May 6'th 2010 Flash Crash Analysis
Continuing Developments
Our business is supplying a real-time data
feed comprising trade and quote data for all US equity, option, and
futures exchanges. We have archived this data since
2004 and have created and used numerous tools to help us sift through the
enormous dataset: approximately 2.5 trillion quotes and trades as of June 2010.
May 6th, had approximately 7.6 billion trade, quote, level 2, and depth
records.
Research
Nanex White Papers and Research.
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Strange Days
Daily Market Anomalies.
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News Media
Reporting on Nanex.
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Inquiries: pr@nanex.net
| This report and all material shown on this
website is published by Nanex, LLC and may not be reproduced, disseminated, or
distributed, in part or in whole, by any means, outside of the recipient's
organization without express written authorization from Nanex. It is a
violation of federal copyright law to reproduce all or part of this publication
or its contents by any means. This material does not constitute a solicitation
for the purchase or sale of any securities or investments. The opinions
expressed herein are based on publicly available information and are considered
reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT
with respect to this report. Any person using this material does so solely at
their own risk and Nanex and/or its employees shall be under no liability
whatsoever in any respect thereof. |
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Crop Circle of the Day Archives- We
continue to monitor the markets for evidence of Quote Stuffing and Strange
Sequences. (ongoing beginning 7-12-10)
Inquiries: pr@nanex.net
| This report and all material shown on this
website is published by Nanex, LLC and may not be reproduced, disseminated, or
distributed, in part or in whole, by any means, outside of the recipient's
organization without express written authorization from Nanex. It is a
violation of federal copyright law to reproduce all or part of this publication
or its contents by any means. This material does not constitute a solicitation
for the purchase or sale of any securities or investments. The opinions
expressed herein are based on publicly available information and are considered
reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT
with respect to this report. Any person using this material does so solely at
their own risk and Nanex and/or its employees shall be under no liability
whatsoever in any respect thereof. |
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