Manmaymay

joined 1 year ago
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10
Posting here for the bois banned from the Superstonk and GME: January 2021 citadel 605 report, orders executed with price improvement (column S) compared to covered shares (column H) seems sus (lemmy.whynotdrs.org)
 

Column A (1) The first field in a file shall be the code identifying the Participant that is acting as Designated Participant for the market center under Section VIII of the Plan. The Participant identification codes are as follows: Amex - "A"; BSE - "B"; CHX - "M"; CSE - "C"; NASD - "T"; NYSE - "N"; PCX - "P"; Phlx - "X".

Column B (2) The next field in a file shall be the code identifying the market center, as assigned by a Designated Participant pursuant to Section VIII of the Plan.

Column C (3) The next field in a file shall be the six-digit code identifying the date of the calendar month of trading for the market center report contained in the file ("yyyymm").

Column D (4) The next field in a file shall be the symbol assigned to an individual security under the national market system plan pursuant to which the consolidated best bid and offer for such security are disseminated on a current and continuous basis.

Column E (5) The next field in a file shall be the code for the one of the five types of order by which the Rule requires a market center to categorize its report. The order type codes are as follows: market orders - "11"; marketable limit orders - "12"; inside-the-quote limit orders - "13"; at-the-quote limit orders - "14"; near-the-quote limit orders - "15".

Column F (6) The next field in a file shall be the code for one of the four order size buckets by which the Rule requires a market center to categorize its report. The order size codes are as follows: 100-499 shares - "21"; 500-1999 shares - "22"; 2000-4999 shares - "23"; 5000 or more shares - "24".

Column G (7) The next field in a file shall be the number of covered orders, as specified in paragraph (b)(1)(i)(A) of the Rule.

Column H (8) The next field in a file shall be the cumulative number of shares of covered orders, as specified in paragraph (b)(1)(i)(B) of the Rule.

Column I (9) The next field in a file shall be the cumulative number of shares of covered orders cancelled prior to execution, as specified in paragraph (b)(1)(i)(C) of the Rule.

Column J (10) The next field in a file shall be the cumulative number of shares of covered orders executed at the receiving market center, as specified in paragraph (b)(1)(i)(D) of the Rule.

Column K (11) The next field in a file shall be the cumulative number of shares of covered orders executed at any other venue, as specified in paragraph (b)(1)(i)(E) of the Rule.

Column L (12) The next field in a file shall be the cumulative number of shares of covered orders executed from 0 to 9 seconds after the time of order receipt, as specified in paragraph (b)(1)(i)(F) of the Rule.

Column M (13) The next field in a file shall be the cumulative number of shares of covered orders executed from 10 to 29 seconds after the time of order receipt, as specified in paragraph (b)(1)(i)(G) of the Rule.

Column N (14) The next field in a file shall be the cumulative number of shares of covered orders executed from 30 to 59 seconds after the time of order receipt, as specified in paragraph (b)(1)(i)(H) of the Rule.

Column O (15) The next field in a file shall be the cumulative number of shares of covered orders executed from 60 to 299 seconds after the time of order receipt, as specified in paragraph (b)(1)(i)(I) of the Rule.

Column P (16) The next field in a file shall be the cumulative number of shares of covered orders executed from 5 minutes to 30 minutes after the time of order receipt, as specified in paragraph (b)(1)(i)(J) of the Rule.

Column Q (17) The next field in a file shall be the average realized spread for executions of covered orders, as specified in paragraph (b)(1)(i)(K) of the Rule. The amount shall be expressed in dollars and carried out to four decimal places.

Column R (18) The next field in a file shall be the average effective spread for executions of covered orders, as specified in paragraph (b)(1)(ii)(A) of the Rule. The amount shall be expressed in dollars and carried out to four decimal places.

Column S (19) The next field in a file shall be the cumulative number of shares of covered orders executed with price improvement, as specified in paragraph (b)(1)(ii)(B) of the Rule.

Column T (20) The next field in a file shall be, for shares executed with price improvement, the share-weighted average amount per share that prices were improved, as specified in paragraph (b)(1)(ii)(C) of the Rule. The amount shall be expressed in dollars and carried out to four decimal places.

Column U (21) The next field in a file shall be, for shares executed with price improvement, the share-weighted average period from the time of order receipt to the time of order execution, as specified in paragraph (b)(1)(ii)(D) of the Rule. The period shall be expressed in number of seconds and carried out to one decimal place.

