M*******r
发帖数: 165 | 1 I am doing some research related to HFT, I have no industry exp so can only
rely on insiders:
What info from market during several handred ms an algo use for input?
I guess a HFT can only get info for book size, depth, transactions in last
few ms (price, size, type of order), right? Can they get other ppl's order
info?
Many thx! |
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