Forums  > Basics  > Broker Algo Logic  
Page 1 of 1
Display using:  


Total Posts: 4
Joined: Mar 2010
Posted: 2019-05-15 14:14
Can anyone point me to some resources to help understand a bit more about how broker algorithms/SOR's decide where to route orders?I guess the answer will be different depending on the objectives of the algo but I would have thought in the main brokers would attempt to cross internally before routing to dark venues and only using lit venues once other liquidity had been exhausted?

I remember reading a blog post about identifying algo's from market data which had a good section about routing logic but I can't seem to find it annoyingly

Previous Thread :: Next Thread 
Page 1 of 1