Nanex - 1,286 Research Pages

June 2012

25-Jun-2012 ~ Nasdaq Total View Message Counts
25-Jun-2012 ~ KOP and AIT - Quote Spam
22-Jun-2012 ~ XOM
21-Jun-2012 ~ 117 Million useless quotes on IWM from PHLX
21-Jun-2012 ~ VIOV, VIOO - Things that make you go hmmmm
21-Jun-2012 ~ PTD
20-Jun-2012 ~ CTX - Quote Pig
20-Jun-2012 ~ DJCO
20-Jun-2012 ~ eMini Depth of Book oddity
14-Jun-2012 ~ SAL
14-Jun-2012 ~ BOIL
08-Jun-2012 ~ Nanex appears in French "60 Minutes" TV Show
07-Jun-2012 ~ TotalView and Facebook IPO
07-Jun-2012 ~ IRG - Quote/Trade Ratio: 79,890 to 3
07-Jun-2012 ~ LCPR - Quoting Madness
07-Jun-2012 ~ LCPR - Quoting Madness 2
06-Jun-2012 ~ Wild oscillations in eMini
06-Jun-2012 ~ Nasdaq Datafeed Overload Trips Panic Mode - Again
06-Jun-2012 ~ What is up with the ISE Options Exchange?
06-Jun-2012 ~ DBV - 3 exg's make a mockery of the NBBO
06-Jun-2012 ~ NPBC - Whac-A-Mole
05-Jun-2012 ~ DBV - Overheard at the HFT water-cooler one day
05-Jun-2012 ~ CORE
05-Jun-2012 ~ BRKL - Whac-a-mole
05-Jun-2012 ~ CORE Quote Pig
05-Jun-2012 ~ Whac-a-Mole makes an after hours appearance in 3 stocks
04-Jun-2012 ~ Algo testing on NYSE-ARCA (PACF) after hours
01-Jun-2012 ~ eMini Depth of Book 8:30am
01-Jun-2012 ~ NKY and EWC - Crazy premarket quoting
01-Jun-2012 ~ YCS
01-Jun-2012 ~ CDNS - 86,000 quotes in 42 seconds
01-Jun-2012 ~ PB - NASDAQ gets some help from Boston and Phily in ramming quotes

