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It just clicked that all along, the Distruptor was right in front of us.
it wasn't until recent events dried up the emini volume to a point where 2,000
contracts could slice right through .
and we were like -- how come we aren't flash crashing here.
Because the Disruptor makes sure it doesn't let things get out of hand like in
those first days of it's existence.
Of course, there is another conclusion.. maybe the disruptor intended to cause
a big disruption that day.
I guess we'll never know. Unless of course, the SEC matches the seller of
eminis to these sequence numbers on 5/6 and 4/28 -- and we list a dozen seq
numbers for each day. |
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