Nanex Research

Nanex - 2,875 Research Pages

Charts, Animations, Videos, Music, Data and more on Market Events

Updated: 15-July-2014

For timely updates to new findings well before they make this list, follow @nanexllc on twitter


July 2014

15-Jul-2014 ~ Perfect Pilfering

01-Jul-2014 ~ The Odd Lot Bot

June 2014

27-Jun-2014 ~ Russell's Jolt
27-Jun-2014 ~ 143 Stocks Move 2% in Seconds

26-Jun-2014 ~ The Yen Events
26-Jun-2014 ~ All Bite, No Barc

18-Jun-2014 ~ Flash Crash Short Sale

16-Jun-2014 ~ Schwab Swoons 5%

13-Jun-2014 ~ Liquidity Vacuum Before 9:55 News

12-Jun-2014 ~ Reexamining HFT's Role in the Flash Crash

05-Jun-2014 ~ Currency Art
05-Jun-2014 ~ Euro Mini Halts on ECB News
05-Jun-2014 ~ Fact Checking The SEC

04-Jun-2014 ~ ECB Interest Rate Meeting
04-Jun-2014 ~ Economically Insignificant Price Improvement 2

02-Jun-2014 ~ Information Asymmetry
02-Jun-2014 ~ FINRA Dark Pool Statistics

May 2014

30-May-2014 ~ Time Warner Double Dips
30-May-2014 ~ Trading Frenzies at Market Close

29-May-2014 ~ Record Options Open
29-May-2014 ~ Bunds, Bobls, and Schatz
29-May-2014 ~ Treasury Futures Running on Empty

28-May-2014 ~ Extreme Gold Activity

26-May-2014 ~ HFT Roller Coaster Algo Runs in After Hours Gold

23-May-2014 ~ Manipulating Gold

20-May-2014 ~ LILD Halts on the Rise
20-May-2014 ~ Nanex Discoveries Lead to Policy Changes

19-May-2014 ~ Ten Trading Halts in 1 Stock

15-May-2014 ~ Natural Gas Oscillations

14-May-2014 ~ Large Treasury Futures Orders

13-May-2014 ~ 15:49:41 Flash Crash Event
13-May-2014 ~ NYSE Bandwidth Utilization

06-May-2014 ~ Relentless Options

02-May-2014 ~ Treasury Futures Halt or Overload

01-May-2014 ~ Silver Futures Halt

April 2014

29-Apr-2014 ~ Retail Trade Metrics

25-Apr-2014 ~ Pricing Amazon

23-Apr-2014 ~ Russian Activity
23-Apr-2014 ~ Twitterfall Revisited

22-Apr-2014 ~ NBBO Misfiring

21-Apr-2014 ~ CORN Flakes 8%
21-Apr-2014 ~ 21 Mini Flash Crashes
21-Apr-2014 ~ Palladium Double Halt

16-Apr-2014 ~ Swiss Franc Liquidity

15-Apr-2014 ~ CBOE Option Quotes Overload
15-Apr-2014 ~ Banned Quotes in Face Book
15-Apr-2014 ~ SPY Quotes Per Trade
15-Apr-2014 ~ Gold Futures 10 Second Halt

09-Apr-2014 ~ Economically Insignificant Price Improvement

04-Apr-2014 ~ Direct vs SIP Data Feed
04-Apr-2014 ~ Nasdaq Stock Mini Flash Crash
04-Apr-2014 ~ Extreme Liquidity Evaporation During 8:30 News
04-Apr-2014 ~ Treasury Futures Halt

01-Apr-2014 ~ Refuting HFT Claims
01-Apr-2014 ~ DWRE

March 2014

31-Mar-2014 ~ SEC Loves HFT
31-Mar-2014 ~ The Cost of HFT

21-Mar-2014 ~ March Expiration Games
21-Mar-2014 ~ A Record Setter
21-Mar-2014 ~ 1/10 of a Second in QQQ

18-Mar-2014 ~ FTSE Rockets 1.3% and back in 1 Second

14-Mar-2014 ~ eMini's Prepare for UMich
14-Mar-2014 ~ That's How We Roll

13-Mar-2014 ~ Dark Pools Are Winning

11-Mar-2014 ~ $10 Trades in PLUG

07-Mar-2014 ~ Panther Gold

06-Mar-2014 ~ Exiting Crude Oil
06-Mar-2014 ~ Clarence Beeks and Soybeans

03-Mar-2014 ~ eMini Liquidity Alert

February 2014

27-Feb-2014 ~ Natrual Gas Quote Spreads

26-Feb-2014 ~ Locking the Market

24-Feb-2014 ~ Changing Time-stamps

20-Feb-2014 ~ The Value of an HFT Quote

19-Feb-2014 ~ Revisiting the DAX Crash

14-Feb-2014 ~ LULD Ricochet
14-Feb-2014 ~ Dark Pool Trade Blast

13-Feb-2014 ~ HFT Quote Spammer Redux
13-Feb-2014 ~ Time Warner Buyout

12-Feb-2014 ~ Bad HFT Algo Blasts 2.5 Million Bogus Orders

11-Feb-2014 ~ OTC Stocks- Where the Action Went

10-Feb-2014 ~ The New Normal
10-Feb-2014 ~ Market Open Mystery

07-Feb-2014 ~ Apple Quote Halt
07-Feb-2014 ~ Employment Numbers Chaos

06-Feb-2014 ~ DAX Crash and Burn
06-Feb-2014 ~ Bipolar Fat Fingers in Carlyle Group

04-Feb-2014 ~ HFT Liquidity Waves

03-Feb-2014 ~ Large Buy Orders Appear

01-Feb-2014 ~ What did they know, and when did they know it?

January 2014

31-Jan-2014 ~ Lobbyists, Lies, and HFT

30-Jan-2014 ~ HSBC
30-Jan-2014 ~ Chaos at 1/1000th of a Second

29-Jan-2014 ~ Sub-Penny Update
29-Jan-2014 ~ Low Liquidity Warning

28-Jan-2014 ~ Dark Pool Echo Curves
28-Jan-2014 ~ It's About Time
28-Jan-2014 ~ Mini Flash Crashes On The Rise

27-Jan-2014 ~ Un-Clearly Erroneous

24-Jan-2014 ~ Quote Spread: 1 Cent or 1 Percent?

23-Jan-2014 ~ Implausible Denial
23-Jan-2014 ~ The Millisecond Gold Reversal

21-Jan-2014 ~ HFT Liquidity
21-Jan-2014 ~ Flickering Quote Credits

16-Jan-2014 ~ Dark Pool Share at Record High

15-Jan-2014 ~ Salesforce.com's 1.3 Billion Rise and Fall

14-Jan-2014 ~ Dark Pools Ruled 2013

10-Jan-2014 ~ Treasuries Halted During Employment Release
10-Jan-2014 ~ All the Things

08-Jan-2014 ~ Exaggerated Prices Moves around News Events

07-Jan-2014 ~ Facebook Liquidity
07-Jan-2014 ~ The Most Valuable Stock in the World
07-Jan-2014 ~ Coach Flash Crash

06-Jan-2014 ~ Normalizing Deviant Behavior
06-Jan-2014 ~ First Gold Halt of 2014

03-Jan-2014 ~ Diabolical Manipulation in AutoZone (AZ0)

December 2013

23-Dec-2013 ~ Animation of Treasury Futures
23-Dec-2013 ~ Wild Wild Treasuries

20-Dec-2013 ~ Fantaseconds
20-Dec-2013 ~ Happy Holidays From Nanex
20-Dec-2013 ~ My Last Date With Bernanke
20-Dec-2013 ~ LULD Snafu in ARIA

19-Dec-2013 ~ FOMC Fallout
19-Dec-2013 ~ Throttling Gold Sales
16-Dec-2013 ~ Eurostoxx 2 Hour Halt
16-Dec-2013 ~ Extreme Futures Quoting

13-Dec-2013 ~ Direct Edge Crossing

12-Dec-2013 ~ Invisible Trading

10-Dec-2013 ~ Adding Liquidity
10-Dec-2013 ~ Gold Futures Halted after Sudden $10 Rally

09-Dec-2013 ~ Odd Lots

06-Dec-2013 ~ Prescient Gold
06-Dec-2013 ~ Direct Edge Fortune Telling

November 2013

29-Nov-2013 ~ Excessive Order Modifications
27-Nov-2013 ~ ISO Trades
25-Nov-2013 ~ Gold Futures Halted after Sudden $10 Drop - Redux
21-Nov-2013 ~ Forex at 11AM Eastern- London Calling
20-Nov-2013 ~ Gold Futures Halted Sudden $10 Drop
20-Nov-2013 ~ Abandoning The Dollar
19-Nov-2013 ~ Fifth Third Bancorp's Wild Oscillations
19-Nov-2013 ~ High Frequency Poppycock
18-Nov-2013 ~ FOREX at 4pm London
15-Nov-2013 ~ Pfizer Overdoses on HFT
11-Nov-2013 ~ HFT Algo Gone Wild in Nasdaq Futures
11-Nov-2013 ~ ECB Rate Announcement
08-Nov-2013 ~ Treasury Futures Halted (Again)
08-Nov-2013 ~ HFT Colloquium
08-Nov-2013 ~ NPBC
07-Nov-2013 ~ Twitter 3D Price Sequencer
07-Nov-2013 ~ Twitter IPO
07-Nov-2013 ~ The Dollar's Unstable Liquidity
06-Nov-2013 ~ Dollar Futures Spooked
05-Nov-2013 ~ MAT
05-Nov-2013 ~ $100 Billion Stock Spreads
05-Nov-2013 ~ I'd Like to Sell 20,000 Natural Gas Futures
05-Nov-2013 ~ TYC
01-Nov-2013 ~ ISBC

October 2013

30-Oct-2013 ~ FOMC Meeting Announcement
30-Oct-2013 ~ ISE Option Outage
28-Oct-2013 ~ Fed News Gets an Internet Kill Switch
25-Oct-2013 ~ Spiked Gold
25-Oct-2013 ~ FULT
24-Oct-2013 ~ HTLD
23-Oct-2013 ~ HBAN
23-Oct-2013 ~ Options: Bad Taste, More Filling
23-Oct-2013 ~ KNM
22-Oct-2013 ~ Nasdaq 100 Panthers?
22-Oct-2013 ~ Jobs After the Shutdown
21-Oct-2013 ~ It's Getting Darker
19-Oct-2013 ~ Trillions
18-Oct-2013 ~ Is Quote Spam Abating?
18-Oct-2013 ~ CI
17-Oct-2013 ~ Walmart Stock Collapse
17-Oct-2013 ~ Is it Real, or is it HFT
17-Oct-2013 ~ Give me all your Gold, Now!
17-Oct-2013 ~ WMT
16-Oct-2013 ~ Panthers on the Loose?
16-Oct-2013 ~ Crude Timings
16-Oct-2013 ~ GRMN
15-Oct-2013 ~ SEC Market Structure Revelations
15-Oct-2013 ~ Blackberry Surprise
15-Oct-2013 ~ 1800 Gold Futures Contracts Roils Market
14-Oct-2013 ~ 4000 eMinis After Hours
14-Oct-2013 ~ SBAC Premarket
11-Oct-2013 ~ GE Meets HFT
11-Oct-2013 ~ Gold Futures Halted
10-Oct-2013 ~ The Wall Street Code
09-Oct-2013 ~ Fed Minutes
08-Nov-2013 ~ HFT Colloquium
08-Oct-2013 ~ Compare The Time-stamps Already!
08-Oct-2013 ~ Top 10 Dates for Data-Feed Delay Analysis
08-Oct-2013 ~ FOXA
03-Oct-2013 ~ And Then It Was Gone
02-Oct-2013 ~ The Fickle Nature of HFT Liquidity
01-Oct-2013 ~ 3.5 Years of eMini Liquidity
01-Oct-2013 ~ eMini Manipulation
01-Oct-2013 ~ A Million Fake Orders
01-Oct-2013 ~ VTWV

September 2013

30-Sep-2013 ~ FMI
30-Sep-2013 ~ HFT Front Running, All The Time
28-Sep-2013 ~ Shredding Virtu's Response with Science
24-Sep-2013 ~ CIA and the Fed
24-Sep-2013 ~ HFT, Nasdark and TwitterFall
20-Sep-2013 ~ Einstein and The Great Fed Robbery
18-Sep-2013 ~ Buy All The Stocks, Now!
18-Sep-2013 ~ The Machines Win
18-Sep-2013 ~ Source of the Option Crash?
18-Sep-2013 ~ FOMC Market Impact
18-Sep-2013 ~ ADI
17-Sep-2013 ~ HFT Infests Options Market
16-Sep-2013 ~ Charting the Option Wreckage
16-Sep-2013 ~ Total Option Outage
16-Sep-2013 ~ Explosive Trading in CSCO Exposes Feed Delay
16-Sep-2013 ~ Faster Than Light Technology
13-Sep-2013 ~ CBOE Halts, Stops Retail and Dark Pool Trading
13-Sep-2013 ~ UMich News Leak?
13-Sep-2013 ~ Doubly Quiet at 8:30
13-Sep-2013 ~ Gold Futures D�j� vu
12-Sep-2013 ~ Beauty is in the Eye of the Beholder
12-Sep-2013 ~ News Event? What News Event?
12-Sep-2013 ~ Gold Futures Halted
12-Sep-2013 ~ DD
11-Sep-2013 ~ It's Getting Darker
11-Sep-2013 ~ Another 4% Mega-Cap Stock (AZN) Move
11-Sep-2013 ~ Facebook Breaks $45
11-Sep-2013 ~ Crude Oil at 10:30
10-Sep-2013 ~ Option Quoting Algo
06-Sep-2013 ~ HFT Rocks Chevron
06-Sep-2013 ~ Gold Jumps $25 On Jobs Report
06-Sep-2013 ~ HFT Algo Pre-Market Testing
05-Sep-2013 ~ Market Curves
04-Sep-2013 ~ Quote Black-out II
04-Sep-2013 ~ Another Blackeye
04-Sep-2013 ~ Painting with HFT
03-Sep-2013 ~ This is HFT Price Discovery?
03-Sep-2013 ~ NFBK
03-Sep-2013 ~ KYO

August 2013

30-Aug-2013 ~ Stunning Lack of Market Movement on Chicago PMI
30-Aug-2013 ~ Sudden Oil Vacuum
30-Aug-2013 ~ 411 Instances of Stocks with 20,000 Quotes in a Second
30-Aug-2013 ~ PG
27-Aug-2013 ~ 10,000 Fake Orders and Liquidity Evaporation
22-Aug-2013 ~ Let There Be Light- Trading after the Blackout
22-Aug-2013 ~ Quote Blast Loops
22-Aug-2013 ~ Quote Outages Before Blackout
22-Aug-2013 ~ Amazon's 2.5 Minute Outage at 11:01
22-Aug-2013 ~ Partial Blackout
22-Aug-2013 ~ Partial Blackout Statistics
22-Aug-2013 ~ AAPL
22-Aug-2013 ~ HALTS
22-Aug-2013 ~ AAPL
22-Aug-2013 ~ AAPL
22-Aug-2013 ~ Fun Re-Opens
22-Aug-2013 ~ NPBC
22-Aug-2013 ~ AAPL/NASDAQ OUTTAGE AT 11:01:14
22-Aug-2013 ~ HFT Rates prior to NASDAQ outtage
21-Aug-2013 ~ TICC
20-Aug-2013 ~ CTNN
20-Aug-2013 ~ $10,000 SPREADS
20-Aug-2013 ~ Rogue Algo Exposes Cracks in Options Market
19-Aug-2013 ~ 50+ Trade Halts...No Trades
19-Aug-2013 ~ PSR
19-Aug-2013 ~ BWV
19-Aug-2013 ~ ABI
08-Aug-2013 ~ AXP
08-Aug-2013 ~ Natural Gas Exploding, Naturally
08-Aug-2013 ~ DW
08-Aug-2013 ~ DW-2
08-Aug-2013 ~ NG.U13 - Natgas Implosion/Explosion
08-Aug-2013 ~ USNA
07-Aug-2013 ~ Nanex Depth of Book Charts
06-Aug-2013 ~ BATS Orderly Shutdown
06-Aug-2013 ~ Make Up Your Mind. Please.
05-Aug-2013 ~ SPY Lowest Volume Since 2007
05-Aug-2013 ~ Spinning Milliseconds into Gold
02-Aug-2013 ~ More Proof That HFT Causes Flash Crashes
02-Aug-2013 ~ Tripping Circuit Breakers in Treasury Futures
02-Aug-2013 ~ KMPR
01-Aug-2013 ~ Extreme Options
01-Aug-2013 ~ Comcast Gains $5 Billion


July 2013

31-Jul-2013 ~ Stock Market Bling
31-Jul-2013 ~ All Hail Ben Bernanke
31-Jul-2013 ~ News Leaks Sealed
31-Jul-2013 ~ Chicago PMI non-Event
30-Jul-2013 ~ Consumer Confidence non-Event
30-Jul-2013 ~ Jumping the Gun at 9:59:59
26-Jul-2013 ~ Proof that HFT Causes Mini Flash Crashes
26-Jul-2013 ~ SAPE
25-Jul-2013 ~ One Picture shows 10,000 of the Stock Market's Most Active Seconds
25-Jul-2013 ~ The Anti Whirlpool
25-Jul-2013 ~ Fixing Gas and Heating Oil Prices
25-Jul-2013 ~ The Most Active Seconds in the Stock Market
25-Jul-2013 ~ Facebook Time-warp
25-Jul-2013 ~ Facebook Rocket Fuel
24-Jul-2013 ~ Crude Oil Non-Event
23-Jul-2013 ~ CFTC, Panther Hunter
23-Jul-2013 ~ The 10:30am Energy Trading Game
23-Jul-2013 ~ The Panera Forecast
22-Jul-2013 ~ Copper Futures
18-Jul-2013 ~ The Nikkei Swoon
18-Jul-2013 ~ GOOG and MSFT After Close
18-Jul-2013 ~ Trading out of the Light
18-Jul-2013 ~ Philly Fed and The New Treasury Game
18-Jul-2013 ~ Philly Fed Survey
18-Jul-2013 ~ SPY Sets New High
17-Jul-2013 ~ British Pound Futures Soar in Early Trading
16-Jul-2013 ~ SODA Popped
16-Jul-2013 ~ LEAP Option Trades Before Buyout
15-Jul-2013 ~ HFT Saves Buyer over $1 Million!
11-Jul-2013 ~ Caution: Wide Quote Spreads at Market Open
11-Jul-2013 ~ Dark Pool Disbelief
11-Jul-2013 ~ Three More Victims - DVN, PKG and VSTM
11-Jul-2013 ~ Picture Perfect Phantom Liquidity
11-Jul-2013 ~ Dress Rehearsal Before 19% Drop
11-Jul-2013 ~ Caution: Wide Quote Spreads at Market Open
10-Jul-2013 ~ Incredible, Blatant Manipulation in Apple Stock
10-Jul-2013 ~ $11.3 Billion in 1 Second
10-Jul-2013 ~ Top Market Mysteries
10-Jul-2013 ~ Spiking Gold
09-Jul-2013 ~ Creating $13 Billion with 101 Shares
08-Jul-2013 ~ NYSE LRP Saves The Day (Again and Again)
05-Jul-2013 ~ Gold Oscillations
05-Jul-2013 ~ Jumping the Gun
05-Jul-2013 ~ The NY-ARCA Dark Pool
05-Jul-2013 ~ PCP and COLE
05-Jul-2013 ~ NWSA
05-Jul-2013 ~ NWS
03-Jul-2013 ~ NYSE LRP Saves The Day (Again)
03-Jul-2013 ~ Crude Oil and EIA
03-Jul-2013 ~ IWN Price Anomaly
03-Jul-2013 ~ The Early Bird Gets the Worm
01-Jul-2013 ~ How to Stop Dark Pool Trading
01-Jul-2013 ~ DXJ Goes Haywire
01-Jul-2013 ~ HFT Rotation in Mastercard

