Nanex 13-May-2014 ~ 15:49:41 Flash Crash Event
On May 13, 2014 at 15:49:41, at least 28 stocks suddenly jumped or dropped
while 99 stocks had 50 or more trades during the one second period. During the same
one second, $268 million worth of NMS stocks traded. Chart 2 below
puts this in perspective.
List of 28 affected stocks with high activity and significant price movement during
this event (trade count and percent
change corresponding to a several second period):
1.The 28 Stocks listed above.
Note that the stocks that went up in price started about 1/2 second before the stocks
that dropped in price moved.
2. Value of NMS Stocks traded each second for each day over the last month (in $ millions).
The thick red line is May 13, 2014.