ES完美收场 休息一个月(wj注:若“肥手指”了 错价离谱时的相关“bust破坏”知识)

Discussion in 'Interactive Brokers(盈透)' started by rover2019, May 6, 2010.

  1. 关于此次报价出错的处理的跟进信息:
    周四晚间,来自美国主要交易所和美国证券交易委员会(SEC)的代表召开了一个紧急会议,检查多只股票是否存在错误交易的可能。Nasdaq OMX Group发表的一份声明显示,这些交易发生在美东时间下午2:40至3:00之间。官员在当日晚间说,2:40时任何比市场价格低了60%的交易都应该被取消。
     
  2. To all traders:
    Thu May 6 19:59:41 2010 EST

    TRADE CANCELLATION NOTICE


    IB has received notice from each of the NASDAQ, NYSE ARCA, BATS, DIRECT EDGE, ISE and NATIONAL STOCK EXCHANGE of their intent to cancel all trades executed between 14:40:00 and 15:00:00 which were executed at a price greater or less that 60% away from the consolidated last print in that security at 14:40:00 or prior. Each has also provided notification that this decision cannot be appealed. At this point we are awaiting information from these exchanges, as well as any other exchanges which may later provide notice of a similar decision, as to which stocks are affected and the break points at which the cancellations will take place.

    Once this information has been determined, IB will act to process any resultant position and cash changes to your account and will provide notification of this action via email and TWS bulletin. As such changes may adversely affect account equity and/or margin compliance, account holders are advised to monitor their accounts and manage their risk accordingly. Additional information will be posted as received to the System Status page which may be located by typing the keyword 'System Status' into the IB website search engine.
     
  3. 嘿嘿,也学我们327“耍赖”:D:p
     
  4. 如此说来:是不是OTC的外保,该赚的就赚了,该赔的就赔了?
    不管真相如何,昨晚,简直就是个“金融核弹”-
     
  5. 今天晚上美股会停盘处理昨晚的“错误”成交吗?:D:p
     
  6. 拭目以待--:D
     
  7. 你暗示,又是那个长络腮胡子、头缠白布、充满创意的人干的?
     
  8. 真是“充满创意的人干的” :D ---这次,真不知有多少人喜来多少人忧!
     
  9. 这次真是让大家见识了止损盘的威力
     
  10. 深刻学习
     
  11. 无法理解外汇ecn交易会被bust!
    公平市场价格?就是银行间ecn报价标准啊(最高标准就是EBS、路透平台了)!
    ecn方式一旦成交,肯定有买、卖双方当事人(broker没有参与接盘),哪能反悔的,除非时光倒流!
    1~2% or 0.5%偏差?1%相当于100~150点!在行情剧烈时候交易肯定滑点很厉害(数秒之差就能决定大盈还是大亏),像周四晚1分钟有大于100点波动,这一分钟的交易都有可能bust吗!?
    有真实bust案例吗,有人能现身说法吗?
     
  12. 交易所交易的期货品种不更严格么?一样有bust政策啊。因此这是可以理解的。
    打个也许不够恰当的比喻吧,就像长途大巴或地铁里的钢化玻璃旁边那个备用的小铁锤及紧急制动阀一样。大多数人一辈子都没机会使用过一次,用来敲碎玻璃逃生。但是提醒大家,脑子里知道有这么一个红色小锤子还是有必要的。
    所以,实际情况中,很少有人第一时间就打电话报告要求bust the trade,所以案例极少。
     
  13. CNBC的新闻分析片段:现在都high frequency trading,以毫秒级的速度处理交易,但是大家都疑问为何过去了这么多小时还没见调查出来啥结果呢。新闻解释说,在2:40-3:00的那20分钟里,共有200多万页的pages需要review.
     
  14. 据CCTV-2报道,对于“由于花旗交易下单失误”之说,似乎并没有得到花旗的确认。
     
  15. 從一開始偶就不信什么「胖手指」之說,现在華爾街又把屎盆扣在黑天鵝鼻祖塔利布頭上了~

    一单交易引发美股崩盘“黑天鹅时刻”?
    http://cn.wsj.com/gb/20100511/stk121006.asp
     
  16. 哈哈,现在有趣了谁都在说不是我干的。
    那天暴跌的原因大概只有天晓得了
     
  17. 曾经似乎还有个xx秘密圆桌会议-:)
     
  18. 已经调查出来了那个在20分钟内抛售小标普ES七万5千手的基金了,占当时段成交量的9%:
    道指暴跌调查曝光 “魏德尔”狂抛电子迷你期货
    http://news.hexun.com/2010-05-18/123725640.html
     
  19. 有关此公司的背景资料收集如下:
    Waddell & Reed Financial Inc. (WDR)
    公司网页:http://www.waddell.com
    雅虎图表(代码WDR):http://finance.yahoo.com/echarts?s=...=on;ohlcvalues=0;logscale=on;source=undefined
    The New York Times Business描述:
    http://topics.nytimes.com/topics/news/business/companies/waddell-and-reed-financial-inc/index.html
    在美国的海友,可以看看他们在招什么人,推荐有兴趣的海友打入其内部?
    http://www.waddell.com/jsp/index.js...=0&supersub=0&pagetitle=Careers&wdrid=waddell

    预计,明天关于此事件的纸媒新闻也许就铺天盖地了。股指期货可以不参与,但它肯定会影响股票市场的。这是例证?
     
  20. 扑朔迷离-;是谁似乎已经不重要了.