Us Equities, Algorithmic Trading, AWS, Microstructure, Latency.
price changes, we can avoid the speed race during these milliseconds. Ok, how about some direct Proof stats. Of the roughly 650,000 orders that we sent to the venues in 2021, only about 0.5% of orders experienced an NBBO price change while the order was in flight (that’s 1 in ~200 orders). And note