June 2013

28-Jun-2013 ~ Epic Closing
28-Jun-2013 ~ Chicago PMI and Michigan Consumer Sentiment
27-Jun-2013 ~ Reg NMS and QQQQ
26-Jun-2013 ~ NYSE LRP Saves The Day for PEI
26-Jun-2013 ~ What Really Happend In Kraft
24-Jun-2013 ~ eMini's Last Seconds
24-Jun-2013 ~ BAT-Y Trading Without Quotes
22-Jun-2013 ~ Can You Spot The Reg NMS Violations?
21-Jun-2013 ~ The Future is Bleak
20-Jun-2013 ~ 10am News - 9:57:41 Trading
19-Jun-2013 ~ 2 Million Shares of Facebook, NOW!
19-Jun-2013 ~ They're Back
19-Jun-2013 ~ BATS System Issue at Open
18-Jun-2013 ~ The SEC's Blind Spot
18-Jun-2013 ~ MNKD Mayhem
18-Jun-2013 ~ Quiet News
14-Jun-2013 ~ Consumer Sentiment- No Reaction
12-Jun-2013 ~ 10,000 Option Quotes Per Trade
11-Jun-2013 ~ Clever HFT Manipulation
11-Jun-2013 ~ Nikkei Futures Liquidity Evaporates Before Drop
10-Jun-2013 ~ Gaming Michigan Consumer Sentiment
07-Jun-2013 ~ Amazon Run-up
07-Jun-2013 ~ WMW From $16 to $80. And Back.
07-Jun-2013 ~ Jobs Numbers Chaos
07-Jun-2013 ~ 1.1 Billion SPY Option Quotes
06-Jun-2013 ~ 46 Peaks in 30 Minutes
03-Jun-2013 ~ Great Timing
03-Jun-2013 ~ Bed and Breakfast

May 2013

31-May-2013 ~ Chicago PMI
29-May-2013 ~ Facebook IPO Order Book Counts
28-May-2013 ~ Consumer Confidence Jump Start
28-May-2013 ~ June Wired Magazine
23-May-2013 ~ DLBL
23-May-2013 ~ WF
23-May-2013 ~ NEE
21-May-2013 ~ Microsoft DoS
20-May-2013 ~ Crowding Out Participants
19-May-2013 ~ BATS System Issue at Open
18-May-2013 ~ MNKD Mayhem
17-May-2013 ~ Michigan Consumer Sentiment
17-May-2013 ~ How to Destroy $45 Billion in 45 Milliseconds
17-May-2013 ~ SLF
17-May-2013 ~ NU gets HFT'd
17-May-2013 ~ APC
17-May-2013 ~ ALGO RAMP UP
17-May-2013 ~ SLF
16-May-2013 ~ AMAT Price Swings
16-May-2013 ~ Merck Liquidity Exposes System Bottlenecks
16-May-2013 ~ MRK
15-May-2013 ~ Late Trade Reports
15-May-2013 ~ IIJI
15-May-2013 ~ You are not Fooling Anybody
14-May-2013 ~ HFT Bonanza
14-May-2013 ~ PDI
14-May-2013 ~ MYL
14-May-2013 ~ NYSE Delay in CBS
14-May-2013 ~ BCEI Reverse Flash Smash
13-May-2013 ~ Abandoning Their Post in CLBH
13-May-2013 ~ STN Stub Quotes
13-May-2013 ~ Layering in Amgen
10-May-2013 ~ The Amgen Wobble
10-May-2013 ~ Tighter Spreads? Not at Market Open
10-May-2013 ~ EWC
10-May-2013 ~ PAYX
09-May-2013 ~ FULT
09-May-2013 ~ FULT
09-May-2013 ~ IRC
07-May-2013 ~ IVOG
06-May-2013 ~ BAC.PR.L
06-May-2013 ~ FULT
02-May-2013 ~ WST
02-May-2013 ~ NG.M13
02-May-2013 ~ KYO
01-May-2013 ~ Merk May Day
01-May-2013 ~ CCG
01-May-2013 ~ NGVC 01-May-2013 ~ MRK
01-May-2013 ~ MRK-1
01-May-2013 ~ ULTI
01-May-2013 ~ VIAB, VRSK
01-May-2013 ~ ES.M13

April 2013

30-Apr-2013 ~ There is No Stock Market Regulator
30-Apr-2013 ~ Persons with Interest
30-Apr-2013 ~ Symantec Takes The Crown
30-Apr-2013 ~ WAIR
30-Apr-2013 ~ SYMC
30-Apr-2013 ~ PAYX
30-Apr-2013 ~ SAVE
28-Apr-2013 ~ The Chicago PMI Trading Frenzy
26-Apr-2013 ~ BBC Interview
25-Apr-2013 ~ eQLYS
25-Apr-2013 ~ RGC
25-Apr-2013 ~ Twitter Trades Closeup
25-Apr-2013 ~ HFT Broke the Stock Market
25-Apr-2013 ~ QLYS
24-Apr-2013 ~ Twitter's 2.2 Million Trades
23-Apr-2013 ~ eMini Liquidity Disappears
23-Apr-2013 ~ Wide Spread in R
23-Apr-2013 ~ HASI
23-Apr-2013 ~ ES.M13 - Emini Implosion/Explosion
23-Apr-2013 ~ HASI

22-Apr-2013 ~ MX Sudden Moves
22-Apr-2013 ~ HESS Fat Fingers
22-Apr-2013 ~ Google Flash Crash
22-Apr-2013 ~ 1800 Gold Futures Contracts in a Second
18-Apr-2013 ~ Natural Gas Goes Nuclear
17-Apr-2013 ~ DAX Flash Crash 2
16-Apr-2013 ~ Quote Spreads in NMS Stocks
16-Apr-2013 ~ Influencing Prices
16-Apr-2013 ~ You Can't Tame HFT
15-Apr-2013 ~ eMini Liquidity and the Boston Marathon
15-Apr-2013 ~ CAC 40 Futures Price Oscillation
15-Apr-2013 ~ Gold Futures Plummets
15-Apr-2013 ~ DAX Futures Liquidity on 25-Aug-2011
12-Apr-2013 ~ Gold Futures Halt?
11-Apr-2013 ~ Natural Gas Leak Sealed?
10-Apr-2013 ~ Lowest Reaction to FOMC Ever?
10-Apr-2013 ~ New York Quote Stuffing
10-Apr-2013 ~ Corn and Soybeans
08-Apr-2013 ~ Market Structure Failure
05-Apr-2013 ~ Liquidity Situation
04-Apr-2013 ~ NG.K13 - NatGas explosion/implosion
01-Apr-2013 ~ Liquidity Holiday

March 2013

28-Mar-2013 ~ Stock Quoting Surge

27-Mar-2013 ~ EWD
27-Mar-2013 ~ WACLY
27-Mar-2013 ~ WMB
26-Mar-2013 ~ Flash Crash Mystery Solved
25-Mar-2013 ~ eMini Algo Disaster on 14-Jan-2008
25-Mar-2013 ~ RE.PR.B
22-Mar-2013 ~ eMini Liquidity Scattering
22-Mar-2013 ~ eMini Spooked
21-Mar-2013 ~ Review Bias
21-Mar-2013 ~ Boom Boom Goes Natural Gas
21-Mar-2013 ~ Spectacularly Unspectacular
20-Mar-2013 ~ Preparing for the Bernanke
19-Mar-2013 ~ eMini Participant Dropout
19-Mar-2013 ~ Crude Oil Wave
15-Mar-2013 ~ FULT
14-Mar-2013 ~ Disrupting Markets
13-Mar-2013 ~ FULT
13-Mar-2013 ~ Disorder in Options
12-Mar-2013 ~ Berkshire's Mugging
12-Mar-2013 ~ Euro Rag Doll
12-Mar-2013 ~ Exploratory Trading in the eMini
08-Mar-2013 ~ Jobs Report eMini and Gold
07-Mar-2013 ~ BDBD
07-Mar-2013 ~ DGAZ
07-Mar-2013 ~ NG.J13
01-Mar-2013 ~ Berkshire's 944 Quotes
01-Mar-2013 ~ Double Jeapordy 01-Mar-2013 ~ 10:00 Algo Blast
01-Mar-2013 ~ eMini Depth at 9:54:58 and 10:00
01-Mar-2013 ~ BERK, Pong game with BATS and EDGE
01-Mar-2013 ~ FMER

February 2013

28-Feb-2013 ~ The Chicago PMI Trading Frenzy
28-Feb-2013 ~ Natural Gas ABuzz
28-Feb-2013 ~ Game On!
28-Feb-2013 ~ Closing Time
28-Feb-2013 ~ FXF
27-Feb-2013 ~ Flying Below the Radar (Almost)
27-Feb-2013 ~ VONG
27-Feb-2013 ~ GRPN
27-Feb-2013 ~ CONE
26-Feb-2013 ~ Knightmare Wallpaper
26-Feb-2013 ~ AON Risk
26-Feb-2013 ~ Trading Through Berkshire
26-Feb-2013 ~ Quote Spamming Futures Spreads
26-Feb-2013 ~ Marked Market Shift
25-Feb-2013 ~ Carlyle Crushed 19%
25-Feb-2013 ~ CG
25-Feb-2013 ~ XOVR
21-Feb-2013 ~ Chicken or the Egg?
20-Feb-2013 ~ Gold Futures Drop
20-Feb-2013 ~ Crude Oil Halt
15-Feb-2013 ~ Retail Shelling
15-Feb-2013 ~ Non-Firm Quotes
15-Feb-2013 ~ BRK.A
15-Feb-2013 ~ CBS
15-Feb-2013 ~ The HFT Scotty Dog
14-Feb-2013 ~ It's a Trade! Run!
14-Feb-2013 ~ Nefarious High Freqency Trading
14-Feb-2013 ~ More Quotes Please
14-Feb-2013 ~ SLCA Smackdown - 9% in Seconds
14-Feb-2013 ~ NG.H13
14-Feb-2013 ~ NG.H13
14-Feb-2013 ~ NG.H13
13-Feb-2013 ~ IDCC Option Trading
13-Feb-2013 ~ 8.4 Million Quotes
13-Feb-2013 ~ When Best Buy, Isn't
13-Feb-2013 ~ Wash Sales
12-Feb-2013 ~ ADP
12-Feb-2013 ~ Are Algos This Stupid (or is it a trap?)
11-Feb-2013 ~ UAL Nosedive
11-Feb-2013 ~ NBBO? What's an NBBO?
08-Feb-2013 ~ GUID
08-Feb-2013 ~ MSON Flash Smash
08-Feb-2013 ~ PDM Flash Smash
08-Feb-2013 ~ SLH
08-Feb-2013 ~ Beware of Midpoint Match Orders
08-Feb-2013 ~ GUID Rockets 55%
08-Feb-2013 ~ SLH Rockets 550%, Then Crashes
06-Feb-2013 ~ Enough Already!
05-Feb-2013 ~ Hanes In a Twist
05-Feb-2013 ~ Minimum Quote Tick Size Matters
05-Feb-2013 ~ 2% Quote Spammer Disappears
04-Feb-2013 ~ Defying Gravity
01-Feb-2013 ~ Flash Crash Record Smash
01-Feb-2013 ~ Maker Taker Distortion
01-Feb-2013 ~ SPY
01-Feb-2013 ~ ES.H13

January 2013

31-Jan-2013 ~ Natural Gas News Leak Animation
31-Jan-2013 ~ Natural Gas News Leak
31-Jan-2013 ~ DIA Smash Up

29-Jan-2013 ~ ADNC- Flash Smash and Recovery
28-Jan-2013 ~ CAT

25-Jan-2013 ~ Liquidating Apple
25-Jan-2013 ~ SYNA
25-Jan-2013 ~ CSTR 6 Second Explosion/ Implosion

24-Jan-2013 ~ Money Transfer in SPLS?
24-Jan-2013 ~ CCH
24-Jan-2013 ~ MSFT
24-Jan-2013 ~ Uncomfortable Liquidity
24-Jan-2013 ~ Synthetic Stub Quotes
24-Jan-2013 ~ Fantaseconds Illuminate Cheating

23-Jan-2013 ~ PM
23-Jan-2013 ~ SNDK
23-Jan-2013 ~ The Boston Claw Obscures Apple
23-Jan-2013 ~ Quoting SCX
23-Jan-2013 ~ The Early HFT Bites the Apple

22-Jan-2013 ~ FULT
18-Jan-2013 ~ HFT Providing Liquidity in PPG

17-Jan-2013 ~ UNG
17-Jan-2013 ~ GBL
17-Jan-2013 ~ BAC
17-Jan-2013 ~ Locking Intel
16-Jan-2013 ~ SPY Instantly Tumbles 42 Cents
16-Jan-2013 ~ AMCX

15-Jan-2013 ~ GOL
15-Jan-2013 ~ Things That Make You Go Hmm...
15-Jan-2013 ~ Whac-a-Mole Manipulation in VALV
15-Jan-2013 ~ Stock Manipulation is Alive and Well
15-Jan-2013 ~ Facebook Faux Pas

14-Jan-2013 ~ Dell Jumps 10%
14-Jan-2013 ~ MAT
14-Jan-2013 ~ Apple Breaks $500 Pre-market
14-Jan-2013 ~ STRZA
14-Jan-2013 ~ UNH

11-Jan-2013 ~ DELL
11-Jan-2013 ~ Bending the Rules, Again
11-Jan-2013 ~ Corn and Wheat Rally
11-Jan-2013 ~ ADP- Whac-A-Mole Algo!

10-Jan-2013 ~ 2 Minute Quote Blasts
10-Jan-2013 ~ Evaporating Liquidity
10-Jan-2013 ~ EELV, EEMA
10-Jan-2013 ~ NG.G13
10-Jan-2013 ~ AEGR

09-Jan-2013 ~ Deja Vu (GEOY rockets 8.5%, for a Second)

08-Jan-2013 ~ PMT
08-Jan-2013 ~ EEMA
08-Jan-2013 ~ Locked and Crossed NBBO
08-Jan-2013 ~ PERI Drops 7.6%, Recovers then Rockets 5.6%
08-Jan-2013 ~ PMT Rockets 10% on 250 Trades
08-Jan-2013 ~ Artificial Stub Quotes

07-Jan-2013 ~ IBA
07-Jan-2013 ~ BAC

04-Jan-2013 ~ KMX
04-Jan-2013 ~ AMBO
04-Jan-2013 ~ The Art of Trading
04-Jan-2013 ~ Seconds in a Microsecond World

03-Jan-2013 ~ Gold Rush
03-Jan-2013 ~ f6B.H13
03-Jan-2013 ~ Ultimate Dark Pool Trading
03-Jan-2013 ~ AAPL Fishbone
03-Jan-2013 ~ Late EDGX Trades in SPY
03-Jan-2013 ~ The Missing 14 Minutes
03-Jan-2013 ~ Nasdaq Stocks Stop Trading for 14 minutes
03-Jan-2013 ~ NDAQ
03-Jan-2013 ~ Direct Edge's Very Late Trades

02-Jan-2013 ~ Wild, Last Second Apple Trades (again)
02-Jan-2013 ~ Odd Oscillations, or How to Spot Manipulation
02-Jan-2013 ~ HEES
02-Jan-2013 ~ Soft Granite

01-Jan-2013 ~ Natural Gas Rings in the New Year

December 2012

31-Dec-2012 ~ Record Activity, Lowest Liquidity
31-Dec-2012 ~ Visa's Priceless Moment
31-Dec-2012 ~ XOM 1000,000 Share Mistake?
31-Dec-2012 ~ NMS Trade, Quote, and Symbol Counts
28-Dec-2012 ~ ES.H13
28-Dec-2012 ~ Record Low Liquidity
28-Dec-2012 ~ IRET- IRET Explosion/ Implosion
28-Dec-2012 ~ BUD
28-Dec-2012 ~ Botless
28-Dec-2012 ~ eMini Depth at Close

27-Dec-2012 ~ GRMN
27-Dec-2012 ~ EMini Rollercoaster
27-Dec-2012 ~ CQB- 2 Second Implosion/ Revobery
26-Dec-2012 ~ Orchestrating Chaos
26-Dec-2012 ~ IT Drops Twice
26-Dec-2012 ~ DVA
24-Dec-2012 ~ Update: eMini Depth of Book
24-Dec-2012 ~ WFC
21-Dec-2012 ~ Shares Per Trade
21-Dec-2012 ~ PXP Roller Coaster
20-Dec-2012 ~ Fiscal Cliff
20-Dec-2012 ~ Strike Three in EBAY
20-Dec-2012 ~ Dark Pool Tardiness 2
20-Dec-2012 ~ Skynet Powers Down
20-Dec-2012 ~ BATS Redux in FBSS
20-Dec-2012 ~ AAPL
20-Dec-2012 ~ ES.H13
19-Dec-2012 ~ How Algos Say Goodbye
19-Dec-2012 ~ FBG Crash
19-Dec-2012 ~ FBG
19-Dec-2012 ~ HLF, NUS, and TMH
19-Dec-2012 ~ Happy Holidays From Nanex
19-Dec-2012 ~ Systemic Dark Pool Tardiness
19-Dec-2012 ~ Proctor and Gamble Drops 1.5%
19-Dec-2012 ~ Ross Sparkles 2.7%
19-Dec-2012 ~ TMH 50 Millisecond Faceplant
18-Dec-2012 ~ NYSE Trade, Quote, and Symbol Counts
17-Dec-2012 ~ Apple and Google's Last Second
17-Dec-2012 ~ Please Don't Feed the High Freaks
17-Dec-2012 ~ COF, LO, and STT
17-Dec-2012 ~ CAC-40 Futures Oscillation
17-Dec-2012 ~ YPF
17-Dec-2012 ~ Speckled Order Book
14-Dec-2012 ~ AAPL
14-Dec-2012 ~ Momentum Ignition Event Growth
14-Dec-2012 ~ Quote Stuffing Bombshell
13-Dec-2012 ~ High Frequency Pricing Failures
13-Dec-2012 ~ Structure Failures
13-Dec-2012 ~ Pre Market Mini- Flash Crashes
13-Dec-2012 ~ HPQ
13-Dec-2012 ~ Stock Price Correlation
13-Dec-2012 ~ ES.Z12
13-Dec-2012 ~ ADBE
12-Dec-2012 ~ GC.G13
12-Dec-2012 ~ BSMX
12-Dec-2012 ~ GDI and SPW
12-Dec-2012 ~ Fool's Gold
11-Dec-2012 ~ Money and Speed
11-Dec-2012 ~ eMini Fake Outs
11-Dec-2012 ~ AIG Oscillations
11-Dec-2012 ~ PFG Preferred
11-Dec-2012 ~ Light before Dark
11-Dec-2012 ~ Proctor and Gamble Double Slam
11-Dec-2012 ~ eMini Book Deepens
10-Dec-2012 ~ The BABZ Event
10-Dec-2012 ~ "How to destroy the NBBO" Tests
10-Dec-2012 ~ BABZ
10-Dec-2012 ~ Wide Spreads Make Wild Trades
10-Dec-2012 ~ Cycles in Knight's Rogue Algo
07-Dec-2012 ~ Spinning Time into Gold
07-Dec-2012 ~ GC.G13- Gold Rush
06-Dec-2012 ~ NG.F13
05-Dec-2012 ~ NG.F13
05-Dec-2012 ~ Closing Art
04-Dec-2012 ~ FRC- 3 Second mini flash crash animation
04-Dec-2012 ~ FRC
04-Dec-2012 ~ Midnight Gold Crush

November 2012

30-Nov-2012 ~ The November 2012 Close
30-Nov-2012 ~ ARCT
30-Nov-2012 ~ Myriad Genetics Flash Crashes
30-Nov-2012 ~ One Year Ago
29-Nov-2012 ~ Oil Gusher Fizzles
29-Nov-2012 ~ UNG
29-Nov-2012 ~ Midnight Rally
29-Nov-2012 ~ eMini Depth of Book and Jobs Report
27-Nov-2012 ~ GOOG
26-Nov-2012 ~ Facebook
23-Nov-2012 ~ Elan Insider Trading
21-Nov-2012 ~ SKF-After hours Multi-Exchange Algo
21-Nov-2012 ~ SKF
21-Nov-2012 ~ LINTA- After hours zapper test
20-Nov-2012 ~ Capital Account Interview
20-Nov-2012 ~ ES.Z12
20-Nov-2012 ~ AAPL
20-Nov-2012 ~ RIMM
16-Nov-2012 ~ AAPL-3D NSDQ Algo #2
16-Nov-2012 ~ AAPL-3D NSDQ Algo
16-Nov-2012 ~ iWideQuote Revisited
16-Nov-2012 ~ The Russell ETFs
15-Nov-2012 ~ Dangerous Order Types
15-Nov-2012 ~ A Glimpse of the Future
15-Nov-2012 ~ Lilly's 2% Moment
15-Nov-2012 ~ Real Liquidity
15-Nov-2012 ~ Inland Real Estate Crashes 20%
15-Nov-2012 ~ ES.Z12 During CPI at 8:30am ET in Nx3D
15-Nov-2012 ~ BMRN 3-D Animation

14-Nov-2012 ~ McDonald's Fat Finger
14-Nov-2012 ~ Run on Home Depot
14-Nov-2012 ~ Muni-Bond ETFs
14-Nov-2012 ~ Monster's Flash Crash
14-Nov-2012 ~ FT's Flash Crash
14-Nov-2012 ~ PLP Quote Spam with a $15 spread
14-Nov-2012 ~ SMMU and MUNI blow ups
14-Nov-2012 ~ FDUS

13-Nov-2012 ~ DTG Flash Crash
13-Nov-2012 ~ HD Wild and Crazy
13-Nov-2012 ~ Apple
13-Nov-2012 ~ LINE Breaks
13-Nov-2012 ~ Hiding in the Dark (Pools)
13-Nov-2012 ~ Flash Crash 3D
13-Nov-2012 ~ UYG - After hours multi-exchange algo test

12-Nov-2012 ~ WY
12-Nov-2012 ~ Intentional or Stupid?
12-Nov-2012 ~ NYSE Crossed Quotes
12-Nov-2012 ~ YPF
12-Nov-2012 ~ NG.F13

09-Nov-2012 ~ Spotting Quote Spammers
09-Nov-2012 ~ Some Disney Magic
09-Nov-2012 ~ Yang without Ying
09-Nov-2012 ~ ESZ12 Emini Animation

08-Nov-2012 ~ eMini Depth of Book and Jobs Report
08-Nov-2012 ~ Trading Apples
08-Nov-2012 ~ ES.Z12
08-Nov-2012 ~ 3D Depth Fly-Through

07-Nov-2012 ~ AMGN Up 1.5% in a Second
07-Nov-2012 ~ OCN Again
07-Nov-2012 ~ Apple Crosses Over to the Dark Side
07-Nov-2012 ~ DEO
07-Nov-2012 ~ Cruising down the NatGas Highway

06-Nov-2012 ~ "I'm Trying to Buy Stock"
06-Nov-2012 ~ FTR and VRNG
06-Nov-2012 ~ OCN Patience
06-Nov-2012 ~ AMRN
06-Nov-2012 ~ EUM

05-Nov-2012 ~ O Canada! Eh.

