The ticking history of the glass. - page 16

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TheXpert:

There are generally accepted terms. If you don't want to use them, that's up to you, but don't impose definitions from the local stock exchange as generally accepted.

It's not about the name (type) of the application at all, it's about the way Peter is reasoning...

The legs grew out of: "How a transaction direction flag is placed".

Added by

In general, the FORTS core does not give a damn which order arrived, because they all go to the Auction, where they are consolidated.

And only Quoted (limit, pending - call it as you like) orders are not removed if they are not executed with a full volume.

They go to the cup and form ASK/BID

 
Реter Konow:
Well, a spread of 0 means that the ask price is equal to the bid price. That is, there is no bargaining. Both orders are market orders. The buyer is interested in the same price as the seller. So one of them must sit in ward 6 or be consecrated a saint. ))

Why, these orders remain limit orders until they are reported or withdrawn. Their status cannot be changed by the exchange. And spread=0 happens. You just will not see it on a liquid market.
 
rjurip:

Why, those orders remain limit orders until they are cleared or withdrawn. The exchange cannot change their status. And spread=0 happens. You just won't see it in a liquid market.
You seem to understand the subject very well, so I will not argue. Yes, the spread cannot be 0 in a liquid market. And it is unlikely in an illiquid market. Simply because that is the nature of trading. Everyone is looking for the best price for themselves, both the seller and the buyer. Therefore, their price bids are different. As long as there are at least two counterparties, the bid and offer price will be different. And if there is only one counterparty in the market, the spread will be 0. But, on modern platforms, this cannot happen in principle, because markets are market makers, and they can act as counterparties with respect to themselves. Unlike other traders, it makes practical sense for them...
 
Реter Konow:
You seem to know the subject very well, so I won't argue. Yes, the spread cannot be 0 in a liquid market. Nor can it be in an illiquid market. Simply because that is the nature of trading. Everyone is looking for the best price for themselves, both the seller and the buyer. Therefore, their price bids are different. As long as there are at least two counterparties, the bid and offer price will be different. And if there is only one counterparty in the market, the spread will be 0. But, on modern platforms, this cannot happen in principle, because markets are market makers, and they can act as counterparties with respect to themselves. Unlike other traders, it makes practical sense for them...

You have answered the question yourself. Also, consider the algorithms of information in illiquid markets.
 
You guys are on fire!))
 
Dmitriy Skub:
You guys are on fire!))

Any topic that Peter goes into turns into a clusterfuck. It's an innate talent to hit a nerve with his interlocutors, so that they can't help but respond.

 
I didn't want to create a new topic, so I'll ask here.
When I install the terminal and make my first trade from the
I have been using the terminal for some time now, and I don't know what to do.
Sometimes I pressed "no" by mistake and subsequently had to
to open orders from toolbar.
Is it possible to restore the possibility to
to work with Quick Trader's Toolbar without reinstalling it?
 
Andrey Gladyshev:
I don't want to create a new topic, I'll ask here.
When I install the terminal and make my first trade from the
Trading in 1 click, I get a warning.
Sometimes I pressed "no" by mistake and subsequently had to
to open orders from toolbar.
Is it possible to restore the possibility to
to work with Quick Trader's Toolbar without reinstalling it?

In the settings, tick the "One-click trading" box.

 
Aleksey Vyazmikin:

In the settings, tick the "One-click trading" box.

Thank you)

 
Реter Konow:
You seem to know the subject very well, so I won't argue. Yes, the spread cannot be 0 in a liquid market. And it is unlikely in an illiquid market. Simply because that is the nature of trading. Everyone is looking for the best price for themselves, both the seller and the buyer. Therefore, their price bids are different. As long as there are at least two counterparties, the bid and offer price will be different. And if there is only one counterparty in the market, the spread will be 0. But, on modern platforms, this cannot happen in principle, because markets are market makers, and they can act as counterparties to themselves. Unlike other traders, it makes practical sense for them...

Everything happens. Here's a snapshot from the actual venues.

Here's the MICEX:


5/1 these are bids and sellers/buyers. The price is the same 107.6100


And here is Globex:


Also simultaneous seller's and buyer's bids at 1.18260

These are not glitches or photoshop. It does happen under certain conditions.

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