Nanex ~ 10-Oct-2012 ~ 112,908 Canceled orders Yields 2 Trades
On October 10, 2012 between 12:47 and 12:50, a blast of 112,908 quotes came from NY-ARCA,
resulting in 2 trades. The quotes came at a steady rate of about 1000 per second.
1. ZROZ 200 millisecond interval chart showing bids and asks color coded by exchange
2. ZROZ 200 millisecond interval chart showing trades color coded by exchange.