02-Nov-2012 ~ DoS Algo's Effect on Trades

01-Nov-2012 ~ The Denial of Service Algo
01-Nov-2012 ~ DoS Algo Animation
01-Nov-2012 ~ FBIZ 01-Nov-2012 ~ BAC Quote Stuffing Madness
01-Nov-2012 ~ KEY Quote Stuffing Madness
01-Nov-2012 ~ KEY Quote Stuffer

October 2012

31-Oct-2012 ~ Tardy Trade Reports
31-Oct-2012 ~ All the Quotes in Altera
31-Oct-2012 ~ Micro Flash Crash Events are Growing
31-Oct-2012 ~ University of Chicago Speaking Event
31-Oct-2012 ~ HIO Drops 26%
31-Oct-2012 ~ Market Breakdown
31-Oct-2012 ~ Rushing the Exit Door

30-Oct-2012 ~ IAU (on 16-May-2011) Set a Trading Speed Record
30-Oct-2012 ~ SPY Bad Tick or Test
30-Oct-2012 ~ Hurricane Sandy Goes Ex-Dividend

29-Oct-2012 ~ 722 Million Apple Options Quotes

26-Oct-2012 ~ $10,000 Reward
26-Oct-2012 ~ GDP News and the eMini
26-Oct-2012 ~ Apple Breaks $600
26-Oct-2012 ~ 600,000 Quotes in BAC
26-Oct-2012 ~ OXY Twin Peaks
26-Oct-2012 ~ Art or Science
26-Oct-2012 ~ NEU
26-Oct-2012 ~ BAC quote blasts
26-Oct-2012 ~ OXY

25-Oct-2012 ~ Quintessential HFT
25-Oct-2012 ~ Twin Peaks
25-Oct-2012 ~ 24 Random Images from this Morning

24-Oct-2012 ~ A Failure to Communicate
24-Oct-2012 ~ A Failure to Communicate 2
24-Oct-2012 ~ MKC.V Event
24-Oct-2012 ~ Another Options Exchange?
24-Oct-2012 ~ T
24-Oct-2012 ~ ES.Z12

23-Oct-2012 ~ Blasting 1.5 Million Quotes in Fed Fund Futures
23-Oct-2012 ~ Picture Perfect
23-Oct-2012 ~ ALV
23-Oct-2012 ~ UWTI
23-Oct-2012 ~ IMAX
23-Oct-2012 ~ DPZ

22-Oct-2012 ~ Lean (Quote) Hog Futures Options
22-Oct-2012 ~ AMGN Blows a gasket
22-Oct-2012 ~ PLW- 818,316 Quotes and Zero Trades

19-Oct-2012 ~ Wild Price Spikes
19-Oct-2012 ~ NIB Premarket algo testing
19-Oct-2012 ~ 300 milliseconds in GLD-Good luck human!
19-Oct-2012 ~ SRS,EUM After hours algo testing.

18-Oct-2012 ~ Capital Account Interview
18-Oct-2012 ~ Good to Ugly in Minutes
18-Oct-2012 ~ GOOG

17-Oct-2012 ~ Spoofing and Layering in Solar Stocks
17-Oct-2012 ~ CATY Spike

16-Oct-2012 ~ Destroying Options Pricing the HFT Way
16-Oct-2012 ~ ALU Sub-Dollar Event

15-Oct-2012 ~ Smuckers Jammed
15-Oct-2012 ~ S - Quote Stuffing Algo

12-Oct-2012 ~ Clawing at Apple

10-Oct-2012 ~ 112,908 Canceled orders Yields 2 Trades
10-Oct-2012 ~ PCS Falls 10%, EDGE-X Gets Behind
10-Oct-2012 ~ FXB-New Algo in Town
10-Oct-2012 ~ AXJL - Gone in 60 seconds

09-Oct-2012 ~ Slow and Steady
09-Oct-2012 ~ The Mini Knight

08-Oct-2012 ~ Update: eMini Depth of Book
08-Oct-2012 ~ Round Robin Test

05-Oct-2012 ~ Kraft M.O.
05-Oct-2012 ~ Dec 2012 S&P 500 INDEX (E-MINI)
04-Oct-2012 ~ SPY Money Gram

03-Oct-2012 ~ EMini Depth and News
03-Oct-2012 ~ Quote Spammer Spotted
03-Oct-2012 ~ FXE
03-Oct-2012 ~ KRFT Explosion/Implosion
03-Oct-2012 ~ RBS.PR.P, RBS.PR.M - SmashUp/SmashDown
03-Oct-2012 ~ The KRFT non-event - pretend it didn't happen
03-Oct-2012 ~ NJ

02-Oct-2012 ~ Defying the SEC
02-Oct-2012 ~ New Quote Stuffing Algo
02-Oct-2012 ~ Quote Spammer Spotted
02-Oct-2012 ~ HFT vs. Retail
02-Oct-2012 ~ Ellusive EMini Depth
02-Oct-2012 ~ GWAY Smash/Recovery
02-Oct-2012 ~ EEH

01-Oct-2012 ~ EMini 10am Event
01-Oct-2012 ~ That Constant Buzzing Noise
01-Oct-2012 ~ ARGT
01-Oct-2012 ~ 21 Random Images, halfway through the day.
01-Oct-2012 ~ KRFTV
01-Oct-2012 ~ BF.A
01-Oct-2012 ~ IPLT
01-Oct-2012 ~ EEH

September 2012

28-Sep-2012 ~ Whac-A-Mole Hides from the SEC
28-Sep-2012 ~ KRFTV
28-Sep-2012 ~ Don't Worry, Nobody is Watching
28-Sep-2012 ~ UTHR Quote Dome

27-Sep-2012 ~ Stress Testing an Order Router 8 Minutes before Closing Bell
27-Sep-2012 ~ Mesmerizing Manipulation
27-Sep-2012 ~ Dec 2012 S&P 500 INDEX (E-MINI)
27-Sep-2012 ~ ACHN - Spikes, what you see what the algos see.
27-Sep-2012 ~ COV - Quote Pig.

26-Sep-2012 ~ Testing Market Manipulation Software
26-Sep-2012 ~ Natural Gas Bottle Rocket
26-Sep-2012 ~ UNG
26-Sep-2012 ~ MCC - What you saw, what the algos saw
26-Sep-2012 ~ OVLY

25-Sep-2012 ~ DAX and Euro Stoxx Futures on Flash Crash
25-Sep-2012 ~ Mandelbrot Quotes
25-Sep-2012 ~ Whac-A-Mole is Manipulation
25-Sep-2012 ~ YHOO OUT OF CONTROL ALGO
25-Sep-2012 ~ KBWY

21-Sep-2012 ~ Market Close
21-Sep-2012 ~ Lunacy or Art
21-Sep-2012 ~ BATS exchange goes wild.
21-Sep-2012 ~ TYC/WI
21-Sep-2012 ~ SAFT

20-Sep-2012 ~ Follow The Leader
20-Sep-2012 ~ TotalView vs Consolidated Feed
20-Sep-2012 ~ ALR.PR.B

19-Sep-2012 ~ War Exercises
19-Sep-2012 ~ Locking The NBBO

18-Sep-2012 ~ Google, To The Moon
18-Sep-2012 ~ Pretty, Worthless Quotes
18-Sep-2012 ~ 15:46 Oil Driller Party
18-Sep-2012 ~ 15:46 Flash Smash's

17-Sep-2012 ~ 5 Million Dollar Fantaseconds
17-Sep-2012 ~ Raining Trades in MDR
17-Sep-2012 ~ IWM Microsecond Trading Waves
17-Sep-2012 ~ Crude Oil Drops

16-Sep-2012 ~ SEC Speaks "Nanex"

14-Sep-2012 ~ Disturbing Liquidity
14-Sep-2012 ~ SPY
14-Sep-2012 ~ 1 Second of trading in SPY

13-Sep-2012 ~ Natural Gas Front Run
13-Sep-2012 ~ Double Flash Crash in Gold
13-Sep-2012 ~ SPY Intentional Bad Tick?
13-Sep-2012 ~ SEC Sanctioned Trading in SPY
13-Sep-2012 ~ EMini Liquidity Vacuum/Explostion
13-Sep-2012 ~ GLD

12-Sep-2012 ~ HFT Inspired Music - We mapped quote prices to piano samples!
12-Sep-2012 ~ Memo on Market Orders

10-Sep-2012 ~ Update: eMini Depth of Book
10-Sep-2012 ~ 1,262 Unique NBBO Spreads in 1Second
10-Sep-2012 ~ UST

07-Sep-2012 ~ HFT Art in EME (added quote sounds)
07-Sep-2012 ~ VQ Price Discovery:

06-Sep-2012 ~ EMini Depth at 8:30am
06-Sep-2012 ~ EDV 63,556 Quotes and 3 trades. Zero IQ Points
06-Sep-2012 ~ Natural Gas News
06-Sep-2012 ~ Berkshire Hathaway (again)

August 2012

31-Aug-2012 ~ SPY Intraday Volatility (Added AAPL, IBM, BRK.A, BRK.B, and MSFT)
31-Aug-2012 ~ Bernanke Speaks Fantaseconds
31-Aug-2012 ~ Whac-A-Mole in SPY
31-Aug-2012 ~ SPY Close Anomaly
31-Aug-2012 ~ NYSE Quote Delays on 02-Jul-2009

30-Aug-2012 ~ Below One Second
30-Aug-2012 ~ Mindless Chatter
30-Aug-2012 ~ MEI
30-Aug-2012 ~ CYN
30-Aug-2012 ~ GIFI - 4 seconds of price discovery
30-Aug-2012 ~ Lit Volume vs. Dark Volume

29-Aug-2012 ~ Deutsche Bundesbank Speaks Nanex
29-Aug-2012 ~ Circumventing Time Priority
29-Aug-2012 ~ BAT Blasts BAC with 24,000 Quotes
29-Aug-2012 ~ Quote Blast in SIG at Market Open
29-Aug-2012 ~ Wellpoint
29-Aug-2012 ~ Micro-Flash Crash Update

28-Aug-2012 ~ LAD During Knight Rogue Algo
28-Aug-2012 ~ FCNCA 300,000 Quotes, Zero Trades in 100 Seconds
28-Aug-2012 ~ LTXC Drops 10% in 1 Second, Recovers in 2
28-Aug-2012 ~ Random AAPL Slice - Lit Volume vs. Dark Volume
28-Aug-2012 ~ Dark Trade
28-Aug-2012 ~ FCNCA - BidPrice/NBBO Circus. Animation

27-Aug-2012 ~ Macy's 60,000 Share Sub-penny Trade
27-Aug-2012 ~ TYD 1/2 Million Quotes, Zero Trades
27-Aug-2012 ~ Citigroup Micro-Crash
27-Aug-2012 ~ ALOT 530,495 Quotes, 1 Trade
27-Aug-2012 ~ Random Stocks - That Lovely Liquidity

24-Aug-2012 ~ Flash Crash ISO Trades
24-Aug-2012 ~ ALEX To the Moon
24-Aug-2012 ~ Facebook Sub-penny Trades
24-Aug-2012 ~ Sep 2012 S&P 500 INDEX (E-MINI)

23-Aug-2012 ~ Strike Three
23-Aug-2012 ~ UNG

22-Aug-2012 ~ Oil News Early
22-Aug-2012 ~ NYSE Retail Price Improvement
22-Aug-2012 ~ HFT Madness
22-Aug-2012 ~ PEET Explodes/Implodes
22-Aug-2012 ~ Random Stocks - Where are the tight spreads?
22-Aug-2012 ~ ES.U12 - FOMC Minutes

21-Aug-2012 ~ Sub-penny for your thought
21-Aug-2012 ~ AAPL - The Dark Side
21-Aug-2012 ~ Random Stocks - Where are the tight spreads?

20-Aug-2012 ~ Facebook TotalView Buy Orders
20-Aug-2012 ~ August 2011 Volatility
20-Aug-2012 ~ Random Stocks - Where are the tight spreads?
20-Aug-2012 ~ NWBI - Whac-A-Mole After Hours Animation

17-Aug-2012 ~ BRCD Swings 5.5% in 1.5 Seconds
17-Aug-2012 ~ Flash Crash Times 5
17-Aug-2012 ~ BBOX

16-Aug-2012 ~ Where is the Sub-penny Competition?
16-Aug-2012 ~ UNG and DGAZ - Zero to Crazy in Seconds
16-Aug-2012 ~ DLTR Drops 18% in Seconds
16-Aug-2012 ~ CURE-SICK-COWS Animation
16-Aug-2012 ~ NG.U12 - NatGas Explosion
16-Aug-2012 ~ HFT Video Games

15-Aug-2012 ~ HFT Doesn't Harm Investors
13-Aug-2012 ~ Knight Event Tweets

10-Aug-2012 ~ 15,000 eMinis Make Market go Boom
10-Aug-2012 ~ HFT Discovers Berkshire Hathaway
10-Aug-2012 ~ DDP
10-Aug-2012 ~ ES.U12 - EMini Heat
10-Aug-2012 ~ ADES - 18,000 quotes in 625 milliseconds

09-Aug-2012 ~ CPWR - QTSequencer Animation - Whac-A-Mole
09-Aug-2012 ~ BATS - QTSequencer Animation - BATS IPO KER-SPLAT
09-Aug-2012 ~ Friends without Benefits
08-Aug-2012 ~ The Knightmare Hotlist

08-Aug-2012 ~ OTT
08-Aug-2012 ~ CMP

07-Aug-2012 ~ Knight's Widespread Impact
07-Aug-2012 ~ AGNC
06-Aug-2012 ~ IDCC - Quote Pig
03-Aug-2012 ~ The Knightmare Explained
03-Aug-2012 ~ NVR - QTSequencer Animation
03-Aug-2012 ~ NILE
03-Aug-2012 ~ NVR - Raining Ask Prices in Boston
02-Aug-2012 ~ The TWX 1-Second Roller Coaster
02-Aug-2012 ~ eMini Depth of Book
02-Aug-2012 ~ Pre-market bots
02-Aug-2012 ~ TWX - What you see, what the algos see
02-Aug-2012 ~ GMLP
02-Aug-2012 ~ WABC - 1000 quotes in 75 milliseconds:
01-Aug-2012 ~ Knightmare on Wall Street
01-Aug-2012 ~ WZE
01-Aug-2012 ~ EJ
01-Aug-2012 ~ ARC
01-Aug-2012 ~ KWK
01-Aug-2012 ~ CDZI
01-Aug-2012 ~ NAVB
01-Aug-2012 ~ UNG
01-Aug-2012 ~ VPU
01-Aug-2012 ~ MCP
01-Aug-2012 ~ GME
01-Aug-2012 ~ KWK
01-Aug-2012 ~ TRN
01-Aug-2012 ~ BYD
01-Aug-2012 ~ MTW
01-Aug-2012 ~ CQS - NYSE lit like a Christmas Tree
01-Aug-2012 ~ HOG
01-Aug-2012 ~ N
01-Aug-2012 ~ PL
01-Aug-2012 ~ FSL
01-Aug-2012 ~ DOLE
01-Aug-2012 ~ NAT
01-Aug-2012 ~ CODE
01-Aug-2012 ~ GME
01-Aug-2012 ~ LAD
01-Aug-2012 ~ FSL
01-Aug-2012 ~ NUGT
01-Aug-2012 ~ FSL
01-Aug-2012 ~ AGN
01-Aug-2012 ~ DDD
01-Aug-2012 ~ TKR
01-Aug-2012 ~ KRO
01-Aug-2012 ~ PSX
01-Aug-2012 ~ VPU
01-Aug-2012 ~ UVXY
01-Aug-2012 ~ WZE - Pretend it didn't happen

July 2012

31-Jul-2012 ~ eMini Wipe-out
31-Jul-2012 ~ GXP.PR.A
30-Jul-2012 ~ Bad Apples in AAPL
27-Jul-2012 ~ CQS Heat Map
27-Jul-2012 ~ BBNK
27-Jul-2012 ~ AMZN - Boston quotes high!
26-Jul-2012 ~ Salami Slicing Sub-Penny Style
26-Jul-2012 ~ IBKC - What 55,997 quotes in 4.5 seconds looks like
26-Jul-2012 ~ STRA - The 'Crocodile Jaw Spread'
25-Jul-2012 ~ BP - New Flash Crash Poster Child?
25-Jul-2012 ~ AAPL
24-Jul-2012 ~ Sub-penny Price Anomaly
24-Jul-2012 ~ HSTM
20-Jul-2012 ~ CQS Lava Lamp - Channel Heat
19-Jul-2012 ~ Memo on Use of Market Orders
18-Jul-2012 ~ Mistake or Master Plan?
17-Jul-2012 ~ INTC - After Hours News Algo Bomb
17-Jul-2012 ~ CFFN, NWBI - Whac-A-Mole
17-Jul-2012 ~ VVUS Flash Smash
12-Jul-2012 ~ ALEX - Quote Pig
10-Jul-2012 ~ CURE SICK COWS
10-Jul-2012 ~ DEL
05-Jul-2012 ~ ES.U12
03-Jul-2012 ~ AYT

June 2012

29-Jun-2012 ~ NOW
28-Jun-2012 ~ Here is your Liquidity
28-Jun-2012 ~ UGAZ, DGAZ, BATS iWideQuote
27-Jun-2012 ~ Freaking out in Alleghany Corp.(Y)
27-Jun-2012 ~ Nanex Image selected for Space Launch
27-Jun-2012 ~ NAVG
27-Jun-2012 ~ EQL
26-Jun-2012 ~ Whac-a-mole in TFSL
25-Jun-2012 ~ Nasdaq Total View Message Counts
25-Jun-2012 ~ KOP and AIT - Quote Spam
22-Jun-2012 ~ XOM
21-Jun-2012 ~ 117 Million useless quotes on IWM from PHLX
21-Jun-2012 ~ VIOV, VIOO - Things that make you go hmmmm
21-Jun-2012 ~ PTD
20-Jun-2012 ~ CTX - Quote Pig
20-Jun-2012 ~ DJCO
20-Jun-2012 ~ eMini Depth of Book oddity
14-Jun-2012 ~ SAL
14-Jun-2012 ~ BOIL
08-Jun-2012 ~ Nanex appears in French "60 Minutes" TV Show
07-Jun-2012 ~ TotalView and Facebook IPO
07-Jun-2012 ~ IRG - Quote/Trade Ratio: 79,890 to 3
07-Jun-2012 ~ LCPR - Quoting Madness
07-Jun-2012 ~ LCPR - Quoting Madness 2
06-Jun-2012 ~ Wild oscillations in eMini
06-Jun-2012 ~ Nasdaq Datafeed Overload Trips Panic Mode - Again
06-Jun-2012 ~ What is up with the ISE Options Exchange?
06-Jun-2012 ~ DBV - 3 exg's make a mockery of the NBBO
06-Jun-2012 ~ NPBC - Whac-A-Mole
05-Jun-2012 ~ DBV - Overheard at the HFT water-cooler one day
05-Jun-2012 ~ CORE
05-Jun-2012 ~ BRKL - Whac-a-mole
05-Jun-2012 ~ CORE Quote Pig
05-Jun-2012 ~ Whac-a-Mole makes an after hours appearance in 3 stocks
04-Jun-2012 ~ Algo testing on NYSE-ARCA (PACF) after hours
01-Jun-2012 ~ eMini Depth of Book 8:30am
01-Jun-2012 ~ NKY and EWC - Crazy premarket quoting
01-Jun-2012 ~ YCS
01-Jun-2012 ~ CDNS - 86,000 quotes in 42 seconds
01-Jun-2012 ~ PB - NASDAQ gets some help from Boston and Phily in ramming quotes

