Complete Text   I. Causes   II. Effects   III. Further Research   IV. Recommendations  

Shown Above - 05/06/2010 at 14:42:43.600 - Quote Saturation
Quote and Trade rates at 25ms intervals at the beginning of the drop. Multiply by 40 to get per second equivalents. Note that the 7,500 level appears to be the limit, or saturation point. Note also that the quote rate spikes high about 500ms before the massive surge in trades.

Shown Below - The same data for 04/28/2010 (note the similarities to 05/06/2010). More on 4/28/2010.


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