Algo Trading: BSE forum asks Sebi for more time
Alok Churiwala, vice-chairman of BSE Brokers Forum said that the steering committee looking into the matter was divided on the issue and has requested a weeks time further to deliberate the issue at the board level of the Forum.
BSE Brokers Forum (BBF) has asked Securities and Exchange Board of India (Sebi) for more time to deliberate on the concept paper floated by the regulator on algorithmic trading.
Alok Churiwala, vice-chairman of BSE Brokers Forum said that the steering committee looking into the matter was divided on the issue and has requested a week’s time further to deliberate the issue at the board level of the Forum. He said, “There are two sets of people one, who is using this facility and the large majority who are not using these facilities."
"Some don’t even know what this animal is," he said.
The regulator said that it is examining various options to bring in market quality, integrity and fairness in this segment of trading.
The BBF has conducted an international survey, which was not encouraging and neither in favour of any restrictive rules or throttles being placed on such algo/HFT/colo trades, it said in a statement.
"Despite this, if Sebi has suggested these changes there may be, in its wisdom, some merit in the Indian context. Hence, we intend to once again debate this very significant and far reaching issue at our full-fledged board of 24 members later this week, before submitting our conclusions to the regulator as this issue may threatens to have immense impact on the future of the capital markets of this country," Churiwala said.
Among the norms proposed, Sebi plans to make Indian exchanges take order from co-located servers.
As per the mechanism, separate queues and order-validation mechanism would be maintained for co-located orders and non-colocated orders. Orders from queues will be taken up in the order-book in round-robin fashion.
Currently, more than 80% of the orders placed on most of the exchange traded products are generated by algorithms and such orders contribute to approximately 40% of the trades on the exchanges.
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