May 2012

31-May-2012 ~ SOXS
31-May-2012 ~ BGU
30-May-2012 ~ Nasdaq, Facebook, and Order Routing
30-May-2012 ~ Sudden Halt in Intel on 27-Aug-2010
30-May-2012 ~ EWA
30-May-2012 ~ GLD
30-May-2012 ~ FRGI
30-May-2012 ~ CFFN - Whac-a-mole
30-May-2012 ~ Video: HFT Algo Testing Premarket
30-May-2012 ~ Video: 6,000+ quotes in 0.4 seconds, no trades.
29-May-2012 ~ eMini Depth of Book 10am
29-May-2012 ~ GLD
29-May-2012 ~ TFM
29-May-2012 ~ BRKL - Whac-a-mole
29-May-2012 ~ NWBI - Whac-a-mole
29-May-2012 ~ Video: Quote Stuffing in CEO
29-May-2012 ~ Video: Order Router Stress Test
25-May-2012 ~ Did a Stuck Quote Prevent a Facebook Opening Day Pop?
25-May-2012 ~ ADI
25-May-2012 ~ TWIN
24-May-2012 ~ Video: FaceBook IPO Opening
24-May-2012 ~ Video: High Frequency Traders Infest Mastercard
24-May-2012 ~ High Freaks are Back
24-May-2012 ~ eMini Depth of Book 8:30am
24-May-2012 ~ FXC, FXA, FXE
23-May-2012 ~ OPRA Reset Events around Facebook Open
23-May-2012 ~ BOKF Quote Attack
23-May-2012 ~ BLK
23-May-2012 ~ DLPH
23-May-2012 ~ KMT
23-May-2012 ~ BCPC
22-May-2012 ~ Nasdaq Radio Silence
22-May-2012 ~ INTC
22-May-2012 ~ eMini Disruptor 12:01pm
22-May-2012 ~ Bot Spikes
21-May-2012 ~ Facebook IPO Miscellaneous Charts
18-May-2012 ~ Linked In IPO (reference for Facebook comparison)
18-May-2012 ~ Facebook pre-open quote
18-May-2012 ~ Facebook pre-open quote - 2
18-May-2012 ~ AAPL price spikes
18-May-2012 ~ Facebook IPO - How HFT Caused the Opening Delay, and Later Benefited at the Retail Customer's Expense
18-May-2012 ~ Facebook Fallout
18-May-2012 ~ Art - Amazon Bucky Balls
17-May-2012 ~ BAC
17-May-2012 ~ UNG
17-May-2012 ~ eMini Depth of Book 8:30am
17-May-2012 ~ NYSE Bots
17-May-2012 ~ NYSE Bots - 2
17-May-2012 ~ NYSE Bots - 3
17-May-2012 ~ eMini Depth of Book 10am
17-May-2012 ~ GEVA
17-May-2012 ~ CTCM
17-May-2012 ~ Natural Gas Futures depth of book at 10:30am
17-May-2012 ~ AMZN Buckey Balls
16-May-2012 ~ GOOG - Time to quote stuff 'G' symbols
16-May-2012 ~ Bot Spikes
16-May-2012 ~ CMLP
15-May-2012 ~ Chaos is Good (for some)
15-May-2012 ~ PEP - Pepsi Flys with bursts of extremely high quote rates
15-May-2012 ~ Use Whac-a-mole to Widen Spread
15-May-2012 ~ Who do you think you are fooling?
15-May-2012 ~ JPM - BATS Cancelbot lives
15-May-2012 ~ PMCS
15-May-2012 ~ CCL
15-May-2012 ~ AVP
14-May-2012 ~ RUSL, RUSS, RSX - Curious pre-market quoting
14-May-2012 ~ TMK - What you see, what the algos see
14-May-2012 ~ ITUB - What you saw, what the algos saw in 50 milliseconds
11-May-2012 ~ Art - Painting The Tape
11-May-2012 ~ New Level of Quote Insanity
11-May-2012 ~ Consumer Confidence Comes Early
11-May-2012 ~ MIDD
11-May-2012 ~ FULT
11-May-2012 ~ CHK
10-May-2012 ~ More Coincidence or Algo Test
10-May-2012 ~ ANDA Goes to $139,999.98
10-May-2012 ~ CNBC Interview
10-May-2012 ~ Bot Spikes
10-May-2012 ~ ANDA - To the Moon!
10-May-2012 ~ PCLN
09-May-2012 ~ eMini Depth of Book
09-May-2012 ~ Coincidence or Algo Test
09-May-2012 ~ ORLY
08-May-2012 ~ Algo Testing or Quote Stuffing
07-May-2012 ~ CZR - The New Normal
07-May-2012 ~ Tighter Spreads?
04-May-2012 ~ eMini Depth 8:30am
04-May-2012 ~ UOIL - Wild Quotes
04-May-2012 ~ Market Action before Employment Data Report
04-May-2012 ~ CAE
04-May-2012 ~ ULTI - 33k quotes in 2.9 seconds
04-May-2012 ~ Bot Blasts
04-May-2012 ~ ES.M12 - Heat at the close
04-May-2012 ~ ES.M12 - Elongated heat at the close
03-May-2012 ~ BRK.A Crash
03-May-2012 ~ ES.M12 - 8:30 News/Liquidity Vacuum
03-May-2012 ~ Bot Spikes
03-May-2012 ~ IT
03-May-2012 ~ VSTM - NYSE-Arca Stub Quoter to Zero
02-May-2012 ~ NHK (Japan) Interview
02-May-2012 ~ RFG Pre-Market Blaster
02-May-2012 ~ IAG - Useless quote spam
02-May-2012 ~ RIMM - Oops
02-May-2012 ~ TPX - Holy smokes
02-May-2012 ~ CARB
02-May-2012 ~ PHMD
02-May-2012 ~ Volatility on Demand
02-May-2012 ~ BAK
01-May-2012 ~ eMini Depth 10am
01-May-2012 ~ WMB
01-May-2012 ~ PRSS - Definition of a quote pig

April 2012

27-Apr-2012 ~ ES.M12 - 8:30 News/Liquidity Vacuum
27-Apr-2012 ~ DWRE
27-Apr-2012 ~ DWRE - 2
26-Apr-2012 ~ Quotes/Trade Ebbing?
26-Apr-2012 ~ VIIX same anomaly as SVXY on 25-Apr-2012
26-Apr-2012 ~ Nasdaq Datafeed Overload Trips Panic Mode
26-Apr-2012 ~ NG.M12 - News/Liquidity Vacuum
26-Apr-2012 ~ SPY
25-Apr-2012 ~ BG
25-Apr-2012 ~ BG - 2
25-Apr-2012 ~ NTGR
25-Apr-2012 ~ eMini Liquidity Evaporation ahead of Fed Announce
25-Apr-2012 ~ XOM - News causes immediate liquidity evaporation
25-Apr-2012 ~ SVXY - Testing or Manipulation?
25-Apr-2012 ~ HFT: A Clear and Present Danger
25-Apr-2012 ~ ES.M12 Liquidity Vacuum
25-Apr-2012 ~ UIS
25-Apr-2012 ~ AAPL - Bad Trade on BATY Stub Quoter
25-Apr-2012 ~ BVSN - What you see and what the algos see
24-Apr-2012 ~ eMini Depth
24-Apr-2012 ~ More HFT Hyperbole
24-Apr-2012 ~ RSTI
24-Apr-2012 ~ CEV - Things that make you go "hmmmm"
24-Apr-2012 ~ JNPR
24-Apr-2012 ~ PSSI - QUOTE PIG OF THE DECADE!
24-Apr-2012 ~ AAPL - After Hours
24-Apr-2012 ~ ZIP
23-Apr-2012 ~ HLX, TICC, CZR, PKT - Opening Bell
23-Apr-2012 ~ VMI - Quote Pig!
20-Apr-2012 ~ LAMR - Drops 2%
20-Apr-2012 ~ OXM
20-Apr-2012 ~ EEMV
20-Apr-2012 ~ ZEP - When the levee breaks
19-Apr-2012 ~ HFT Alert - Bot activity
19-Apr-2012 ~ ES.M12 10:00 News/Liquidity Vacuum
19-Apr-2012 ~ PRE.PR.E
19-Apr-2012 ~ ES.M12 8:30 News/Liquidity Vacuum
18-Apr-2012 ~ SPLK, TUMI - IPOs
18-Apr-2012 ~ ALB - things that make you go hmm
18-Apr-2012 ~ MTDR
18-Apr-2012 ~ DON - stub quoting is alive and well at Direct Edge
18-Apr-2012 ~ BIOF - Quote pigs
18-Apr-2012 ~ FET
18-Apr-2012 ~ Crude futures liquidity evaporation at 10:30
18-Apr-2012 ~ MDU - Whac-a-mole returns
18-Apr-2012 ~ FXA, FXB, FXC, FXE, FXF, FXY Premarket high quote rates
18-Apr-2012 ~ NLY - details from 29-Jul-2011
17-Apr-2012 ~ INTC
17-Apr-2012 ~ INTC - 2
17-Apr-2012 ~ CRK
17-Apr-2012 ~ FRX
17-Apr-2012 ~ MLNX
16-Apr-2012 ~ ECYT - The Speed of the Market
16-Apr-2012 ~ ECYT
16-Apr-2012 ~ DDD
16-Apr-2012 ~ YPF
16-Apr-2012 ~ eMini 8:30am liquidity evaporation
16-Apr-2012 ~ SPY - Quote outage at EDGE, trades fine
13-Apr-2012 ~ TYL
13-Apr-2012 ~ UNG
13-Apr-2012 ~ ORIG
13-Apr-2012 ~ MIPS - 2
13-Apr-2012 ~ MIPS - 3
13-Apr-2012 ~ VNO.PR.I
13-Apr-2012 ~ FCAN
13-Apr-2012 ~ AAPL
13-Apr-2012 ~ ONG
13-Apr-2012 ~ eMini Liquidity Evaporation
13-Apr-2012 ~ The High Freaks Are Back
13-Apr-2012 ~ DWSN
12-Apr-2012 ~ The SEC Redefines Liquidity (when it's convenient)
12-Apr-2012 ~ eMini 8:30 liquidity evaporation
12-Apr-2012 ~ CWH.PR.D
12-Apr-2012 ~ CWH.PR.D - Zoom
12-Apr-2012 ~ CNH
12-Apr-2012 ~ UNG
12-Apr-2012 ~ Natural Gas NG.K12 10:30 liquidity evaporation
11-Apr-2012 ~ Crude Oil Liquidity Evaporation
11-Apr-2012 ~ Bots Heating Up
11-Apr-2012 ~ ZAGG
11-Apr-2012 ~ HEAT
11-Apr-2012 ~ MHE
11-Apr-2012 ~ GMLP
11-Apr-2012 ~ DDD
10-Apr-2012 ~ FAST
10-Apr-2012 ~ HMIN
10-Apr-2012 ~ GLD
10-Apr-2012 ~ Bots Heating Up
10-Apr-2012 ~ DOW
10-Apr-2012 ~ T
10-Apr-2012 ~ BSTC
10-Apr-2012 ~ KFY
09-Apr-2012 ~ EWMD
09-Apr-2012 ~ GRPN
09-Apr-2012 ~ DBEF
09-Apr-2012 ~ DBEF - 2
09-Apr-2012 ~ DBEF - 3
09-Apr-2012 ~ ENR and CBI
05-Apr-2012 ~ HEAT
05-Apr-2012 ~ IOC
05-Apr-2012 ~ Bots Heating Up
05-Apr-2012 ~ DON
05-Apr-2012 ~ ERIE
05-Apr-2012 ~ Stub quotes PSTR, XWES, OMAB, FBRK, HDNG
04-Apr-2012 ~ Video: Flash Crash Animation
04-Apr-2012 ~ SPY - #HFT infestation
04-Apr-2012 ~ eMini 10am liquidity evaporation
04-Apr-2012 ~ HFT Alert - Bot blast
04-Apr-2012 ~ USO - 125 Milliseconds
04-Apr-2012 ~ USO - 2
04-Apr-2012 ~ IFGL - Look at all these garbage quotes from EDGX
04-Apr-2012 ~ THOR - THORassic algo park (just a small slice)
04-Apr-2012 ~ HTR - What you see in one minute, what the algos see in 2 seconds
04-Apr-2012 ~ eMini 8:30am liquidity vacuum
03-Apr-2012 ~ CGNX - Quotes: 16,000 Trades: 0 Timeframe: 1 second
03-Apr-2012 ~ QIHU - What you see in 1 minute, what the algos see in 9 seconds
03-Apr-2012 ~ TNGO - 9 second faceplant/facelift
02-Apr-2012 ~ ORVL, NWK, TMNG, CASM, WPCS - Daily #NYSE-Arca #PACF stub quoters
02-Apr-2012 ~ PSB.PR.H - What meaningless Quote Spam looks like
01-Apr-2012 ~ eMini Depth 10am

March 2012

30-Mar-2012 ~ STSA - What 8,971 quotes, 0 trades in 1 second looks like
30-Mar-2012 ~ STSA - 2
30-Mar-2012 ~ BCOV - Quote/Trade Ratio: 15,900 to 0. Timeframe: 1 second
30-Mar-2012 ~ BCOV - 2
30-Mar-2012 ~ AAPL - New ride at Disneyland: AppleCoaster
30-Mar-2012 ~ NBN - Nice #NYSE-Arca #PACF stub-quoter going to zero
30-Mar-2012 ~ ESBF - Friday robotics
30-Mar-2012 ~ DG
29-Mar-2012 ~ HFT Alert - Bot spikes
29-Mar-2012 ~ URTH - Will someone call NYSE-Arca (PACF) and ask them to turn this stupid algo off!
29-Mar-2012 ~ GLD - 3 seconds in the GoLDen bubblegum machine
29-Mar-2012 ~ URTH
28-Mar-2012 ~ SIR - premarket liquidity
28-Mar-2012 ~ WFT - 50 milliseconds
28-Mar-2012 ~ URTH - Someone on PACF is ramming idiotic quotes all morning
28-Mar-2012 ~ URTH - Zoom
28-Mar-2012 ~ URTH - Zoom 2
28-Mar-2012 ~ MSTR - Dear #SEC, can you tell me WHY this stock has 86,000+ quotes in 19 seconds with 0 trades?
28-Mar-2012 ~ MSTR - Zoom
28-Mar-2012 ~ TYC
28-Mar-2012 ~ TYC - 2
28-Mar-2012 ~ FIRE
28-Mar-2012 ~ FIRE - 2
28-Mar-2012 ~ GLD - explosion
28-Mar-2012 ~ GLD - 2
28-Mar-2012 ~ GLD - It's not a stock market, it's a gumball machine!
28-Mar-2012 ~ GC.J12 Depth
27-Mar-2012 ~ GLD - The GOLD Event on March 27, 2012
27-Mar-2012 ~ WFT - The Weatherford Intl Event
27-Mar-2012 ~ Stub Quote Improvement
27-Mar-2012 ~ MAR - The Marriot Event - just wow
27-Mar-2012 ~ GLD
27-Mar-2012 ~ BCOV - Quote/Trade Ratio: 42,355 to 0. Elapsed time: 5 seconds
27-Mar-2012 ~ BCOV - 2
27-Mar-2012 ~ FIO - first leg up
27-Mar-2012 ~ FIO - 2
27-Mar-2012 ~ FIO - 3
27-Mar-2012 ~ UVXY
26-Mar-2012 ~ AAPL - You'd think they would learn - this "glitch" is doomed to repeat itself
26-Mar-2012 ~ BIDU - BATS-Y glitch or just business as usual?
26-Mar-2012 ~ HFT Alert - Big Bot Spike
26-Mar-2012 ~ PVFC - Your daily stub quote chart
26-Mar-2012 ~ FAST - Some very curious trades
26-Mar-2012 ~ FAST - 2
25-Mar-2012 ~ AAPL - See where the BATS-Y exchange was quoting one day PRIOR to the trading halt on 03/23/2012
25-Mar-2012 ~ AAPL - trades on 03/20/2012, executing on the BATS-Y exchange (trades were later cancelled)
23-Mar-2012 ~ eMini Depth at 10am
23-Mar-2012 ~ AAPL - Stub quoting happens EVERY DAY - It's not a 1 time error it's only luck more stubs are not executed on
23-Mar-2012 ~ The BATS IPO and halt in AAPL
23-Mar-2012 ~ BATS Stuck Quote Obscures NBBO
23-Mar-2012 ~ BATS - IPO faceplant
23-Mar-2012 ~ HFT Alert - Bot spikes
23-Mar-2012 ~ FRNK, OPAY, ABCD - Someone on the PACF exchange wants to play the stub-quote game
22-Mar-2012 ~ Quite a bit of algo activity this am
22-Mar-2012 ~ CHKR - 4 seconds
22-Mar-2012 ~ VFC
22-Mar-2012 ~ UNG
22-Mar-2012 ~ NG.J12 10:30am liquidity evaporation
22-Mar-2012 ~ YTEK, OVRL - Random daily PACF stub quoters
22-Mar-2012 ~ OVRL
22-Mar-2012 ~ DMND
22-Mar-2012 ~ DMND - Zoom
22-Mar-2012 ~ SGYP - 150 Milliseconds
22-Mar-2012 ~ SGYP
22-Mar-2012 ~ CBKN - Stub Quotes
22-Mar-2012 ~ THO
22-Mar-2012 ~ PSA.PR.P - Deep discovery
22-Mar-2012 ~ PSA.PR.P - Zoom
22-Mar-2012 ~ WRS - Yet again some Hi-Freak blasting quotes
22-Mar-2012 ~ WRS - Zoom
22-Mar-2012 ~ WRS - Zoom 2
22-Mar-2012 ~ BVSN
22-Mar-2012 ~ EQL - faceplace/recovery
21-Mar-2012 ~ The RIO Event
21-Mar-2012 ~ RIO
21-Mar-2012 ~ BRLI - quote spam (garbage)
21-Mar-2012 ~ BRLI - Zoom
21-Mar-2012 ~ BRLI - Zoom 2
21-Mar-2012 ~ CPA - 500 Milliseconds
21-Mar-2012 ~ LULU
20-Mar-2012 ~ The SLV Event
20-Mar-2012 ~ 14:16:45 Event
20-Mar-2012 ~ WRS - Algo test at NYSE & ARCA
20-Mar-2012 ~ SPY
20-Mar-2012 ~ BGG
20-Mar-2012 ~ SPY - 9:52 - Things that make you go hmmm
20-Mar-2012 ~ SPY - 9:52 - Zoom
20-Mar-2012 ~ AAPL
20-Mar-2012 ~ AAPL - 2
20-Mar-2012 ~ GLD
20-Mar-2012 ~ NFLX, GLD - BAT dung
20-Mar-2012 ~ FMCN
20-Mar-2012 ~ WRS - NYSE/PACF in algo-quote slinging contest
20-Mar-2012 ~ WRS - Zoom
20-Mar-2012 ~ BATS Trade Blast
19-Mar-2012 ~ BELFA - Dear Mary, does anyone at the SEC monitor banned practices, like stub quotes?
19-Mar-2012 ~ MAT
19-Mar-2012 ~ MAT - 2
15-Mar-2012 ~ eMini 10am Liquidity evaporation
15-Mar-2012 ~ AMCX - Got bots?
15-Mar-2012 ~ HFT Alert - Bot spikes
14-Mar-2012 ~ Are High-Freaks starting to behave themselves?
14-Mar-2012 ~ SKF
14-Mar-2012 ~ SKF - Zoom
14-Mar-2012 ~ IYF
14-Mar-2012 ~ UYG
14-Mar-2012 ~ UYG - Zoom
14-Mar-2012 ~ PGTI, NASB, HBCP - Random Quote Stubbing Snapshots first hour of trading
14-Mar-2012 ~ SLV
14-Mar-2012 ~ SLV - Zoom 1
14-Mar-2012 ~ SLV - Zoom 2
14-Mar-2012 ~ SLV - Zoom 3
14-Mar-2012 ~ HFT Alert - Bot activity picking up
14-Mar-2012 ~ CJES - Flash Smash - what you see and what the algos see
14-Mar-2012 ~ BVSN - Daily faceplant
14-Mar-2012 ~ UYG - Todays early morning blast
13-Mar-2012 ~ SPY - Market on Close Volume
13-Mar-2012 ~ CPGI - Dear Mary, your stub quote ban could use some fixin'
13-Mar-2012 ~ DWSN
13-Mar-2012 ~ UYG - Premarket Bot Blasters
12-Mar-2012 ~ HFT Alert - Bot spikes
10-Mar-2012 ~ Since the arrival of HFT, quote spreads have become more erratic and wider during Fed Announcements
10-Mar-2012 ~ eMini Depth 8:30am news
10-Mar-2012 ~ VIX - Index Spike Event on January 25, 2012
10-Mar-2012 ~ When HFT goes away, so do all the problems.
10-Mar-2012 ~ eMini Depth of Book Recovery?
10-Mar-2012 ~ ES.H12 Depth of Book
09-Mar-2012 ~ BODY - Note the quote stuffing before explosion up
09-Mar-2012 ~ BODY
09-Mar-2012 ~ MHS - 250 Milliseconds of trading
08-Mar-2012 ~ Momentum Ignition Event Growth (12 noon)
08-Mar-2012 ~ IYF - Premarket Acid Rainbots
08-Mar-2012 ~ IYF - 2
08-Mar-2012 ~ NG.J12 news vacuum
07-Mar-2012 ~ Direct Edge Quote Spam
06-Mar-2012 ~ SPY - Market Closing Prices and VWAP
06-Mar-2012 ~ GTSI - Stub quoting is alive and well despite any so-called "ban"
05-Mar-2012 ~ AKRX - One minute: what you see and what the algos see
02-Mar-2012 ~ NBBO Spread Ignition Events for every minute of the trading day (9:30 to 16:00) between July 2006 and March 2012
02-Mar-2012 ~ P - 13 seconds in Pandoras box of quotes
02-Mar-2012 ~ P - 2
02-Mar-2012 ~ GAGA, MAYS, AFFM - After hour stub quoters making a mockery of the NBBO
02-Mar-2012 ~ eMini depth 10am
01-Mar-2012 ~ eMini Shell-shocked from Disruptor
01-Mar-2012 ~ HFT Alert - bot spikes