May 2012

31-May-2012 ~ SOXS
31-May-2012 ~ BGU
30-May-2012 ~ Nasdaq, Facebook, and Order Routing
30-May-2012 ~ Sudden Halt in Intel on 27-Aug-2010
30-May-2012 ~ EWA
30-May-2012 ~ GLD
30-May-2012 ~ FRGI
30-May-2012 ~ CFFN - Whac-a-mole
30-May-2012 ~ Video: HFT Algo Testing Premarket
30-May-2012 ~ Video: 6,000+ quotes in 0.4 seconds, no trades.
29-May-2012 ~ eMini Depth of Book 10am
29-May-2012 ~ GLD
29-May-2012 ~ TFM
29-May-2012 ~ BRKL - Whac-a-mole
29-May-2012 ~ NWBI - Whac-a-mole
29-May-2012 ~ Video: Quote Stuffing in CEO
29-May-2012 ~ Video: Order Router Stress Test
25-May-2012 ~ Did a Stuck Quote Prevent a Facebook Opening Day Pop?
25-May-2012 ~ ADI
25-May-2012 ~ TWIN
24-May-2012 ~ Video: FaceBook IPO Opening
24-May-2012 ~ Video: High Frequency Traders Infest Mastercard
24-May-2012 ~ High Freaks are Back
24-May-2012 ~ eMini Depth of Book 8:30am
24-May-2012 ~ FXC, FXA, FXE
23-May-2012 ~ OPRA Reset Events around Facebook Open
23-May-2012 ~ BOKF Quote Attack
23-May-2012 ~ BLK
23-May-2012 ~ DLPH
23-May-2012 ~ KMT
23-May-2012 ~ BCPC
22-May-2012 ~ Nasdaq Radio Silence
22-May-2012 ~ INTC
22-May-2012 ~ eMini Disruptor 12:01pm
22-May-2012 ~ Bot Spikes
21-May-2012 ~ Facebook IPO Miscellaneous Charts
18-May-2012 ~ Linked In IPO (reference for Facebook comparison)
18-May-2012 ~ Facebook pre-open quote
18-May-2012 ~ Facebook pre-open quote - 2
18-May-2012 ~ AAPL price spikes
18-May-2012 ~ Facebook IPO - How HFT Caused the Opening Delay, and Later Benefited at the Retail Customer's Expense
18-May-2012 ~ Facebook Fallout
18-May-2012 ~ Art - Amazon Bucky Balls
17-May-2012 ~ BAC
17-May-2012 ~ UNG
17-May-2012 ~ eMini Depth of Book 8:30am
17-May-2012 ~ NYSE Bots
17-May-2012 ~ NYSE Bots - 2
17-May-2012 ~ NYSE Bots - 3
17-May-2012 ~ eMini Depth of Book 10am
17-May-2012 ~ GEVA
17-May-2012 ~ CTCM
17-May-2012 ~ Natural Gas Futures depth of book at 10:30am
17-May-2012 ~ AMZN Buckey Balls
16-May-2012 ~ GOOG - Time to quote stuff 'G' symbols
16-May-2012 ~ Bot Spikes
16-May-2012 ~ CMLP
15-May-2012 ~ Chaos is Good (for some)
15-May-2012 ~ PEP - Pepsi Flys with bursts of extremely high quote rates
15-May-2012 ~ Use Whac-a-mole to Widen Spread
15-May-2012 ~ Who do you think you are fooling?
15-May-2012 ~ JPM - BATS Cancelbot lives
15-May-2012 ~ PMCS
15-May-2012 ~ CCL
15-May-2012 ~ AVP
14-May-2012 ~ RUSL, RUSS, RSX - Curious pre-market quoting
14-May-2012 ~ TMK - What you see, what the algos see
14-May-2012 ~ ITUB - What you saw, what the algos saw in 50 milliseconds
11-May-2012 ~ Art - Painting The Tape
11-May-2012 ~ New Level of Quote Insanity
11-May-2012 ~ Consumer Confidence Comes Early
11-May-2012 ~ MIDD
11-May-2012 ~ FULT
11-May-2012 ~ CHK
10-May-2012 ~ More Coincidence or Algo Test
10-May-2012 ~ ANDA Goes to $139,999.98
10-May-2012 ~ CNBC Interview
10-May-2012 ~ Bot Spikes
10-May-2012 ~ ANDA - To the Moon!
10-May-2012 ~ PCLN
09-May-2012 ~ eMini Depth of Book
09-May-2012 ~ Coincidence or Algo Test
09-May-2012 ~ ORLY
08-May-2012 ~ Algo Testing or Quote Stuffing
07-May-2012 ~ CZR - The New Normal
07-May-2012 ~ Tighter Spreads?
04-May-2012 ~ eMini Depth 8:30am
04-May-2012 ~ UOIL - Wild Quotes
04-May-2012 ~ Market Action before Employment Data Report
04-May-2012 ~ CAE
04-May-2012 ~ ULTI - 33k quotes in 2.9 seconds
04-May-2012 ~ Bot Blasts
04-May-2012 ~ ES.M12 - Heat at the close
04-May-2012 ~ ES.M12 - Elongated heat at the close
03-May-2012 ~ BRK.A Crash
03-May-2012 ~ ES.M12 - 8:30 News/Liquidity Vacuum
03-May-2012 ~ Bot Spikes
03-May-2012 ~ IT
03-May-2012 ~ VSTM - NYSE-Arca Stub Quoter to Zero
02-May-2012 ~ NHK (Japan) Interview
02-May-2012 ~ RFG Pre-Market Blaster
02-May-2012 ~ IAG - Useless quote spam
02-May-2012 ~ RIMM - Oops
02-May-2012 ~ TPX - Holy smokes
02-May-2012 ~ CARB
02-May-2012 ~ PHMD
02-May-2012 ~ Volatility on Demand
02-May-2012 ~ BAK
01-May-2012 ~ eMini Depth 10am
01-May-2012 ~ WMB
01-May-2012 ~ PRSS - Definition of a quote pig

April 2012

27-Apr-2012 ~ ES.M12 - 8:30 News/Liquidity Vacuum
27-Apr-2012 ~ DWRE
27-Apr-2012 ~ DWRE - 2
26-Apr-2012 ~ Quotes/Trade Ebbing?
26-Apr-2012 ~ VIIX same anomaly as SVXY on 25-Apr-2012
26-Apr-2012 ~ Nasdaq Datafeed Overload Trips Panic Mode
26-Apr-2012 ~ NG.M12 - News/Liquidity Vacuum
26-Apr-2012 ~ SPY
25-Apr-2012 ~ BG
25-Apr-2012 ~ BG - 2
25-Apr-2012 ~ NTGR
25-Apr-2012 ~ eMini Liquidity Evaporation ahead of Fed Announce
25-Apr-2012 ~ XOM - News causes immediate liquidity evaporation
25-Apr-2012 ~ SVXY - Testing or Manipulation?
25-Apr-2012 ~ HFT: A Clear and Present Danger
25-Apr-2012 ~ ES.M12 Liquidity Vacuum
25-Apr-2012 ~ UIS
25-Apr-2012 ~ AAPL - Bad Trade on BATY Stub Quoter
25-Apr-2012 ~ BVSN - What you see and what the algos see
24-Apr-2012 ~ eMini Depth
24-Apr-2012 ~ More HFT Hyperbole
24-Apr-2012 ~ RSTI
24-Apr-2012 ~ CEV - Things that make you go "hmmmm"
24-Apr-2012 ~ JNPR
24-Apr-2012 ~ PSSI - QUOTE PIG OF THE DECADE!
24-Apr-2012 ~ AAPL - After Hours
24-Apr-2012 ~ ZIP
23-Apr-2012 ~ HLX, TICC, CZR, PKT - Opening Bell
23-Apr-2012 ~ VMI - Quote Pig!
20-Apr-2012 ~ LAMR - Drops 2%
20-Apr-2012 ~ OXM
20-Apr-2012 ~ EEMV
20-Apr-2012 ~ ZEP - When the levee breaks
19-Apr-2012 ~ HFT Alert - