. Just asking if anyone has a clue. Haven't seen this before on a penny stock but have in the high flyers.
NBBO should not change between the exchanges maybe a slight delay but not a 10 min difference between the two reading diff tape. I know this goes more into micro structure and how he exchanges work but it also is when arbitrage takes between two different price feeds. Just asking if anyone has a clue. Haven't seen this before on a penny stock but have in the high flyers.
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