Nanex Research

Nanex ~ 24-Jan-2014 ~ 10K eMini's in a Second

On January 24, 2014, at 10:31:22 Eastern time, almost 10,000 eMini Contracts traded in 1 second - right after one of the lowest points of liquidity over the last year.

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

2. eMini Depth of Book - 2010 - January 24, 2014.

3. Video of eMini Depth - 2010 - 2014.
Nanex Research

Inquiries: pr@nanex.net