One interesting potential narrative to spin for the short squeeze is T+4: in cases of failure to deliver (T+3 is the settlement date) for naked shorting. It’s possible although unsubstantiated that shorts from 1/15 got slapped due to it on T+4 (1/22).
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wait what? the broker routes the order to the HFT firm who either execute it or send it on to the exchange? ...did I miss something?
then it would get filled either at the nbbo when the order was received, or better if there was price improvement
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That is true in theory but they are continually paying fines for filling way off the NBBO price. I have personally witnessed fills in the dark pool based on a price that did not hit the order book at all.
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Happens but it’s easy to track (hence the fines). Retail is the most protected group in financial markets. HFTs fall over themselves to trade with retail and even give them *better* pricing than the nbbo most of the time, this idea that they are front-running retail is insane.
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i mean.... i'm fairly certain I have entered spreads where I am the only one with that particular combination of options in 1 order in the country.
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so if I fat finger and accidentally type 1.2 instead of .12... I then get filled at 1.2
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