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Ongoing Research - Market Events and Phenomena

Our business is supplying a real-time data service 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: over 5 trillion quotes and trades as of March 2013. The flash crash (May 6, 2010) had approximately 7.6 billion trade, quote, and depth records.