Nanex ~ 18-Jul-2013 ~ GOOG and MSFT After Close
1. September 2013 eMini (ES) Depth of Book. Each pixel is 1 second.
Note the volume spike (11,300 contracts) that hit in 1 second at 16:00:48.
2. GOOG Trades color coded by reporting exchange and NBBO.
Google stock crashed in the same second (16:00:48) of the large eMini trade.
3. GOOG - Zoom of Chart 2.
4. MSFT Trades color coded by reporting exchange and NBBO.
5. MSFT Zoom of Chart 4.
6. MSFT - Another close-up.
7. MSFT - Another close-up.