February 2012

29-Feb-2012 ~ SPY Closing Events of February 29, 2012 and July 29, 2011
29-Feb-2012 ~ SLV - 150 milliseconds
29-Feb-2012 ~ GLD
29-Feb-2012 ~ Treasury Futures Event of February 29, 2012
29-Feb-2012 ~ GLD
29-Feb-2012 ~ GLD - 2
29-Feb-2012 ~ DLG
29-Feb-2012 ~ END - Collapses and goes on a roller-coaster ride. What you see and what the algos see
29-Feb-2012 ~ RY - Royal Bank of Canada whacked in 25 milliseconds!
29-Feb-2012 ~ AGQ - 44 seconds in a robotic playgound
29-Feb-2012 ~ USLV - Nothing but stability today
29-Feb-2012 ~ BSFT
29-Feb-2012 ~ DGP
29-Feb-2012 ~ SPY
29-Feb-2012 ~ SPY - 2
28-Feb-2012 ~ Quote Spread Disintegration - Instant Instability!
28-Feb-2012 ~ JMP
28-Feb-2012 ~ KNOL - rocketship. What you see and what the algos see
28-Feb-2012 ~ SMB - From $17.84 to $25.54 in 5 seconds!
28-Feb-2012 ~ BARL
28-Feb-2012 ~ CPNO
25-Feb-2012 ~ eMini depth 8:30am liquidity evaporation
24-Feb-2012 ~ HMIN
24-Feb-2012 ~ Depth Pinger
23-Feb-2012 ~ Research Presentation
22-Feb-2012 ~ GCAP
23-Feb-2012 ~ AVG
23-Feb-2012 ~ ARII - It's not a stock market, it's a rodeo!
23-Feb-2012 ~ CHSI - Smash Down Smash Up all in a robotic wonderland
23-Feb-2012 ~ LBTYK - tanks and recovers in 100 milliseconds
23-Feb-2012 ~ HFT Alert - Bots are warming up again
22-Feb-2012 ~ WASH - 10,000 quotes in 2 seconds
22-Feb-2012 ~ WASH - 2
22-Feb-2012 ~ WASH - 3
22-Feb-2012 ~ GCAP - Anyone else notice the 1 second faceplant?
22-Feb-2012 ~ ANSS - Nice open
21-Feb-2012 ~ P
21-Feb-2012 ~ EIA - What is the bid price of this stock (750 ms slice)
21-Feb-2012 ~ EIA - 2
21-Feb-2012 ~ EIA - 3
21-Feb-2012 ~ HBA.PR.H - Preferreds are off and running
21-Feb-2012 ~ HBA.PR.H - 2
21-Feb-2012 ~ HFT Alert - Algo activity picking up
17-Feb-2012 ~ SKF - Zoom of the pre-market bots
17-Feb-2012 ~ SKF - Zoom 2 of the pre-market bots
17-Feb-2012 ~ UYG - Zoom of the pre-market bots
17-Feb-2012 ~ UYG - Zoom 2 of the pre-market bots
17-Feb-2012 ~ IYF - Zooms of the pre-market bots
17-Feb-2012 ~ DISCA - faceplant
17-Feb-2012 ~ LPNT - Crocjaw Springloader
17-Feb-2012 ~ LPNT - 2
17-Feb-2012 ~ How to see quote-spam with no charts
17-Feb-2012 ~ BRCD
17-Feb-2012 ~ P - Pandora's box of quotes - 14,000 in one second, 0 trades
16-Feb-2012 ~ STRA - Guess it didn't get the tight-spread memo either
16-Feb-2012 ~ H - Hyatt Hotels
16-Feb-2012 ~ Hi Freak Invaders - Welcome to My Nightmare!
16-Feb-2012 ~ BUD
16-Feb-2012 ~ IYF - PreMarket Bots running hot
15-Feb-2012 ~ SUSQ
15-Feb-2012 ~ TOBC - Nice open: what you see and what the algos see
15-Feb-2012 ~ BSBR
15-Feb-2012 ~ STSA - What 6,800+ quotes and 0 trades in 875 milliseconds looks like
15-Feb-2012 ~ STSA - Zoom
15-Feb-2012 ~ PBR
15-Feb-2012 ~ PBR
15-Feb-2012 ~ RRGB
14-Feb-2012 ~ KORS Quote Stuffing
14-Feb-2012 ~ KORS - Where robots roam free
14-Feb-2012 ~ FIO - What you see in a minute, what the algos see in 1.8 seconds
14-Feb-2012 ~ ICLR
13-Feb-2012 ~ NYMEX Black Swan
13-Feb-2012 ~ FDX - Nasdaq Trading Through NYSE example
13-Feb-2012 ~ SFI.PR.G - What is the ask price of this stock?
13-Feb-2012 ~ SFI.PR.G - 2
13-Feb-2012 ~ SCO, USO, UCO
13-Feb-2012 ~ CL.H12
13-Feb-2012 ~ CL.H12 - 2
13-Feb-2012 ~ UCO
13-Feb-2012 ~ UCO - 2
13-Feb-2012 ~ SCO
13-Feb-2012 ~ SCO - 2
13-Feb-2012 ~ HUB.A - From $71 to $81 in 2.7 seconds
13-Feb-2012 ~ HUB.A - From $71 to $81 in 2.7 seconds (Zoom)
13-Feb-2012 ~ USO
13-Feb-2012 ~ USO - Zoom
13-Feb-2012 ~ WDTI
13-Feb-2012 ~ WDTI - Zoom
13-Feb-2012 ~ PKD - The 775 millisecond plunge, the 1 second recovery, how it looked to algos and how it looked to you
13-Feb-2012 ~ WLK
13-Feb-2012 ~ SFI.PR.G
10-Feb-2012 ~ URA - Radioactive ETF whacked. What you see and what the algos see
10-Feb-2012 ~ EP.PR.C - Just a normal day of algos dumping 20k quotes a minute into a stock for no good reason
10-Feb-2012 ~ EP.PR.C - 2
10-Feb-2012 ~ BRF - smashup. What you see and what the algos see
09-Feb-2012 ~ MCP - Event on Feb 9, 2012
08-Feb-2012 ~ HFT Alert - Bot Spikes
06-Feb-2012 ~ The Other Flash Crash
06-Feb-2012 ~ LPLA - Anyone else see the wild open? Here's 57 seconds worth
05-Feb-2012 ~ IPGP - How it looked to you and how it looked to the algos
05-Feb-2012 ~ IPGP - 2
05-Feb-2012 ~ IPGP - 3
05-Feb-2012 ~ IPGP - 4
03-Feb-2012 ~ Ground Zero, Rise of the Machines
02-Feb-2012 ~ The Emperor Has No Clothes
02-Feb-2012 ~ High Frequency Quote Spam
01-Feb-2012 ~ DLB - rollercoaster
01-Feb-2012 ~ PCL - What you see in a minute and the actual 550 millisecond event
01-Feb-2012 ~ Quote Stuffing Event of April 26, 2010
01-Feb-2012 ~ HAYN - Nice open
01-Feb-2012 ~ The Rise of the HFT Machines
01-Feb-2012 ~ The Tighter Spreads Lie
01-Feb-2012 ~ The Liquidity Illusion ~ NBBO Flutter

January 2012

31-Jan-2012 ~ NBBO Opening Stability: Look how much the first 20 seconds of trading has changed from $HFT
31-Jan-2012 ~ SPY - 10am
31-Jan-2012 ~ SGS - goes from $3 to $200,000 at the open!
31-Jan-2012 ~ AMEX Outage on January 31, 2012
31-Jan-2012 ~ AMZN - After hours madness. Let's face it, the NBBO is dead. Long live $HFT
31-Jan-2012 ~ SGS - This has got to be the largest spread in trading history
31-Jan-2012 ~ SPY
31-Jan-2012 ~ SPY - 2
31-Jan-2012 ~ COCO - What you see and what the algos see
31-Jan-2012 ~ QQQ
31-Jan-2012 ~ TMP - Quick, what is the ask price of this stock? (red dots=best ask)
31-Jan-2012 ~ TMP - Quick, what is the ask price of this stock? (red dots=best ask) (Zoom)
31-Jan-2012 ~ EQR - 850 millisecond smash up smash down
31-Jan-2012 ~ SBSI - What you see and what the algos see
30-Jan-2012 ~ DRE.PR.O - Does anyone really believe any of these orders were intended to execute?
30-Jan-2012 ~ DRE.PR.O - Zoom
27-Jan-2012 ~ JBHT
27-Jan-2012 ~ SBSA
27-Jan-2012 ~ AMGN - What you see and what the algos see
27-Jan-2012 ~ TMX - Explodes in 775 milliseconds
27-Jan-2012 ~ TMX - 2
27-Jan-2012 ~ TMX - 3
27-Jan-2012 ~ BKS
27-Jan-2012 ~ BKS - Rocketship
27-Jan-2012 ~ BKS - Market Structure
27-Jan-2012 ~ BKS - Market Structure 2
27-Jan-2012 ~ ABCS - from $21.75 to $50 and it's LUCKY it didn't goto $550 given where NSDQ quotes went!
27-Jan-2012 ~ ABCS - Zoom in of ABCS Smashup
26-Jan-2012 ~ KNX - Wild ride in KNX this am
26-Jan-2012 ~ MSCC - Nice open
25-Jan-2012 ~ NFLX
25-Jan-2012 ~ NFLX - 2
25-Jan-2012 ~ NFLX - 3
25-Jan-2012 ~ Very chaotic algo activity this morning
25-Jan-2012 ~ HES
25-Jan-2012 ~ HES - 2
25-Jan-2012 ~ HES - 3
25-Jan-2012 ~ HES - 4
25-Jan-2012 ~ WINN - Dear Mary, the people at WINN think your stub quote ban needs some fixin
24-Jan-2012 ~ ANGO - newsbots take it down
24-Jan-2012 ~ ANGO - 2
24-Jan-2012 ~ ANGO - 3
24-Jan-2012 ~ CA - HFT stuff you all night long
24-Jan-2012 ~ NFLX - Movie Bots!
24-Jan-2012 ~ NFLX - 2
23-Jan-2012 ~ ITT
23-Jan-2012 ~ HSBC.PR.B
23-Jan-2012 ~ HSBC.PR.B - 2
23-Jan-2012 ~ HSBC.PR.C - Screamer, 675 ms view
20-Jan-2012 ~ Clear example of HFT causing problems
20-Jan-2012 ~ JNJ
20-Jan-2012 ~ JNJ - 2
20-Jan-2012 ~ HFT Alert - Bot activity picking up
20-Jan-2012 ~ SPE
20-Jan-2012 ~ SPE - 2
20-Jan-2012 ~ SPE - 3
20-Jan-2012 ~ SHPGY - takes a 1 second faceplant and quickly recovers
19-Jan-2012 ~ TROS - Order entry error exposes HFT bid withdrawal on other exchanges before possible
19-Jan-2012 ~ XOM
19-Jan-2012 ~ XOM - 2
19-Jan-2012 ~ XOM - 3
19-Jan-2012 ~ ASH - 75 milliseconds
19-Jan-2012 ~ TROW - slaughtered in 375 milliseconds
19-Jan-2012 ~ TROW - 2
19-Jan-2012 ~ TROW - 3
19-Jan-2012 ~ PLOW - Can you do 10,000 orders in 925 milliseconds? Bots can
19-Jan-2012 ~ PLOW - 2
19-Jan-2012 ~ Something on EDGE plowing through stock after stock. Look at the areas shaded in blue
19-Jan-2012 ~ KSU
19-Jan-2012 ~ KSU - 2
19-Jan-2012 ~ RCKY
19-Jan-2012 ~ CARB - HFT Posterchild
19-Jan-2012 ~ GOOG
19-Jan-2012 ~ JNJ - gets worked
18-Jan-2012 ~ DON
18-Jan-2012 ~ DON - 2
18-Jan-2012 ~ AAPL
18-Jan-2012 ~ AAPL - 2
18-Jan-2012 ~ PMCS
18-Jan-2012 ~ HFT Alert - bots are off and running
17-Jan-2012 ~ FLT - nice open
17-Jan-2012 ~ EDU - Stub quotes
17-Jan-2012 ~ CARB - HFT Algoritm Test
17-Jan-2012 ~ CARB - If the SEC wants to find examples of price manipulation, look at CARB (on any day)
17-Jan-2012 ~ CARB - 2
17-Jan-2012 ~ CARB - 3
17-Jan-2012 ~ CARB - 4
17-Jan-2012 ~ CARB - 5
17-Jan-2012 ~ eMini Depth of Book Recovering?
17-Jan-2012 ~ AAPL - HFT Algoritms Running Wild
17-Jan-2012 ~ RIMM
13-Jan-2012 ~ GGC - Pre-market smash up
13-Jan-2012 ~ MIC
13-Jan-2012 ~ MIC - 2
13-Jan-2012 ~ MIC - HFT Algoritm Test
13-Jan-2012 ~ CARB - bots making a mockery of the NBBO
13-Jan-2012 ~ CARB - 2
13-Jan-2012 ~ HFT Algoritms Running Wild
13-Jan-2012 ~ BKU - 1 sec 225 ms smash up
13-Jan-2012 ~ ADS - flash smash
12-Jan-2012 ~ IMPV - What is the ask price of this stock?
12-Jan-2012 ~ CARB
12-Jan-2012 ~ CARB - 2
12-Jan-2012 ~ CARB - 3
12-Jan-2012 ~ CARB - 4
12-Jan-2012 ~ CARB - 5
12-Jan-2012 ~ CARB - 6
12-Jan-2012 ~ CARB - 7
12-Jan-2012 ~ HFT Algoritms Running Wild
12-Jan-2012 ~ HFT Algoritms Running Wild 2
12-Jan-2012 ~ Someone's testing a one sided bid-price algo on about 7-8 stocks this am
11-Jan-2012 ~ WTW - Weight Watchers Rollercoaster
11-Jan-2012 ~ IMPV
11-Jan-2012 ~ IMPV - 2
11-Jan-2012 ~ IMPV - 3
11-Jan-2012 ~ IMPV - 4
11-Jan-2012 ~ IMPV - 5
11-Jan-2012 ~ VGIT
10-Jan-2012 ~ Algo Testing During Trading Hours
09-Jan-2012 ~ SKX
09-Jan-2012 ~ SKX - What the algos see in 1 minute
09-Jan-2012 ~ EFA - Algo seen this am in dozens of issues was a size climber
09-Jan-2012 ~ EFA - 2
09-Jan-2012 ~ WPX Faceplant
09-Jan-2012 ~ PRE.PR.E - Preferred quote waste algos are off and running
09-Jan-2012 ~ PRE.PR.E - 2
09-Jan-2012 ~ BOH - Once
09-Jan-2012 ~ BOH - 2
09-Jan-2012 ~ IPCM - What 20,000 quotes and 0 trades in 1.7 seconds looks like
09-Jan-2012 ~ IPCM - 2
06-Jan-2012 ~ Was Reg NMS secretly rescinded? Proof positive (again) exchange routing not following rules
06-Jan-2012 ~ ESI
06-Jan-2012 ~ GBX
06-Jan-2012 ~ GBX 2
06-Jan-2012 ~ GBX 3
06-Jan-2012 ~ PSMT
06-Jan-2012 ~ VRX
06-Jan-2012 ~ VRX - 2
06-Jan-2012 ~ CBS
06-Jan-2012 ~ CBS - 2
06-Jan-2012 ~ CBS - 3
06-Jan-2012 ~ CBS - 4
06-Jan-2012 ~ CVS
06-Jan-2012 ~ CVS - 2
06-Jan-2012 ~ CVS - 3
06-Jan-2012 ~ CVS - 4
06-Jan-2012 ~ CVS - 5
06-Jan-2012 ~ CVS - 6
06-Jan-2012 ~ CVS - 7
06-Jan-2012 ~ DBC
06-Jan-2012 ~ DBC - 2
06-Jan-2012 ~ DBC - 3
06-Jan-2012 ~ PACW - 50,000 quotes, 0 trades, 5 secs
06-Jan-2012 ~ PACW - 50,000 quotes, 0 trades, 5 secs (Zoom)
06-Jan-2012 ~ Somebody's testing something new pre-market
05-Jan-2012 ~ NOG
05-Jan-2012 ~ SPRD
05-Jan-2012 ~ SODA
04-Jan-2012 ~ GMLP
04-Jan-2012 ~ NFLX - Netflix blows a gasket!
03-Jan-2012 ~ CNS - From $29 to $159 and back again
03-Jan-2012 ~ MAT - 50 millisecond reverse smash up
03-Jan-2012 ~ NDRO - 9,992 quotes, 0 trades in 975 Milliseconds
03-Jan-2012 ~ NDRO - 2
03-Jan-2012 ~ FLDM 50,000 quotes in 5 secs
03-Jan-2012 ~ FLDM - 2
03-Jan-2012 ~ FLDM - 3
03-Jan-2012 ~ MBI

