Questions tagged [exchange]
The exchange tag has no usage guidance.
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Notional Value of Worldwide ETD vs OTC Open Interest
I request assistance to find the Notional Value of Worldwide Open Interest of Exchange Traded Derivatives (ETD). As per this FIA link, the total open interest at the end of April 2024 was 1.33 billion ...
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GARCH-MIDAS model for forecasting volatility?
I had a problem when I just estimated the GARCH-MIDAS model on Eviews: I found only the MIDAS model. Can I estimate the GARCH(1,1) model and MIDAS separately, and then multiply them to have GARCH-...
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84
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Exchange redirecting order
I was reading about exchange to understand better how they execute my market-orders. So let's say I am sending a market order to buy one share of AAPL to NYSE.
When NYSE gets my order he looks at the ...
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Open interest when closing out a position [duplicate]
According to CME's definition of Open Interest, if Trader A is long 3 contracts, and decides to sell 1, then the open interest decreases by 1.
What I don't understand: if Trader A sells their contract,...
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Purpose of equity listing?
I have a simple question on US stock market: what is the purpose of listing a stock to a specific exchange given that it can be traded on multiple exchanges?
For example, apple stock (AAPL) is listed ...
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What happened when market status change from pre-market trading hours to standard trading hours?
Now we can place orders in pre-market trading hours, from 4 am to 9:30 am. And then we go into standard trading hours, 9:30 am to 4:30 pm. But I wonder then when will the Market Order Auction happen?
...
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Foreign equity call struck in domestic currency
I'm trying to get a solution for the foreign equity call struck in domestic currency, where the foreign equity in domestic currency is defined as $S=S^fX^\phi$ with $0<\phi<1$, instead of the ...
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Any crypto exchanges with one-cancel-others order type?
I have an Interactive Broker account to trade regular stocks. They have a One Cancel Others order type that allows me to put both a stop loss (SL) and take profit (TP) order on a single position.
Is ...
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What does it mean to cancel a NYSE OPG LIM order after open? Does the NYSE open auction not happen in an instant?
I've just placed a LIM OPG order for a NYSE-listed stock, waited until 09:31, and seeing it did not fill, I requested to cancel it (via the API) and, to my surprise, it was successfully canceled.
But ...
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Relationship between order size and spread for direct market order
Suppose that I am placing a market order directly in the order book of an exchange. For market orders, it seems quite clear that larger orders obtain larger spreads due to the fact that - without loss ...
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Complete formula for calculating forex pip value for XAUUSD with account funded in euros
I'm currently developping forex robot using Python API for Metatrader 5. Among different things, this robot places trades given by external signals (with price, SL and TP).
I use euro funded account, ...
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Dynamics of FX rate
I've see a couple of places where a FX rate, denoted $X$, such as EURUSD (quoted as "the number of USD needed to buy 1 EUR") is modeled with a diffusion process / Geometric Brownian Motion ...
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For options on futures why is there no discounting?
Apparently for options on futures there's no discounting. Why is that, how do we demonstrate that, and , I would have thought the rate of interest the exchange pays you on your margin would have ...
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Why a company can have one stock on NASDAQ and one stock on OTC?
ATRO is traded on NASDAQ.
https://finance.yahoo.com/quote/ATRO
ATROB is traded on OTC.
https://finance.yahoo.com/quote/ATROB
I don't understand why a company has one stock on NASDAQ and one stock on ...
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Exchange vs Order-Driven vs Quote -Driven
I have never understood the implications of a quote or order-driven market.
When I look up securities on google in a way to see their prices, is that price the price of the exchange? the price of a ...
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