Column V (22) The next field in a file shall be the cumulative number of shares of covered orders executed at the quote, as specified in paragraph (b)(1)(ii)(E) of the Rule.

Column W (23) The next field in a file shall be, for shares executed at the quote, the share-weighted average period of time from the time of order receipt to the time of order execution, as specified in paragraph (b)(1)(ii)(F) of the Rule. The period shall be expressed in number of seconds and carried out to one decimal place.

Column X (24) The next field in a file shall be the cumulative number of shares of covered orders executed outside the quote, as specified in paragraph (b)(1)(ii)(G) of the Rule.

Column Y (25) The next field in a file shall be, for shares executed outside the quote, the share-weighted average amount per share that prices were outside the quote, as specified in paragraph (b)(1)(ii)(H) of the Rule. The amount shall be expressed in dollars and carried out to four decimal places.

Column Z (26) The next field in a file shall be, for shares executed outside the quote, the share-weighted average period of time from the time of order receipt to the time of order execution, as specified in paragraph (b)(1)(ii)(I) of the Rule. The period shall be expressed in number of seconds and carried out to one decimal place. !<

data source: https://www.citadelsecurities.com/rule-605-606-statements/

Order Audit Trail System (OATS) in c/[email protected]
[โ€“] [email protected] 4 points 10 months ago

Records kept for 3 years? Hmm what's coming up to 3 years ๐Ÿค”

Computershared.Net update with Bloomberg Data - ETFs, MFs and Other Institutional Ownership in c/[email protected]
[โ€“] [email protected] 1 points 10 months ago

Where are these insider shares being pulled from? It's important to note awarded shares by the company are restricted shares not counted in outstanding shares. As per the people who viewed the ledger I did not see any of the insiders on the list (based off share counts/numbers on the ledger) despite the SEC form 3 and 4s saying they are direct ownership and they also added up higher than the "GameStop omnibus account"

I think only insider purchases of class A common stock will count towards locking the float as the outstanding shares only seem to be unrestricted stock.

But... Where exactly are insider restricted shares held if they aren't even on the ledger? Anyone have a archive link of the post about the people who viewed the ledger?

Request review of moderation actions? Removed for "calling out" users/mods/other subs in c/[email protected]
[โ€“] [email protected] 7 points 1 year ago

They really don't even understand their own rule, nothing was negative about him or the mods

You gotta hand it to Elon Musk: drop a bombshell announcement about Twitter rebranding to X, then climb onboard N628TS at Austin Texas 05:51 hrs UTC, fly to Genoa Italy. in c/[email protected]
[โ€“] [email protected] 18 points 1 year ago (1 children)

Sometimes I think he bought it to completely destroy it just to get back at some random Twitter user who made him mad a year ago

9
Since we can't talk about other tickers in most of the subreddits, CVNA and AMC (lemmy.whynotdrs.org)
 

What is everyone's thoughts on the pumps on both Carvana and AMC? I believe it relates because the short hedge funds are involved in them all and hurt no matter which one goes up.

My tinfoil is on thursday the funds needed to post more collateral for their huge CVNA short positions and needed to sell other stock for liquidity to post collateral increases which tanked the rest of the market that day. (assuming they did with sales cash instead of doing a collateralized loan)

These two pumps back to back cannot be good for their business

Sharing my ban message from Superstonk as well. Banned for brigading for a comment which wasn't on Superstonk - or even a GME subreddit. in c/[email protected]
[โ€“] [email protected] 13 points 1 year ago* (last edited 1 year ago)

Seems like what we saw with the first book vs plan fiasco of "operational efficiency" shares, then again during the heat lamp theory, and now that Gensler clarified book vs plan they are going extra crazy... Tinfoil me thinks the sub mods are plants and are ok with DRS because plan still allows them to fuck with the stock, but once people book in mass they are screwed.

If we hit resistance we know we're going the right way.

The shfs want us to stabilize the stock at ~20 and that's why the mods are so ok with receipt porn and such, there are critical price lines the shfs need to be between, too high and interest screws them, too high too fast and FTDs screw them, too low and the DRS count will skyrocket. As per the net short volume post yesterday they averaged shorts at the $20 range and they plan to keep it at that and wait us out and people give up so they can absolutely tank it with less risk