December 2011

22-Dec-2011 ~ BLT - 50,993 quotes, 0 trades in 5 Seconds
22-Dec-2011 ~ BLT - 2
22-Dec-2011 ~ TNC - 7,000 quotes in 675 milliseconds
22-Dec-2011 ~ TNC - 2
22-Dec-2011 ~ TNC - 3
22-Dec-2011 ~ TNC - 4
22-Dec-2011 ~ LRE - Blowup
22-Dec-2011 ~ LRE - 2
22-Dec-2011 ~ LRE - 3
21-Dec-2011 ~ RDW
21-Dec-2011 ~ UGP
21-Dec-2011 ~ UGP - 2
21-Dec-2011 ~ IPAR - 10,000 quote, 0 trades in 950 milliseconds
21-Dec-2011 ~ IPAR - 2
21-Dec-2011 ~ IPAR - 3
20-Dec-2011 ~ CCOI
20-Dec-2011 ~ IPAR
20-Dec-2011 ~ HFT Alert - bot spike
20-Dec-2011 ~ SMH
16-Dec-2011 ~ GRMH - Guess stub quotes to 0 are ok after normal market hours
16-Dec-2011 ~ MLPI - Blow-up
16-Dec-2011 ~ STEI - 3 Second Faceplant
16-Dec-2011 ~ BBSI
16-Dec-2011 ~ BBSI - 2
16-Dec-2011 ~ DLTR - 1.5 minute meltdown-meltup
16-Dec-2011 ~ DLTR - 2
16-Dec-2011 ~ PRGO - meltup-meltdown
16-Dec-2011 ~ PRGO - 2
16-Dec-2011 ~ Crude Oil Futures Depth ~ Aug 2010 - Dec 2012
15-Dec-2011 ~ NDSN - Botastic! Algo wonderland
15-Dec-2011 ~ NDSN - Zoom
15-Dec-2011 ~ NDSN - Zoom 2
15-Dec-2011 ~ LEAP
15-Dec-2011 ~ PLP - Acid Rainbot on steroids
15-Dec-2011 ~ PLP - Acid Rainbot on steroids - Zoom
15-Dec-2011 ~ PLP - Acid Rainbot on steroids - Zoom 2
15-Dec-2011 ~ DAG
15-Dec-2011 ~ AGA
15-Dec-2011 ~ CLCT
15-Dec-2011 ~ ADBE - After hours newsbots
15-Dec-2011 ~ ADBE - 2
15-Dec-2011 ~ ADBE - 3
15-Dec-2011 ~ ADBE - 4
15-Dec-2011 ~ TIGR - Ever wonder how a stock goes to 0.0?
15-Dec-2011 ~ GRMH
15-Dec-2011 ~ GRMH - 2
15-Dec-2011 ~ EWZ
14-Dec-2011 ~ SUSQ
14-Dec-2011 ~ FRP - 1.5 Second blowup
14-Dec-2011 ~ FRP - 2
14-Dec-2011 ~ FRP - 3
14-Dec-2011 ~ FRP - 4
14-Dec-2011 ~ WAB - Blowup
14-Dec-2011 ~ WAB - 2
14-Dec-2011 ~ TFM - Nice open
09-Dec-2011 ~ VBK - 16,000 quotes and 0 trades in 975 milliseconds
09-Dec-2011 ~ VBK - 2
09-Dec-2011 ~ DMND - Diamond bots
09-Dec-2011 ~ DLPH
09-Dec-2011 ~ TITN
09-Dec-2011 ~ PDLI - Crazy Algo
09-Dec-2011 ~ PDLI - 2
09-Dec-2011 ~ PDLI - 3
09-Dec-2011 ~ BAC
09-Dec-2011 ~ PDLI
09-Dec-2011 ~ MMLP - Bizarre rapid fire algo
09-Dec-2011 ~ MMLP - 2
09-Dec-2011 ~ MMLP - 3
09-Dec-2011 ~ CTSH
09-Dec-2011 ~ AOM
09-Dec-2011 ~ AOM - 2
08-Dec-2011 ~ AMGN
08-Dec-2011 ~ CONN
08-Dec-2011 ~ CONN - 2
08-Dec-2011 ~ CSTR - Hot potatoes in the morning
08-Dec-2011 ~ CSTR - 2
08-Dec-2011 ~ YRCWD
08-Dec-2011 ~ F
08-Dec-2011 ~ F - 2
08-Dec-2011 ~ HBA.PR.H - what is the ask price of this stock?
08-Dec-2011 ~ HBA.PR.H - 2
08-Dec-2011 ~ UAL
08-Dec-2011 ~ UAL 2
07-Dec-2011 ~ OXM
07-Dec-2011 ~ OXM - 2
07-Dec-2011 ~ AMGN - a few nice trades this morning
02-Dec-2011 ~ EDMC - Another day at the casino
02-Dec-2011 ~ JVA - Coffee bot
02-Dec-2011 ~ PVH - Robots OUT OF CONTROL
02-Dec-2011 ~ PVH - 2
02-Dec-2011 ~ PVH - 3
02-Dec-2011 ~ PVH - The next minute
02-Dec-2011 ~ KONA - I'd like my liquidity medium rare please
02-Dec-2011 ~ GRPN - Robots like a good deal too
02-Dec-2011 ~ SPRD - 20,000 quotes and 0 trades in 2 seconds
02-Dec-2011 ~ SPRD - 2
02-Dec-2011 ~ SPRD - 3
02-Dec-2011 ~ HMA
01-Dec-2011 ~ LZB - Nice open
01-Dec-2011 ~ PKT - travelling robot circus
01-Dec-2011 ~ BFIN
01-Dec-2011 ~ TXI - Texas Style Hot Potatoes
01-Dec-2011 ~ TXI - 2
01-Dec-2011 ~ TXI - 3
01-Dec-2011 ~ TXI - 4

November 2011

30-Nov-2011 ~ BML.PR.J - Quick, what is the Ask Price of this stock?
30-Nov-2011 ~ BML.PR.J - 2
30-Nov-2011 ~ BML.PR.J - 3
30-Nov-2011 ~ PBR - faceplant
30-Nov-2011 ~ WBMD - Hot Potatoes
30-Nov-2011 ~ WBMD - 2
30-Nov-2011 ~ WBMD - 3
30-Nov-2011 ~ WBMD - 4
28-Nov-2011 ~ PSLV - Liquidity
28-Nov-2011 ~ PSLV - 2
28-Nov-2011 ~ PSLV - 3
28-Nov-2011 ~ Charts showing the Infinium algo that went out of control on Oct 28, 2009
28-Nov-2011 ~ LMCA - open
23-Nov-2011 ~ MVG
23-Nov-2011 ~ CMVT
23-Nov-2011 ~ CMVT - 2
23-Nov-2011 ~ HFT Alert - bot spikes
22-Nov-2011 ~ CISG - Nice little plunge hiccup
22-Nov-2011 ~ CISG - 2
21-Nov-2011 ~ VIT - Nice open
21-Nov-2011 ~ QCOR
21-Nov-2011 ~ BAC.PR.B
21-Nov-2011 ~ FMCN - Something's not quite right here
21-Nov-2011 ~ FMCN - 2
21-Nov-2011 ~ FMCN - 3
21-Nov-2011 ~ FMCN - 4
18-Nov-2011 ~ SCVL - Nice open in Shoe Carnival (carnival being the key term)
18-Nov-2011 ~ SCVL - 2
18-Nov-2011 ~ USB.PR.H - Acid Rainbot roaming the preferreds
18-Nov-2011 ~ USB.PR.H - 2
18-Nov-2011 ~ ACHN - explosion
18-Nov-2011 ~ ACHN - 2
18-Nov-2011 ~ DLR.PR.E - Quote like an egyptian
18-Nov-2011 ~ DLR.PR.E - 2
18-Nov-2011 ~ DLR.PR.E - 3
17-Nov-2011 ~ WFT - WTF
17-Nov-2011 ~ WFT - 2
17-Nov-2011 ~ WFT - 3
16-Nov-2011 ~ XLB - enters the 20,000 quotes, 0 trades, under 1 second club
16-Nov-2011 ~ XLB - 2
16-Nov-2011 ~ HFT Alert - bots heating up
16-Nov-2011 ~ CLI - mini smash
14-Nov-2011 ~ ALJ
14-Nov-2011 ~ ALJ - 2
14-Nov-2011 ~ GGB - 50,000 quotes and 0 trade in under 2 seconds
14-Nov-2011 ~ GGB - 2
10-Nov-2011 ~ MIG
10-Nov-2011 ~ UYG - Nice smash, sea of bots
10-Nov-2011 ~ UYG - 2
09-Nov-2011 ~ DGIT
09-Nov-2011 ~ DGIT - 2
09-Nov-2011 ~ SGI - nice spreads!
09-Nov-2011 ~ C.PR.H - The preferreds are off and running, 85,000 quotes, 0 trades
09-Nov-2011 ~ C.PR.H - 2
09-Nov-2011 ~ PPL.PR.U - What's the Ask Price of this stock?
09-Nov-2011 ~ PPL.PR.U - 2
09-Nov-2011 ~ CFC.PR.B - Wild ride in a preferred
09-Nov-2011 ~ CFC.PR.B - 2
09-Nov-2011 ~ RMBS
09-Nov-2011 ~ RMBS - 2
09-Nov-2011 ~ FMCN - Nice open
08-Nov-2011 ~ AMLN
08-Nov-2011 ~ TRAK - $1 spread in a $25 stock
08-Nov-2011 ~ RTLA
08-Nov-2011 ~ robot shopping spree
08-Nov-2011 ~ DGIT
07-Nov-2011 ~ AMZN - Bizarre quoting activity on several NSDQ issues continue
07-Nov-2011 ~ AMZN - 2
07-Nov-2011 ~ AAPL - Bizarre quoting activity on several NSDQ issues continue
07-Nov-2011 ~ AAPL - Just bizarre and it's been going all day on numerous issues
07-Nov-2011 ~ AAPL - 2
07-Nov-2011 ~ BID
07-Nov-2011 ~ URBN - Nice action. up-down. Check out the blast of 11,000 quotes (in one sec) that breaks it up a bit
04-Nov-2011 ~ PLAB
04-Nov-2011 ~ CHK
04-Nov-2011 ~ CBS
04-Nov-2011 ~ CNW
04-Nov-2011 ~ EXAM
04-Nov-2011 ~ EXAM - 2
04-Nov-2011 ~ EXAM - 3
04-Nov-2011 ~ TGH
04-Nov-2011 ~ TGH - 2
04-Nov-2011 ~ ITT
04-Nov-2011 ~ GRPN - Groupon, Groupoff
04-Nov-2011 ~ GRPN - 2
04-Nov-2011 ~ GRPN - 3
04-Nov-2011 ~ YHOO
04-Nov-2011 ~ YHOO - 2
04-Nov-2011 ~ Lots of NSDQ issues with bizarre quoting activity this AM
03-Nov-2011 ~ KAMN
03-Nov-2011 ~ KAMN - 2
03-Nov-2011 ~ MCHX
03-Nov-2011 ~ TTEC
03-Nov-2011 ~ VRX
03-Nov-2011 ~ GDP
03-Nov-2011 ~ GDP - 2
03-Nov-2011 ~ STRA - nice spreads at the open
03-Nov-2011 ~ VRX
03-Nov-2011 ~ MTRX
03-Nov-2011 ~ MTRX - 2
03-Nov-2011 ~ BIDU
03-Nov-2011 ~ BIDU - 2
03-Nov-2011 ~ BIDU - 3
03-Nov-2011 ~ BIDU - 4
03-Nov-2011 ~ TSL - Mini blow-up
03-Nov-2011 ~ TSL - 2
03-Nov-2011 ~ TSL - 2
03-Nov-2011 ~ TSL - 3
03-Nov-2011 ~ PCRX
03-Nov-2011 ~ JEF
03-Nov-2011 ~ JEF - 2
03-Nov-2011 ~ VVUS - explosion/implosion
03-Nov-2011 ~ VVUS - 2
03-Nov-2011 ~ VVUS - 3
03-Nov-2011 ~ VVUS - 4
03-Nov-2011 ~ DDS
03-Nov-2011 ~ QQQ
03-Nov-2011 ~ QQQ - 2
03-Nov-2011 ~ QQQ - 3
03-Nov-2011 ~ ITT - Nice open
02-Nov-2011 ~ DMND - Diamond in the rough
02-Nov-2011 ~ DMND - 2
02-Nov-2011 ~ CTSH - implosion
02-Nov-2011 ~ CTSH - 2
02-Nov-2011 ~ HFT Alert - hot potato time
02-Nov-2011 ~ AMRN - Quote Pig Record Holder! 42,000 quotes, 0 Trades in 975 milliseconds!
02-Nov-2011 ~ AMRN - 2
01-Nov-2011 ~ CVGI
01-Nov-2011 ~ HCA
01-Nov-2011 ~ SPY
01-Nov-2011 ~ SPY - 2
01-Nov-2011 ~ SPY - 3
01-Nov-2011 ~ SPY - 4
01-Nov-2011 ~ HFT Alert - bot spikes
01-Nov-2011 ~ AMED - bloodbot
01-Nov-2011 ~ AMED - 2
01-Nov-2011 ~ AMED - 3
01-Nov-2011 ~ MTOR - meteor
01-Nov-2011 ~ MTOR - 2
01-Nov-2011 ~ MTOR - 3
01-Nov-2011 ~ MTOR - 4
01-Nov-2011 ~ MTOR - 5
01-Nov-2011 ~ HFT Alert - bots really heated up
01-Nov-2011 ~ HFT Alert - hot potato war
01-Nov-2011 ~ HFT Alert - bots are on fire
01-Nov-2011 ~ KCG - Meltdown/up
01-Nov-2011 ~ KCG - 2
01-Nov-2011 ~ KCG - 3
01-Nov-2011 ~ NDAQ - Last leg of the implosion
01-Nov-2011 ~ NDAQ - 2
01-Nov-2011 ~ NDAQ - 3

