Nanex Research

Nanex ~ 10-Jan-2014 ~ 10,000 eMini's in 1 Second

On January 10, 2014 at 12:43:16, the eMini (S&P 500 futures, symbol ES) exploded higher on 10,0000 contracts in 1 second. At 12:51:28, the market dropped on 5,000 eMini's in 1 second.

1. March 2014 eMini (ES) futures depth of book.

Nanex Research

Inquiries: pr@nanex.net