US senator calls for 'flash' orders ban

US Senator Charles Schumer has called on the Securities and Exchanges Commission (SEC) to ban "flash" trades, where users are given an advanced peek at unfilled orders ahead of the wider market.

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US senator calls for 'flash' orders ban

Editorial

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Offered by Nasdaq OMX, Direct Edge ECN and Bats Exchange, the flash orders allow members who pay a fee to see buy and sell order information for milliseconds before they go to the wider market.

Critics say this creates a two-tier system, giving an unfair advantage to high-frequency traders with fast, powerful computer systems that can take advantage of the information quickly.

Nyse Euronext has hit out at its competitors over the issue, recently sending a letter to the SEC saying that the delay in shipping orders flies in the face of Reg NMS which was introduced to guarantee best execution at the best price as soon as orders became available.

Schumer has now sent a letter to SEC chairman, Mary Schapiro asking for the practice to be banned, warning that if it is not he will introduce legislation on the matter.

Says the letter: "This kind of unfair access seriously compromises the integrity of our markets and creates a two-tiered system, where a privileged group of insiders receives preferential treatment. If allowed to continue, these practices will undermine the confidence of ordinary investors, and drive them away from our capital markets."

However, Direct Edge chief executive William O'Brien, told the Financial Times that if flash orders are banned, liquidity will be driven away from exchanges, creating a two-tier market.

Flash orders often go to dark pools, which themselves are currently under scrutiny from Schapiro, who warned last month that regulation may be necessary amid concerns about the risks they pose to market transparency and integrity.

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Comments: (1)

Ali Pichvai

Ali Pichvai CEO at Quod Financial

"I agree with Senator Schumer in that flash orders create a privileged client category which gets first right of access to the liquidity. The current debate reveals the level of competition between the incumbents and new market players. Liquidity fragmentation has continued to increase even in these uncertain times, and the viability of any venue is determined by how much success it has in attracting and retaining the liquidity.
The need to obtain transparency across the different venues is key to the long term health of the market place. Venues are now facing a new set of adaptive technologies, utilised by brokers/intermediaries and by the investor community, for real time decision making and seeking liquidity. The flash order approach is a tactic to attract order flow into a venue and retain that order flow. However, such an approach may trap flow within the venue. The use of adaptive algorithms obviates this by ensuring keeping a view on all markets and moving out of the flash order if an order is not filled and an alternate market is available.
Senator Schummer must also recognize that these broker and buy-side adaptive smart order routers are able to deal with these new venue offerings without reducing the transparency level."

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