Re:High-Speed Trading Firm Deleted Some Code by Accident
by osi on Friday October 02, 2015 @08:48AM
(#10318106)
There's a specific incantation required to send the routed ISO orders via BATS as mentioned in the article. I can see how a refactoring might accidentally change that.
With that said, libraries that send orders to exchanges are required by the exchanges to be certified against their expected behaviors. If you want to send routed ISO orders, you have to test that with them. When making changes to said libraries, it can often be good to re-certify to ensure things are still working as expected.
With that said, libraries that send orders to exchanges are required by the exchanges to be certified against their expected behaviors. If you want to send routed ISO orders, you have to test that with them. When making changes to said libraries, it can often be good to re-certify to ensure things are still working as expected.