> Because “institutional” low-latency market makers trade 1 lot all the time.
That sentence alone tells me that you're a LARPer.
cope.
Equity options are sparse and have 1 order of 1 lot/qty per price. But usually empty. Too many prices and expiration dates.
US treasury bond cash futures (BrokerTec) are almost always 1 lot orders. Multiple orders per level though.
I could go on, but I’m busy as our team of 4’s algos are printing US$500k/hour today.
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> Because “institutional” low-latency market makers trade 1 lot all the time.
That sentence alone tells me that you're a LARPer.