Nanex 21-Apr-2014 ~ CORN Flakes 8%
On April 21, 2014 at 9:30:05, the ETF Teucrium Corn (Symbol: CORN) suddenly dropped
about 8% in a second and recovered 2 seconds later. There were many similar micro flash
crashes later the same day in other stocks.
1. CORN ETF - Trades color coded by reporting exchange and NBBO (gray shading)
over about 30 seconds of time.
Note the string of green squares that print about 12 seconds after the drop - these
are simply late dark pool trade reports.
2. CORN ETF - showing Best Bid/Ask Exchange.
3. CORN ETF - Zooming out to about 1 minute of time.
4. CORN ETF - zooming out to about 20 minutes of time.