Nanex ~ 22-Aug-2012 ~ Oil News Early
On August 22, 2012 about 75 milliseconds before the 10:30
EIA Petroleum Status Report, Oil futures and ETFs rocketed
Chart 1. USO (oil ETF) 1 millisecond interval chart showing trades color coded
by exchange and NBBO (gray shading). Chart
shows 1 second of data.
Chart 2. Crude Oil futures prices and depth of book color coded by relative
size of orders at each level.