Flash crash panel calls for HFT curbs

High-frequency traders could be charged fees for the disproportionate amount of orders they send under recommendations from a panel set up in the wake of last May's flash crash.

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Flash crash panel calls for HFT curbs

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The eight-member joint CFTC-SEC advisory committee on emerging regulatory issues has laid out 14 recommendation designed to improve oversight of US markets in the electronic age.

According to Reuters, the suggestions include fees for participants that exceed a specified level of order cancellations relative to executions; a move that will hit HFT players.

The panel also floats the idea of forcing banks, hedge funds and others that trade stocks outside of the transparent exchanges to provide a minimum level of price improvement.

Meanwhile, the single stock circuit breakers introduced by the SEC after the crash were backed but should be expanded to more stocks and a limit up/limit down rule should be introduced so trading can carry on within narrow price band.

The committee also gave its approval to the SEC's move to ban "stub quotes," and naked access, where HFT traders gain access to a broker's computer code to trade without any pre-trade checks.

Flash crash panel calls for market overhaul - Reuters

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