Julien Bourneuf

Execution Trader in the US. Views are my own and do not represent any organizations I am affiliated to. RTs not an endorsement.

[zerohedge @zerohedge]

THIRD POINT, PERSHING SQUARE SELL STAKES IN IEX: WSJ

[Eric Scott Hunsader @nanexllc]

Last Thursday smashed all records for the amount of financial data in a day. On that day, we collected/processed 52 Billion stock, option and futures quotes/trades -- 3 terabytes (3,000 GB) of data! Our NxCore technology compressed that down to ~175GB

[Aquis Exchange @Aquis_Exchange]

RECORD DAY - Aquis finished the day over 4% pan-European market share of continuous trading and over €1.5 billion traded. #bestexecution

[Plato Partnership @PlatoMarkets]

.@tradeturquoise Lit Auctions™ total value traded hit another new high in July of €1.25bn https://t.co/D8aKYBKblx

[ITG @ITGinc]

Trading into the close: what is the MOC impact of different volatility environments? Ask your ITG rep for a copy of our latest paper

[Plato Partnership @PlatoMarkets]

June was another record month, with Turquoise Plato Block Discovery's biggest ever trade and €1.22bn traded through Turquoise Lit Auctions @tradeturquoise https://t.co/D8aKYBKblx

[Alexandre “Sniper” Laumonier @SniperInMahwah]

New blog post [with the link]:

“Shortwave Trading | Part II | FAQ and other Chicago area sites” by @bobvan: https://t.co/bhb7XgOVkA

With a post-scriptum including amazing maps & dedicated to the China cat.

[ITG @ITGinc]

VWAP algo trading costs spike dramatically during high-volatility periods - so why are some traders still drawn to them? ITG's Erin Stanton takes a look: https://t.co/hzZ9tnuLUc

[The TRADE News @theTRADEnews]

Dark pool trading halved, LIS activity stagnant as MiFID II DVCs take effect https://t.co/snYTIuiGn9

[Julien Bourneuf @cyberjubo]

Fidessa Launches MiFID II Block Service #MifidII #DarkPools https://t.co/sjfw0xyuvg

[ITG @ITGinc]

#MiFIDII dark pool caps start today. Duncan Higgins tells @shannybasar how ITG readied our algos and POSIT Alert block crossing network for the changes. Via @marketsmedia https://t.co/RG1o8YCQ3e

[Eric Scott Hunsader @nanexllc]

That was a big puke. 4443 S&P500 futures contracts cleared 13 ticks (3.25) $ES_F $SPY

[Joe Saluzzi @JoeSaluzzi]

66% of NYSE-listed orders on @RobinhoodApp in 4Q17 were sold to Citadel who paid Robinhood $0.0024 per share to direct order flow to them. #PaymentForOrderFlow https://t.co/t2WaKtQRv6

[Eric Scott Hunsader @nanexllc]

S&P500 futures set a new record for total $Volume this week $ES_F $SPY

[Christophe Barraud 🇫🇷 🇲🇨 @C_Barraud]

I ended the year ranked as Bloomberg’s:

🏆 Top forecaster of the 🇺🇸 Economy for the 6th year in a row

🏆 Top forecaster of the 🇪🇺 Economy for the 3th year in a row

🏆 Top forecaster of the 🇨🇳 Economy for the first time.

[Hayley McDowell @hayley_mcdowell]

.@ITGinc POSIT hits block trading record https://t.co/hx2cXpbvTO @theTRADEnews

[Joe Saluzzi @JoeSaluzzi]

A dark pool for crypto trading. Yah, just what we needed. >>.Republic Protocol Announces Crypto Dark Pool | Traders News https://t.co/mlQJfjfI3G

[Richard Johnson @_richjohnson]

@GreenwichAssoc @markets Nothing new about 'ping pools'... I called them internalization engines last year in a description of the hierarchy of dark pools:

[Julien Bourneuf @cyberjubo]

#LIS #DarkPools #MiFIDII https://t.co/ry3kQ9v5VQ

[Trade Turquoise @tradeturquoise]

A new record for Turquoise Plato Block Discovery™ yesterday, up 17% on previous high set at the end of October. Thank you to our customers!

[Julien Bourneuf @cyberjubo]

#DarkPools #MiFIDII https://t.co/qcNgk2G8Zb

[ESMA - EU Securities Markets Regulator 🇪🇺 @ESMAComms]

ESMA delays publication of double volume cap calculations under #MiFIDII #MiFIR as current quality and completeness of data does not allow for a sufficiently meaningful and comprehensive publication of DVC calculations https://t.co/7hOY6jCCCY