Nanex ~ 07-Sep-2012 ~ HFT Art in EME
The following charts are of the stock EMCOR Group (symbol EME) right after market open on September 7, 2012. Best bids and asks are triangles color coded by exchange. The gray shaded area is the National Best Bid/Offer (NBBO).
We also mapped these quotes to piano notes and created a song:
And this is how it sounds in real-time: