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Major Exchange Admits High Speed Traders Are Exploiting A Loophole In Their Computer Systems
From WSJ:
Firms can use their early looks at CME trading data in several ways. One strategy is to post buy and sell orders a few pennies from where the market is trading and wait until one of the orders is executed. If crude oil is selling for $90 on the CME, a firm might post an order to sell one contract for $90.03 and a buy order for $89.97.
If the sell order suddenly hits, the firm’s computers detect that oil prices have swung higher. Those computers can instantly buy more of the same contract before other traders are even aware of the first move.
Firms can also capitalize on that early information by buying a related product on another exchange before other traders know of a market shift. For example, it takes about 200 microseconds for trades to get from CME’s Aurora, Ill., data center to the computers of IntercontinentalExchange Inc. ICE +3.61% about 33 miles away. A microsecond is one-millionth of a second.


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