Dataset Groups Activity Stream Scaling of inefficiencies in the U.S. equity markets The dataset contains quote dislocations between the SIP National Best Bid and Offer (NBBO) and a synthetic BBO constructed from direct feeds. BibTex: @dataset{John_H_Ring_IV_and_Colin_M_Van_Oort_and_David_R_Dewhurst_and_Tyler_J_Gray_and_Christopher_M_Danforth_and_Brian_F_Tivnan_2024, abstract = {The dataset contains quote dislocations between the SIP National Best Bid and Offer (NBBO) and a synthetic BBO constructed from direct feeds.}, author = {John H. Ring IV and Colin M. Van Oort and David R. Dewhurst and Tyler J. Gray and Christopher M. Danforth and Brian F. Tivnan}, doi = {10.57702/ux5kx3p4}, institution = {No Organization}, keyword = {'NBBO', 'SIP', 'direct feeds', 'quote dislocations'}, month = {dec}, publisher = {TIB}, title = {Scaling of inefficiencies in the U.S. equity markets}, url = {https://service.tib.eu/ldmservice/dataset/scaling-of-ine-ciencies-in-the-u-s--equity-markets}, year = {2024} }
