Strange Days
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: |
06-08-2011 |
Strange
Days |
The NatGas Algo.
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06-07-2011 |
Strange
Days |
AT&T - Stub Quoting still occurs in broad
daylight.
|
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06-03-2011 |
Strange Days |
XEL.PR.G From $90.5 to $102.25 and back down
again in approx. 30 seconds...with some curious activity.
|
|
06-03-2011 |
Strange
Days |
BITA - From $6.9 to $0.09 in two seconds before
quickly recovering.
|
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05-26-2011 |
Strange
Days |
STBC - From $12.51 to $10.28 (an approx. 17%
drop) in three seconds before quickly recovering.
|
|
05-24-2011 |
Strange
Days |
ACOR - Approx. 11% lost in under 5 seconds
before recovering.
|
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05-19-2011 |
Strange
Days |
NKSH - $24.07 to $3.50 in under one
second.
|
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05-18-2011 |
Strange
Days |
BEE.PR.C - $28.8 to $2600.0 in two
seconds.
|
|
05-16-2011 |
Strange
Days |
Price Discovery?
|
|
05-13-2011 |
Strange
Days |
ESGR - From $102.00 to $0.01 (a penny) within 5
seconds.
|
|
05-12-2011 |
Strange
Days |
Citigroup and Dead Robots. A look at pre and
post split trading and quoting activity.
|
|
05-11-2011 |
Strange
Days |
RLJ - From $17.25 to $0.0001 on it's first
trading day.
|
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05-03-2011 |
Strange
Days |
AMBO - From $6.74 to $1.59 within a single
second.
|
| |
05-02-2011 |
Strange
Days |
50+ Stocks mispriced.
|
|
04-28-2011 |
Strange
Days |
Russell 2000 and related issues.
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04-25-2011 |
Strange
Days |
84 Stocks mispriced.
|
| |
03-29-2011 |
Strange
Days |
Unusual quote burst activity.
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Inquiries: pr@nanex.net
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