October 2011

31-Oct-2011 ~ IWM
31-Oct-2011 ~ IWM - 2
30-Oct-2011 ~ CHMT - Wild ride at the open
28-Oct-2011 ~ The thicker red line in the green area was today. Back to July levels. This is a chart quotes/$10K of equity trading
28-Oct-2011 ~ KOLD
28-Oct-2011 ~ KOLD - 2
28-Oct-2011 ~ OB
28-Oct-2011 ~ RE
28-Oct-2011 ~ QLIK
28-Oct-2011 ~ QLIK - 2
28-Oct-2011 ~ CPSI
28-Oct-2011 ~ CSTR
28-Oct-2011 ~ HARL - Remember the Stub Quote Ban only applies to market makers. Everyone else, Stub away!
28-Oct-2011 ~ HARL - 2
28-Oct-2011 ~ TQNT - Quotes: 35,717. Trades: 0 in under 2 seconds
28-Oct-2011 ~ TQNT - 2
28-Oct-2011 ~ SONE - Blows Up and Recovers in just 3 seconds
28-Oct-2011 ~ SONE - 2
28-Oct-2011 ~ FIZZ
28-Oct-2011 ~ FIZZ - 2
27-Oct-2011 ~ HCBK - wins the prize - 36,000 BS quotes, 0 trades, timeframe: 950 MILLISECONDS!
27-Oct-2011 ~ HCBK - 2
27-Oct-2011 ~ HCBK - 3
27-Oct-2011 ~ PSLV
27-Oct-2011 ~ RBS.PR.I - Providing Liquidity
27-Oct-2011 ~ EQT - Here's how it looked without the circuit breaker gap
27-Oct-2011 ~ EQT - 2
27-Oct-2011 ~ ITUB - takes a small bath
27-Oct-2011 ~ TNE - Brazillian smash
27-Oct-2011 ~ ELP - Brazillian smash
27-Oct-2011 ~ CIG - Brazillian smash
27-Oct-2011 ~ UFPI
27-Oct-2011 ~ C
27-Oct-2011 ~ MAC - 18 second comet
27-Oct-2011 ~ MAC - 2
27-Oct-2011 ~ MAC - 3
27-Oct-2011 ~ MAC - 4
27-Oct-2011 ~ MAC - 5
27-Oct-2011 ~ MAC - 6
27-Oct-2011 ~ GBLI - Tight spreads and Liquidity
27-Oct-2011 ~ CPSI
27-Oct-2011 ~ TPL
27-Oct-2011 ~ BKR
27-Oct-2011 ~ BKR - 2
27-Oct-2011 ~ PHH
27-Oct-2011 ~ SPY
27-Oct-2011 ~ PFE
26-Oct-2011 ~ SLGN - Wild morning
26-Oct-2011 ~ SLGN
26-Oct-2011 ~ SLGN - 2
26-Oct-2011 ~ SLGN - 3
26-Oct-2011 ~ GNMK
26-Oct-2011 ~ GENT
26-Oct-2011 ~ SNDK - NSDQ sputters out and locks up the NBBO for about 10 seconds
26-Oct-2011 ~ SNDK - 2
26-Oct-2011 ~ SNDK - 3
26-Oct-2011 ~ SNDK - 4
26-Oct-2011 ~ STX
26-Oct-2011 ~ STX - 2
26-Oct-2011 ~ STX - 3
26-Oct-2011 ~ GNMK
26-Oct-2011 ~ IRBT
26-Oct-2011 ~ IRBT - 2
26-Oct-2011 ~ WBSN
26-Oct-2011 ~ USCR
26-Oct-2011 ~ IDCC - Got tight spreads?
26-Oct-2011 ~ DTG - Pre-open curiousity - Raising NBBO from approx. $57 to $620 in a few seconds, while a stock is trading
24-Oct-2011 ~ SXCI
24-Oct-2011 ~ HS
24-Oct-2011 ~ CMA
24-Oct-2011 ~ ILMN - mini blow-up
24-Oct-2011 ~ CBOE - Comet
24-Oct-2011 ~ GNC - Morning Madness
24-Oct-2011 ~ PKW - Blow up
24-Oct-2011 ~ PKW - 2
24-Oct-2011 ~ PKW - 3
24-Oct-2011 ~ OPTT - Got tight spreads
24-Oct-2011 ~ MTG - is trying to set a quote-pig record. Look at how many sequential seconds have 10,000+ quotes/sec and 0 trades
24-Oct-2011 ~ OPTT - Again?
24-Oct-2011 ~ HFT Alert - hot bots
23-Oct-2011 ~ PSS - Sunday Eve blast from the past. One of my favorite Size algos, "Tesla's Cathedral"
21-Oct-2011 ~ SCHN
21-Oct-2011 ~ FSL
21-Oct-2011 ~ TCO - rollercoaster
21-Oct-2011 ~ HAL
21-Oct-2011 ~ HAL - 2
21-Oct-2011 ~ 10:17:07 today. This is what the Nasdaq quote feed looks like when it gets overloaded
21-Oct-2011 ~ MSFT - Here is how quote feed saturation affects everyone not co-located: (0.550 fantaseconds!)
21-Oct-2011 ~ PTEN - Lots of spiky action. Looks like bad ticks on a one minute chart but in reality
21-Oct-2011 ~ ISIL - Working on a new screener I came across our old friend running Friday morn
*20-Oct-2011 ~ POOL
20-Oct-2011 ~ IDCC - Rocket
20-Oct-2011 ~ IDCC - 2
20-Oct-2011 ~ CLB - Spot the bots
20-Oct-2011 ~ CLB - 2
20-Oct-2011 ~ UTEK - The actual drop took less than a minute
20-Oct-2011 ~ UTEK - 2
20-Oct-2011 ~ UTEK - 3
20-Oct-2011 ~ UTEK - 4
20-Oct-2011 ~ HBIO
20-Oct-2011 ~ HBIO - 2
20-Oct-2011 ~ HBIO - 3
20-Oct-2011 ~ HBIO - 4
20-Oct-2011 ~ HBIO - 5
20-Oct-2011 ~ MCD - Anyone else have a Big Mac Attack this morning?
20-Oct-2011 ~ BRCM - Quote/Trade Ratio: 21,811 to 8 in 950 milliseconds
20-Oct-2011 ~ BRCM - 2
20-Oct-2011 ~ SLV
20-Oct-2011 ~ TCO - Some wild rides at the open
19-Oct-2011 ~ An update on the contents of that colorful image (refresh)
19-Oct-2011 ~ ENV - Trades down to 1 cent! Pre-Open Algo blasts it
19-Oct-2011 ~ ENV - 2
19-Oct-2011 ~ ENV - 3
19-Oct-2011 ~ ENV - 4
19-Oct-2011 ~ TKLC - Just another low volatility hiccup 2.5 secs
19-Oct-2011 ~ JNPR
19-Oct-2011 ~ JNPR - 2
19-Oct-2011 ~ C.PR.H - Acid Rainbot
19-Oct-2011 ~ C.PR.H - 2
19-Oct-2011 ~ C.PR.H - 3
19-Oct-2011 ~ C.PR.H - 4
19-Oct-2011 ~ AMR
19-Oct-2011 ~ T - Part II - Looking back we find it again on 09/30/2011 and it is extremely curious
19-Oct-2011 ~ HFT Alert - bots are heating up
19-Oct-2011 ~ YHOO - Check the total time and counts at the top title bar
19-Oct-2011 ~ YHOO - 2
19-Oct-2011 ~ YHOO - So long as there was no crossing
19-Oct-2011 ~ Calling all bots
18-Oct-2011 ~ CHK - 19,000 Quotes, 0 trades, 1 second
18-Oct-2011 ~ CHK
18-Oct-2011 ~ AAPL
18-Oct-2011 ~ NSM - Algo etchings
18-Oct-2011 ~ HFT Alert - bot spike
18-Oct-2011 ~ AVGO - Quote/Trade Ratio: 70,000 to 0 in 12 seconds
18-Oct-2011 ~ AVGO - That's 800 quotes in 175 milliseconds
18-Oct-2011 ~ ORLY - Quote/Trade Ratio: 28,000 to 0 in 5 seconds
18-Oct-2011 ~ ORLY - 2
18-Oct-2011 ~ UNG - Dumping out REAMS of cancelled trades on Av-Prc trades
18-Oct-2011 ~ UNG - 2
18-Oct-2011 ~ UNG - 3
18-Oct-2011 ~ HFT Alert - bot dump
17-Oct-2011 ~ TQQQ - Pre-open madness
17-Oct-2011 ~ TQQQ - 2
17-Oct-2011 ~ TQQQ - 3
17-Oct-2011 ~ TQQQ - 4
17-Oct-2011 ~ TQQQ - 5
17-Oct-2011 ~ TQQQ - Anyone else see a problem with this?
17-Oct-2011 ~ TQQQ - Anyone else see a problem with this? - 2
17-Oct-2011 ~ PFE
17-Oct-2011 ~ PFE - 2
17-Oct-2011 ~ PEP
17-Oct-2011 ~ PG
17-Oct-2011 ~ PM
17-Oct-2011 ~ T
17-Oct-2011 ~ JNJ - Dear HFT, Please flush your 'tight spreads' argument down the toilet where it belongs
17-Oct-2011 ~ MRK
17-Oct-2011 ~ UPS
17-Oct-2011 ~ OXY - So this is what low volatility looks like
14-Oct-2011 ~ HFT Alert - bots are heating up
14-Oct-2011 ~ HWD - enters the 10k club. 10,000 BS Quotes, 0 trades, Timeframe: 950 milliseconds
14-Oct-2011 ~ HWD - 2
14-Oct-2011 ~ BML.PR.G
14-Oct-2011 ~ BML.PR.G - 2
14-Oct-2011 ~ XME - bots
14-Oct-2011 ~ Day 5 of the 15:58 Surge
13-Oct-2011 ~ SNH
13-Oct-2011 ~ SNH - 2
13-Oct-2011 ~ MET - Spot the quote stuffing
13-Oct-2011 ~ MET - 2
13-Oct-2011 ~ ZEP - Not your average rock band
13-Oct-2011 ~ PDC - Providing liquidity
13-Oct-2011 ~ UPL - This is becomming obscene. Quote/Trade Ratio, 30,000 to 0. Elapsed time: 3 seconds (10,000 qts per sec)
13-Oct-2011 ~ UPL - 2
13-Oct-2011 ~ C.PR.H - Preferred algos are off and running
13-Oct-2011 ~ HFT Alert - Big Spike into the close
13-Oct-2011 ~ HFT Alert - Day 4 of the 15:58 surge
12-Oct-2011 ~ EC - Welcome to botville
12-Oct-2011 ~ XLP - Quote/Trade Ratio: 21,000 to 0 in 975 milliseconds
12-Oct-2011 ~ EDN - curious
12-Oct-2011 ~ WTW - Wide spreads in weight watchers
12-Oct-2011 ~ CASS - Interesting algo interaction in CASS
12-Oct-2011 ~ CASS - 2
12-Oct-2011 ~ CASS - 3
12-Oct-2011 ~ CASS - 4
12-Oct-2011 ~ CASS - 5
12-Oct-2011 ~ CASS - 6
12-Oct-2011 ~ AXP - Quote/Trade Ratio: 30,000 to 0 in 3 seconds
12-Oct-2011 ~ SNH
11-Oct-2011 ~ TUDO
11-Oct-2011 ~ TUDO - 2
11-Oct-2011 ~ ARTC
11-Oct-2011 ~ ARTC - 2
11-Oct-2011 ~ HFT Alert - Yesterday at 15:58. Someone was probing for weakness or ? (not rational economic behavior)
11-Oct-2011 ~ YAND - Blow Up
11-Oct-2011 ~ YNDX
11-Oct-2011 ~ YNDX
11-Oct-2011 ~ IBM - Bots in Big Blue. Quote/Trade Ratio: 9,000 to 0. Timeframe: just under 3 seconds
11-Oct-2011 ~ IBM
11-Oct-2011 ~ VRTX - Blast enough quotes and you might scalp some pennies
11-Oct-2011 ~ VRTX - 2
11-Oct-2011 ~ VRTX - 3
11-Oct-2011 ~ VRTX - 4
11-Oct-2011 ~ MPG.PR.A - Preferred algos are off and running
11-Oct-2011 ~ MPG.PR.A - 2
11-Oct-2011 ~ IDCC
11-Oct-2011 ~ IDCC - 2
11-Oct-2011 ~ IDCC - 3
11-Oct-2011 ~ RBC - what a waste
11-Oct-2011 ~ HFT Alert - There's something new hitting at 15:58. 2nd day now
11-Oct-2011 ~ AMJ - Dear Mr. Berman. THIS IS WHAT A MINI-FLASH CRASH LOOKS LIKE!
11-Oct-2011 ~ AMJ - "Computers don’t panic, humans do."
11-Oct-2011 ~ AMJ - Mini flash crash happened in just under 4 seconds
11-Oct-2011 ~ ONXX - Nice open
11-Oct-2011 ~ ONXX - 2
11-Oct-2011 ~ XLP
10-Oct-2011 ~ SPY - 12:03:39.955: NQ quote speed 0.65 fantaseconds, 800+ ms behind BATS into CQS, though they started a bit ahead
10-Oct-2011 ~ HAIN - Quote/Trade Ratio: 32,000 to 0 in just under 3 seconds
10-Oct-2011 ~ HAIN - 2
10-Oct-2011 ~ RL
10-Oct-2011 ~ LOGM
10-Oct-2011 ~ LOGM -2
10-Oct-2011 ~ JSD - pulls a reverse 'Berman'
10-Oct-2011 ~ TSO - 24,000 quotes, 2 trades, 975 milliseconds
10-Oct-2011 ~ TSO - 2
10-Oct-2011 ~ TSO - 3
10-Oct-2011 ~ SLAB - someone sure has a thing for it today
10-Oct-2011 ~ ANAC - Lowering volatility and tightening spreads
10-Oct-2011 ~ NXG
10-Oct-2011 ~ NXG - 2
07-Oct-2011 ~ BRKR - Some nice premarket activity
07-Oct-2011 ~ SLV
07-Oct-2011 ~ LBJ
07-Oct-2011 ~ SSFN - Stub quoting
07-Oct-2011 ~ EIHI - Stub quoting
07-Oct-2011 ~ GCBC - Stub quoting
07-Oct-2011 ~ GCBC - Stub quoting 2
07-Oct-2011 ~ GEOY - A glimpse into the blastoff
07-Oct-2011 ~ YGE - 80,000 quotes in 4 seconds, 0 trades
07-Oct-2011 ~ YGE - 2
07-Oct-2011 ~ YGE - 3
07-Oct-2011 ~ YGE - 4
07-Oct-2011 ~ GLD
07-Oct-2011 ~ GLD - 2
07-Oct-2011 ~ IWM
07-Oct-2011 ~ IWM - 2
07-Oct-2011 ~ IWM - 3
07-Oct-2011 ~ IWM - 4
07-Oct-2011 ~ IWM - 5
07-Oct-2011 ~ IWM - 6
07-Oct-2011 ~ IWM - 7
07-Oct-2011 ~ EOC - "Count" is the quote counts per second, Trades are the number of trades that occurred during the second
07-Oct-2011 ~ XOM
07-Oct-2011 ~ XOM - 2
07-Oct-2011 ~ XOM - 3
07-Oct-2011 ~ EOC - bid blaster
07-Oct-2011 ~ EOC - 2
07-Oct-2011 ~ EOC - 3
07-Oct-2011 ~ PM
07-Oct-2011 ~ PM
07-Oct-2011 ~ TOO
07-Oct-2011 ~ TOO - 2
07-Oct-2011 ~ TOO - 3
07-Oct-2011 ~ SPY
07-Oct-2011 ~ SPY - 2
07-Oct-2011 ~ SPY - 3
07-Oct-2011 ~ SPY - 4
07-Oct-2011 ~ SPY - 5
07-Oct-2011 ~ SPY - 6
06-Oct-2011 ~ NCMI - Nice open
06-Oct-2011 ~ ATI - The BATY Legal Limit Algo nails one
06-Oct-2011 ~ ATI - 2
06-Oct-2011 ~ ATI - 3
06-Oct-2011 ~ ATI - Legal Limit Stub Quoter
06-Oct-2011 ~ PSLV - Smash Up (Bart these are called reverse Bermans)
06-Oct-2011 ~ PSLV - 2
06-Oct-2011 ~ HFT Alert - bot spike
06-Oct-2011 ~ See CQS LEAP when the capacity limit increases. Peak rate every trading day since July 2010 through last week
06-Oct-2011 ~ MPW - Blast from the past (5/6/2010), the chart that started it all. "The Knife"
05-Oct-2011 ~ PSMT - Quote/Trade Ratio: 12,500 to 0 in just under 3 seconds
05-Oct-2011 ~ PSMT - 2
05-Oct-2011 ~ PPL.PR.U - The preferred algos are off an running
05-Oct-2011 ~ PPL.PR.U - 2
05-Oct-2011 ~ LTM - 11,462 quotes, 0 trades, 2 seconds
05-Oct-2011 ~ LTM - 2
04-Oct-2011 ~ GDO - does a mini-berman
04-Oct-2011 ~ KSU - mini-market-structure-failure, or a reverse berman
04-Oct-2011 ~ MDRX - Pre-open 'Bloody Mary' algo screaming
04-Oct-2011 ~ MDRX - 2
04-Oct-2011 ~ MDRX - 3
04-Oct-2011 ~ HFT Alert - bots are heating up
04-Oct-2011 ~ CHDN - Algo lightning
04-Oct-2011 ~ CHDN - 2
04-Oct-2011 ~ CHDN - 3
04-Oct-2011 ~ CHDN - 4
04-Oct-2011 ~ GENT - providing liquidity
04-Oct-2011 ~ GENT - 2
04-Oct-2011 ~ FELE - The lightning algo seems to be running in a lot of issues today
04-Oct-2011 ~ FELF
04-Oct-2011 ~ RGDX - Just another day of stub quoting
04-Oct-2011 ~ CSE
04-Oct-2011 ~ CSE - 2
04-Oct-2011 ~ CSE - 3
04-Oct-2011 ~ CSE - 4
04-Oct-2011 ~ CSE - 5
04-Oct-2011 ~ CSE - 6
04-Oct-2011 ~ ACI - joins the 10k club. 10,000 BS quotes, 0 trades, timeframe 1 second
04-Oct-2011 ~ ACI
04-Oct-2011 ~ CTIC - It's great seeing how well the SEC enforces the stub quote ban
04-Oct-2011 ~ UCO - Smash Up!
04-Oct-2011 ~ UCO - 2
04-Oct-2011 ~ UCO - 3
04-Oct-2011 ~ HFT Alert - bots are perking up
03-Oct-2011 ~ INTU - Quote/Trade Ratio: 55,000 to 0, in 4 seconds (13,000+ per sec)
03-Oct-2011 ~ INTU - 2
03-Oct-2011 ~ CA - Another speed-of-light breaker
03-Oct-2011 ~ CA - 2
03-Oct-2011 ~ CA - 3
03-Oct-2011 ~ P - spot the bot
03-Oct-2011 ~ RCMT - When was the stub quote ban lifted? Did anyone else get an SEC memo about it?
03-Oct-2011 ~ SCE.PR.D - nice work from a preferred algo!
03-Oct-2011 ~ SCE.PR.D - 2
03-Oct-2011 ~ SCE.PR.D - 3
03-Oct-2011 ~ COWL - providing liquidity
03-Oct-2011 ~ XOP - enters the realm of absurdity. 24,000 quotes, 0 trades. Timeframe: ONE SECOND
03-Oct-2011 ~ THOR - enters the 10k club. 39,000 quotes (13k per sec), 0 trades, 3 second timeframe
03-Oct-2011 ~ THOR - 2
03-Oct-2011 ~ PIE

September 2011

30-Sep-2011 ~ NUVA
30-Sep-2011 ~ RLOC
30-Sep-2011 ~ RLOC - 2
30-Sep-2011 ~ RP - Nice open
30-Sep-2011 ~ LCPAD
30-Sep-2011 ~ RUSL - This is NOT a Mini-Smash-Up, it's a reverse "Berman"
30-Sep-2011 ~ ETFC - Blatant Stub Quoting in ETrade
30-Sep-2011 ~ AGQ
30-Sep-2011 ~ ONVI - Stub Quoting seems to be a trend today
30-Sep-2011 ~ NSTC - Stub Quoting down to 1 PENNY again!
30-Sep-2011 ~ ATPG
30-Sep-2011 ~ NFLX - Apparently it takes 15,000 quotes (in 2 secs) to get 2 trades done
30-Sep-2011 ~ NFLX - 2
30-Sep-2011 ~ NFLX - 3
30-Sep-2011 ~ NFLX - 4
30-Sep-2011 ~ CPA - Algo etchings
30-Sep-2011 ~ CPA - 2
30-Sep-2011 ~ CASM - Is Stub Quoting OK again?
30-Sep-2011 ~ TWMC - Guess someone didn't get the memo
30-Sep-2011 ~ HFT Alert - the bots awaken
30-Sep-2011 ~ IBM - It now takes 60,000 quotes (in 5 secs) to get 1 trade done
30-Sep-2011 ~ IBM
30-Sep-2011 ~ IBM
30-Sep-2011 ~ RECN - What goes up must come down, VERY QUICKLY!!
30-Sep-2011 ~ GLD - Anyone else see this at the close?
30-Sep-2011 ~ GLD - 2
30-Sep-2011 ~ LSTZA - Nice open
30-Sep-2011 ~ JOE - Nice open
30-Sep-2011 ~ INTU - Nice open
29-Sep-2011 ~ HCN.PR.I - AcidRainBot running wild
29-Sep-2011 ~ HCN.PR.I - 2
29-Sep-2011 ~ AMGN
29-Sep-2011 ~ AMGN - 2
29-Sep-2011 ~ UNG - Some odd activity this morning
29-Sep-2011 ~ UNG - 2
29-Sep-2011 ~ NG.Z11
29-Sep-2011 ~ NG.Z11 - 2
29-Sep-2011 ~ HFT Alert - lots of bot spikes
29-Sep-2011 ~ AMD - sets the record! 51,000 quotes and 0 trades in 2 seconds
29-Sep-2011 ~ AMD - 2
29-Sep-2011 ~ HZNP - pulls a reverse "Berman"
29-Sep-2011 ~ HZNP - 2
29-Sep-2011 ~ CE
29-Sep-2011 ~ CE
29-Sep-2011 ~ HFT Alert - Bot spikes
29-Sep-2011 ~ EVT - AcidRainSizeBot - Some bot has a real interest
29-Sep-2011 ~ EVT - 2
29-Sep-2011 ~ EVT - 3
29-Sep-2011 ~ Notice any saturation problems here (CQS on Sep 22)
29-Sep-2011 ~ ASIA - got a bit goofy after the close and pulls a reverse "Berman"
29-Sep-2011 ~ ASIA - So long as there's no crosses or anything
29-Sep-2011 ~ AGQ
28-Sep-2011 ~ AGQ - 2
28-Sep-2011 ~ AGQ - 3
28-Sep-2011 ~ GAK - Nice open. Nice spreads
28-Sep-2011 ~ FMCN
28-Sep-2011 ~ COH - Quote/Trade ratio: 9,500 to 0, in 2 seconds
28-Sep-2011 ~ COH - 2
28-Sep-2011 ~ HFT Alert - Bots heating up
28-Sep-2011 ~ DPG - This is not a "mini flash crash" but a "mini market structure failure"
28-Sep-2011 ~ C.PR.M - Preferred's are off and running
28-Sep-2011 ~ C.PR.M - 2
28-Sep-2011 ~ C.PR.M - 3
28-Sep-2011 ~ C.PR.M - 4
28-Sep-2011 ~ MLG - AcidRainBot of the day
28-Sep-2011 ~ MLG - 2
28-Sep-2011 ~ SXCI - Quote/Trade Ratio: 17,500 to 0. Timeframe: 2 Seconds
28-Sep-2011 ~ SXCI - 2
28-Sep-2011 ~ AVGO
28-Sep-2011 ~ AVGO - 2
28-Sep-2011 ~ FIRE
27-Sep-2011 ~ AGQ
27-Sep-2011 ~ AGQ - 2
27-Sep-2011 ~ AGQ - 3
27-Sep-2011 ~ AH
27-Sep-2011 ~ GE.PR.A - AcidRainBot - Preferred's are running
27-Sep-2011 ~ GE.PR.A - 2
27-Sep-2011 ~ BRK.A - They are loving Berkshire today
27-Sep-2011 ~ SCHN - Quote/Trade Ratio: 30,000 to 0, in 4 seconds
27-Sep-2011 ~ SCHN - 2
26-Sep-2011 ~ MXI - Quote/Trade Ratio: 62,000 to 0. Averaging 4,400 quotes per second
26-Sep-2011 ~ MXI - 2
26-Sep-2011 ~ AGQ - Has become a pre-open robotic playground
23-Sep-2011 ~ CERN - Neutrinos aren't the only thing that move fast
23-Sep-2011 ~ APC
22-Sep-2011 ~ IRE - joins the 10k club. 10,000 quotes, 0 trades, 1 sec timeframe
22-Sep-2011 ~ IRE - 2
22-Sep-2011 ~ IRE - 3
22-Sep-2011 ~ LG
22-Sep-2011 ~ LG - 2
22-Sep-2011 ~ LG - 3
22-Sep-2011 ~ EDU
22-Sep-2011 ~ RENT
22-Sep-2011 ~ RENT - 2
22-Sep-2011 ~ The $500M question (fees to exchanges for CQS data last year). No fees for flickering quotes!
22-Sep-2011 ~ CREE - joins the 10k club. 11,000 BS quotes, 0 trades, 1 second
22-Sep-2011 ~ CREE - 2
22-Sep-2011 ~ PANL - Quote to Trade Ratio: 37,000 TO 0! Elapsed time 3 seconds (12,000+ per second)
22-Sep-2011 ~ PANL - 2
22-Sep-2011 ~ VTUS - Acid rain bot hits. Nice spreads!
22-Sep-2011 ~ SNV.PR.T - The preferred algos are off and running
22-Sep-2011 ~ SNV.PR.T - 2
22-Sep-2011 ~ SNV.PR.T - 3
22-Sep-2011 ~ ZAGG - 11,000 quotes, 0 trades, 1 second timeframe
22-Sep-2011 ~ ZAGG - 2
22-Sep-2011 ~ ZAGG - 3
22-Sep-2011 ~ HFT Alert - bot spree
22-Sep-2011 ~ X - Quote / Trade Ratio: 20,000 to 0, in one second
22-Sep-2011 ~ X - 2
22-Sep-2011 ~ BOS - gets the reverse 'Berman' treatement (don't call them mini-smashes!)
22-Sep-2011 ~ BOS - 2
22-Sep-2011 ~ UUPT - Morning "Mini Market Structure Failure"
21-Sep-2011 ~ RLOC
21-Sep-2011 ~ LBJ
21-Sep-2011 ~ RATE
21-Sep-2011 ~ CAT - tried to break into the 10k club at 7,000 quotes per sec (0 trds) the algo needs to do better
21-Sep-2011 ~ CAT - 2
21-Sep-2011 ~ C.PR.N - Preferred Citi liquidity bot
21-Sep-2011 ~ C.PR.N - 2
21-Sep-2011 ~ C.PR.N - 3
21-Sep-2011 ~ C.PR.N - 4
21-Sep-2011 ~ C.PR.N - 5
21-Sep-2011 ~ C.PR.N - 6
21-Sep-2011 ~ C.PR.N - 7
21-Sep-2011 ~ C.PR.N - 8
21-Sep-2011 ~ HFT Alert - bot dump
21-Sep-2011 ~ TLO
21-Sep-2011 ~ YHOO
21-Sep-2011 ~ YHOO - 2
21-Sep-2011 ~ YHOO - 3
21-Sep-2011 ~ MA
21-Sep-2011 ~ MA - 2
21-Sep-2011 ~ MA - 3
21-Sep-2011 ~ NW.PR.C - Preferred 'Berman' (don't call them mini flash crash's anymore!)
16-Sep-2011 ~ GGC - Nice opening
16-Sep-2011 ~ K - Quote to Trade Ratio: 10,500 / 2 (in two seconds)
16-Sep-2011 ~ K - 2
16-Sep-2011 ~ WTS - algo wins! 33,000 BS quotes in 2 seconds (16,000+ per second), 0 trades
16-Sep-2011 ~ WTS - 2
15-Sep-2011 ~ YHOO - So many quotes reporting them lagged the actual trades
15-Sep-2011 ~ YHOO - 2
15-Sep-2011 ~ YHOO - 3
15-Sep-2011 ~ YHOO - 4
15-Sep-2011 ~ SKUL
15-Sep-2011 ~ CDXS - HFT provides tight spreads and doesn't increase volatility?
15-Sep-2011 ~ DOO - Thank goodness for the liquidity providers
15-Sep-2011 ~ RIMM
15-Sep-2011 ~ RIMM - 2
14-Sep-2011 ~ STSA
14-Sep-2011 ~ Dear Larry, please mark this as Exhibit A
14-Sep-2011 ~ HFT Alert - bots are very active this morning
14-Sep-2011 ~ CARB - Where a bot can take your order
14-Sep-2011 ~ CARB - 2
14-Sep-2011 ~ CARB - 3
14-Sep-2011 ~ TMV
14-Sep-2011 ~ TMF - 2
14-Sep-2011 ~ TMF - 3
14-Sep-2011 ~ TBT
14-Sep-2011 ~ TBT - 2
14-Sep-2011 ~ TBT - 3
14-Sep-2011 ~ VICR
14-Sep-2011 ~ MRT - Acid rain bot providing some liquidity
14-Sep-2011 ~ NETL - 24,000 quotes, 2 seconds flat. 0 trades
14-Sep-2011 ~ NETL - 2
14-Sep-2011 ~ SKUL - joins the 10k club. 11,900 quote, 0 trades all in one second
13-Sep-2011 ~ LM
13-Sep-2011 ~ MEDH - Some nice crocodile-jaw openings: 1
12-Sep-2011 ~ GIII
12-Sep-2011 ~ NFLX - Nice Quote BLAST immediately prior to line J-N blowing up
12-Sep-2011 ~ NFLX - 2
12-Sep-2011 ~ NFLX - 3
12-Sep-2011 ~ NFLX - 4
12-Sep-2011 ~ NFLX - 5
12-Sep-2011 ~ NFLX - 6
12-Sep-2011 ~ NFLX - 7
12-Sep-2011 ~ NFLX - 8
12-Sep-2011 ~ NFLX - 9
12-Sep-2011 ~ NFLX - 10
12-Sep-2011 ~ NFLX - Anyone know why quotes went dead between 11:06:49 and 11:12:56?
12-Sep-2011 ~ NFLX
12-Sep-2011 ~ SZYM - SolaBOT all in about 12 seconds
12-Sep-2011 ~ TECD
12-Sep-2011 ~ TECD - 2
12-Sep-2011 ~ TECD - 3
12-Sep-2011 ~ TECD - 4
12-Sep-2011 ~ TECD - 5
12-Sep-2011 ~ DVA - Quote/Trade ratio - 12,500 to 1 all in ONE second
12-Sep-2011 ~ DVA - 2
12-Sep-2011 ~ HFT Alert - Hot Bots
12-Sep-2011 ~ LM
09-Sep-2011 ~ IDSY
09-Sep-2011 ~ NFR.PR.B - Acid rain bots rampant today
09-Sep-2011 ~ NRF.PR.B - 2
09-Sep-2011 ~ NRF.PR.B - 3
09-Sep-2011 ~ GLD - Bots play hot potato
09-Sep-2011 ~ GLD - 2
09-Sep-2011 ~ GLD - 3
09-Sep-2011 ~ GLD - 4
09-Sep-2011 ~ GLD - 5
09-Sep-2011 ~ GLD - 6
09-Sep-2011 ~ GLD - 7
09-Sep-2011 ~ AOL
09-Sep-2011 ~ AOL - 2
09-Sep-2011 ~ IDCC - Rodeo Part I
09-Sep-2011 ~ IDCC - 2
09-Sep-2011 ~ IDCC - 3
09-Sep-2011 ~ IDCC - 4
09-Sep-2011 ~ IDCC - 5
09-Sep-2011 ~ GOOG
09-Sep-2011 ~ GIII - smash up
08-Sep-2011 ~ WYN - Quote/Trade ratio: 20,000 to 0
08-Sep-2011 ~ WYN - 2
08-Sep-2011 ~ RRTS - Nice open
08-Sep-2011 ~ EDMC
08-Sep-2011 ~ NFJ - 60,000 Quotes 0 Trades (20 sec duration, approx 3,000 quotes per sec)
08-Sep-2011 ~ NFJ - 2
08-Sep-2011 ~ VRUS - Blood Bot
08-Sep-2011 ~ VRUS - 2
08-Sep-2011 ~ VRUS - 3
08-Sep-2011 ~ HFT Alert - Bots are awakening
08-Sep-2011 ~ VRUS - Beware of blood bot
08-Sep-2011 ~ VRUS - 2
08-Sep-2011 ~ VRUS - 3
08-Sep-2011 ~ VRUS - 4
08-Sep-2011 ~ DMLP
08-Sep-2011 ~ DMLP - 2
08-Sep-2011 ~ DMLP - 3
08-Sep-2011 ~ DMLP - 4
08-Sep-2011 ~ GS - Wild ride this morning
08-Sep-2011 ~ GS - 2
08-Sep-2011 ~ GS - 3
08-Sep-2011 ~ GS - 4
08-Sep-2011 ~ GS - 5
08-Sep-2011 ~ GS - 6
08-Sep-2011 ~ GS - 7
07-Sep-2011 ~ ICFI
07-Sep-2011 ~ CRNT
07-Sep-2011 ~ AMG - Quote to Trade ratio: 11,000 to 1 in 2 seconds
07-Sep-2011 ~ AMG - 2
07-Sep-2011 ~ XLF - Algo art
07-Sep-2011 ~ XLF - 2
07-Sep-2011 ~ FNFG
07-Sep-2011 ~ FNFG - 2
07-Sep-2011 ~ FNFG - 3
07-Sep-2011 ~ FNFG - 4
07-Sep-2011 ~ FNFG - 5
07-Sep-2011 ~ FNFG - 6
07-Sep-2011 ~ WLT
07-Sep-2011 ~ WLT - 2
07-Sep-2011 ~ WLT - Smash in under 1 minute, take 10 to recover. Sounds a little familiar
07-Sep-2011 ~ FNFG - Whac-A-Mole after hours algo finds a new stock to play in
07-Sep-2011 ~ AFFX
02-Sep-2011 ~ STNG
02-Sep-2011 ~ RNWKD - Spreads wide enough to fit logos inbetween
02-Sep-2011 ~ PBR
02-Sep-2011 ~ PBR
06-Sep-2011 ~ TIN
06-Sep-2011 ~ CASC
06-Sep-2011 ~ HOLI
06-Sep-2011 ~ SCSC
06-Sep-2011 ~ NNBR
06-Sep-2011 ~ ROCK
06-Sep-2011 ~ PRIS
06-Sep-2011 ~ MXC
06-Sep-2011 ~ HCOM
06-Sep-2011 ~ HCOM
02-Sep-2011 ~ ICFI - Nice open, nice tight spreads
01-Sep-2011 ~ WWD
01-Sep-2011 ~ RP
01-Sep-2011 ~ OIH - Anyone else notice some of the WIDE openings in many stocks today? Like this
01-Sep-2011 ~ BNY - What goes up must come down QUICKLY
01-Sep-2011 ~ BNY - 2
01-Sep-2011 ~ BNY - 3
01-Sep-2011 ~ TDI NY Blood bot
01-Sep-2011 ~ TDI - 2
01-Sep-2011 ~ TDI - 3
01-Sep-2011 ~ TDJ - 4
01-Sep-2011 ~ TDJ - 5
01-Sep-2011 ~ VNQ
01-Sep-2011 ~ VNQ - Legal Limit Algo running hot today
01-Sep-2011 ~ LSCC - nice open

