Nasdaq Feeds History to Algorithms
CYBER-TRADING TECHNOLOGIES
NEW YORK—The Nasdaq Stock Market last week launched a historical data service that includes data on hidden reserve orders for trading firms to use in the construction of equity trading algorithms.
The service, dubbed ModelView, is a Web-based download of historical data that shows reserve order size on a delayed basis. This enables users to build into algorithmic trading engines the ability to recognize when an order displayed on TotalView, Nasdaq's real-time market data feed, is indicative of a
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