August 2011

31-Aug-2011 ~ GE
31-Aug-2011 ~ GE
31-Aug-2011 ~ GE
31-Aug-2011 ~ GE
31-Aug-2011 ~ GE
31-Aug-2011 ~ MU
30-Aug-2011 ~ SPY
30-Aug-2011 ~ SPY - 2
30-Aug-2011 ~ XXIA - Nice open
29-Aug-2011 ~ NVDA
29-Aug-2011 ~ ALX
29-Aug-2011 ~ ALX - 2
29-Aug-2011 ~ SNV.PR.T - Acid rainbot has become common in the preferreds
29-Aug-2011 ~ SNV.PR.T - 2
29-Aug-2011 ~ TLI
29-Aug-2011 ~ TLI - 2
29-Aug-2011 ~ ELNK
29-Aug-2011 ~ SPY - BATS Trades
26-Aug-2011 ~ SPWRA
26-Aug-2011 ~ CWH.PR.D - Quote/Trade Ratio: 60,000 to 0
26-Aug-2011 ~ CWH.PR.D - 2
26-Aug-2011 ~ ABW.PR.A - 35,000 Quotes and 0 trades in 3 seconds
26-Aug-2011 ~ ABW.PR.A - 2
26-Aug-2011 ~ MTB.PR.A - 50,000 quotes, 0 trades
26-Aug-2011 ~ MTB.PR.A
26-Aug-2011 ~ NVDA - 50,000 quotes, 0 trades in approx 4.5 seconds
25-Aug-2011 ~ BAC
25-Aug-2011 ~ BAC.WS.A
25-Aug-2011 ~ ATPG - What goes up, must come down, quickly
25-Aug-2011 ~ COWL
25-Aug-2011 ~ JJP
25-Aug-2011 ~ NWLI - Algo etch-o-sketch
25-Aug-2011 ~ HBA.PR.F - Penny bot quote / trade ration: 10,000 to 0
25-Aug-2011 ~ HBA.PR.F - 2
25-Aug-2011 ~ WRI.PR.F - Was 10,000 / 0 not enough? Lets try quote/trade ratio 35,000 to 0
25-Aug-2011 ~ WRI.PR.F - 2
25-Aug-2011 ~ HFT Alert - Algo spike
25-Aug-2011 ~ DELL - joins the 10,000 / 0 club (10,000 quotes, 0 trades)
25-Aug-2011 ~ DELL - 2
25-Aug-2011 ~ SPWRA - Nice little smash up
24-Aug-2011 ~ KOF
24-Aug-2011 ~ LAMR - Another nice opening
24-Aug-2011 ~ EWBC - Pre market quote rammer
24-Aug-2011 ~ EWBC - 2
24-Aug-2011 ~ CALL - Sorry about that
24-Aug-2011 ~ NWLI - Robot art
24-Aug-2011 ~ NWLI - 2
24-Aug-2011 ~ DDD - How does ramming 25,000 quotes in 4 secs sound? It looks like this
24-Aug-2011 ~ DDD - 2
24-Aug-2011 ~ WTS - Quote to Trade Ratio: 13,000 to 1 in 1 second!
24-Aug-2011 ~ WTS - 2
24-Aug-2011 ~ GET - Quote to Trade Ratio: 65,000 to 1 in 14 seconds
24-Aug-2011 ~ C.PR.M - Acid rainbot screaming
24-Aug-2011 ~ C.PR.M - 2
24-Aug-2011 ~ C.PR.M - 3
24-Aug-2011 ~ BAC - Very interesting trades at the start of rise
23-Aug-2011 ~ FULL - I could have sworn stub quoting was banned
23-Aug-2011 ~ HFT Alert - the bots awaken
23-Aug-2011 ~ AMPE
23-Aug-2011 ~ S
23-Aug-2011 ~ FDI - Acid Rain bot
23-Aug-2011 ~ ICFI - Nice open
19-Aug-2011 ~ BODY
19-Aug-2011 ~ TOWR
19-Aug-2011 ~ How to hunt bots
19-Aug-2011 ~ ALP.PR.N
19-Aug-2011 ~ ALP/PR.N
19-Aug-2011 ~ ALP.PR.N - Preferred algos run hot today
19-Aug-2011 ~ ALP.PR.N - 2
19-Aug-2011 ~ EOC
19-Aug-2011 ~ EOC - Examining a few of the tighter spead ranges for today
19-Aug-2011 ~ EOC - 2
19-Aug-2011 ~ NWY - More tight spreads
19-Aug-2011 ~ NWY - 2
19-Aug-2011 ~ NWY - 3
19-Aug-2011 ~ INFY - Last one for the day
18-Aug-2011 ~ The Rapidly Diminishing Value of a Quote
18-Aug-2011 ~ Behold, the monster created by Reg NMS, it full technicolor
18-Aug-2011 ~ HFT Alert - Bots were waiting for LIs
18-Aug-2011 ~ HFT Alert - Getting hotter
18-Aug-2011 ~ QIHU
18-Aug-2011 ~ EPHC - Tight Spreads
18-Aug-2011 ~ EPHC - 2
18-Aug-2011 ~ HPQ
18-Aug-2011 ~ HPQ - 2
18-Aug-2011 ~ HPQ - Some of the nicer trades
18-Aug-2011 ~ HPQ - 3
18-Aug-2011 ~ LGCY
18-Aug-2011 ~ PPL.PR.U - A waste of quotes?
18-Aug-2011 ~ PPL.PR.U - 2
18-Aug-2011 ~ PPL.PR.U - 3
18-Aug-2011 ~ PPL.PR.U - 4
18-Aug-2011 ~ PPL.PR.U - 5
18-Aug-2011 ~ PPL.PR.U - 6
18-Aug-2011 ~ FAS - Quote/Trade ratio 24,000 : 2
18-Aug-2011 ~ FAS - 2
18-Aug-2011 ~ SHLM
18-Aug-2011 ~ TOWR - Gotta love a $10 spread on a $14 stock
17-Aug-2011 ~ SKUL - Discovery island and treasure
17-Aug-2011 ~ ISS
17-Aug-2011 ~ MEDH
16-Aug-2011 ~ AH - Smash Up
16-Aug-2011 ~ ELNK - 'Whac-A-Mole' algo got up early today
16-Aug-2011 ~ DCE - Gotta love those $0.5 - $1.00 spreads
16-Aug-2011 ~ MCF
16-Aug-2011 ~ C.PR.H - The 'Preferred' Algos do make some interesting images
16-Aug-2011 ~ C.PR.H - 2
16-Aug-2011 ~ PPL.PR.U - One more on the ask side
16-Aug-2011 ~ PPL.PR.U
16-Aug-2011 ~ HFT Alert - The bots awaken
16-Aug-2011 ~ HOLI
16-Aug-2011 ~ TBX - Well this was interesting
12-Aug-2011 ~ HFT Alert - bots are starting to wake up near the close
11-Aug-2011 ~ XOM
11-Aug-2011 ~ XOM - 2
11-Aug-2011 ~ XOM - 3
10-Aug-2011 ~ FAS - Early Bird Stub Quoter
10-Aug-2011 ~ SKF - Early Bird Stub Quoter
10-Aug-2011 ~ UYG - Early Bird Stub Quoter
10-Aug-2011 ~ FAZ - Early Bird Stub Quoter #4
10-Aug-2011 ~ VGK - Early Bird Moment
10-Aug-2011 ~ HFT Alert - Churn
10-Aug-2011 ~ FSP - bam
10-Aug-2011 ~ EFT - errrr
10-Aug-2011 ~ ROCK
10-Aug-2011 ~ MINI - smash up
10-Aug-2011 ~ TRAK - Guess this was due to the NASDAQ outage. Too bad about those trades
10-Aug-2011 ~ ROCK
10-Aug-2011 ~ MHGC - Scissor algos must be out in force today
10-Aug-2011 ~ CAAS - Scissor algos must be out in force today
10-Aug-2011 ~ BIRT - Happy Scissors Day, sorry about those trades
10-Aug-2011 ~ IO - What goes up, must come down
10-Aug-2011 ~ TEA
10-Aug-2011 ~ HFT Alert - churn 'em and burn 'em
09-Aug-2011 ~ RTSA
09-Aug-2011 ~ DDG - Smash
09-Aug-2011 ~ IGK - Smash Up, Smash Down in 3 seconds
09-Aug-2011 ~ AOL - hammered
09-Aug-2011 ~ SMF
09-Aug-2011 ~ SMF 2
09-Aug-2011 ~ CRF
09-Aug-2011 ~ SUBK
09-Aug-2011 ~ SUBK - Banned Stub Quoting anyone?
09-Aug-2011 ~ TDC - How about this
09-Aug-2011 ~ TDC - 2
09-Aug-2011 ~ SUN
09-Aug-2011 ~ TLT
09-Aug-2011 ~ TBT
08-Aug-2011 ~ GS.PR.C
08-Aug-2011 ~ SYMC
08-Aug-2011 ~ RBS.PR.H - One more 'preferred' smash
08-Aug-2011 ~ CLY - Tight Spreads brought to you by HFT
08-Aug-2011 ~ HFT Alert - Algo spikes
08-Aug-2011 ~ PRIS.B - slam
08-Aug-2011 ~ PZN - Algos play Hot-Potato
08-Aug-2011 ~ CLGX - Algo Roller-Coaster
08-Aug-2011 ~ BRK.B
08-Aug-2011 ~ BAGL
08-Aug-2011 ~ DES - One of thousands of Stub quote violations
08-Aug-2011 ~ MWJ - Another random Stub Quoter
08-Aug-2011 ~ Stub Quote Violations
07-Aug-2011 ~ fES.U11
07-Aug-2011 ~ fES.U11 - 2
07-Aug-2011 ~ fES.U11 - 3
05-Aug-2011 ~ GEG
05-Aug-2011 ~ MER.PR.P
05-Aug-2011 ~ CRP
05-Aug-2011 ~ QCOM
05-Aug-2011 ~ MITK
05-Aug-2011 ~ NEE
05-Aug-2011 ~ CPV
05-Aug-2011 ~ VOC
05-Aug-2011 ~ FCQ
05-Aug-2011 ~ DRU
05-Aug-2011 ~ ZAGG
05-Aug-2011 ~ CHDX
05-Aug-2011 ~ KNOL
05-Aug-2011 ~ SBR
05-Aug-2011 ~ WPZ
05-Aug-2011 ~ CWB
05-Aug-2011 ~ CWB - 2
05-Aug-2011 ~ AIRT
05-Aug-2011 ~ EXLP
05-Aug-2011 ~ HALO
05-Aug-2011 ~ TLEO
04-Aug-2011 ~ DTV
04-Aug-2011 ~ DTV - 2
04-Aug-2011 ~ UDRL
04-Aug-2011 ~ UDRL - 2
04-Aug-2011 ~ ARTC
04-Aug-2011 ~ ARTC - 2
04-Aug-2011 ~ ARTC - 3
04-Aug-2011 ~ ARTC - 4
04-Aug-2011 ~ CBEY - 5
04-Aug-2011 ~ CBEY - 2
04-Aug-2011 ~ CBEY - 3
04-Aug-2011 ~ CBEY - 4
04-Aug-2011 ~ CBEY - 5
04-Aug-2011 ~ HYC
04-Aug-2011 ~ HYC - 2
04-Aug-2011 ~ HYC - 3
04-Aug-2011 ~ HYC - 4
04-Aug-2011 ~ PAY
04-Aug-2011 ~ PAY - 2
04-Aug-2011 ~ CLWR
04-Aug-2011 ~ CLWR - 2
04-Aug-2011 ~ CLWR - 3
04-Aug-2011 ~ CLWR - 4
04-Aug-2011 ~ CLWR - 5
04-Aug-2011 ~ CLWR - 6
04-Aug-2011 ~ CLWR - 7
04-Aug-2011 ~ FSR
04-Aug-2011 ~ PSTR
04-Aug-2011 ~ PSTR - 2
04-Aug-2011 ~ PSTR - 3
04-Aug-2011 ~ PSTR - 4
04-Aug-2011 ~ EEM
04-Aug-2011 ~ EEM - 2
04-Aug-2011 ~ EEM - 3
04-Aug-2011 ~ EEM - 4
04-Aug-2011 ~ EEM - 5
04-Aug-2011 ~ CGEIU
04-Aug-2011 ~ VOD
04-Aug-2011 ~ VOD - 2
03-Aug-2011 ~ PATH
03-Aug-2011 ~ PATH - 2
03-Aug-2011 ~ BKS
03-Aug-2011 ~ ELNK
02-Aug-2011 ~ ARIA
02-Aug-2011 ~ IRBT
02-Aug-2011 ~ DHR
02-Aug-2011 ~ DHR - 2
02-Aug-2011 ~ DHR - 3
02-Aug-2011 ~ SINO
02-Aug-2011 ~ ICCC
02-Aug-2011 ~ RPTP
02-Aug-2011 ~ ELNK
02-Aug-2011 ~ ELNK - 2
02-Aug-2011 ~ ELNK - 3
02-Aug-2011 ~ UPRO
02-Aug-2011 ~ UPRO - 2
02-Aug-2011 ~ UPRO - 3

July 2011

29-Jul-2011 ~ AGNC
29-Jul-2011 ~ IVR
29-Jul-2011 ~ CMO
29-Jul-2011 ~ NLY
29-Jul-2011 ~ HTS
29-Jul-2011 ~ ISTA
29-Jul-2011 ~ BTUI
29-Jul-2011 ~ BTUI
29-Jul-2011 ~ SUSQ
29-Jul-2011 ~ SUSQ
29-Jul-2011 ~ KND
29-Jul-2011 ~ AHT
28-Jul-2011 ~ VOC
28-Jul-2011 ~ RTSA
28-Jul-2011 ~ TBBK
28-Jul-2011 ~ AEA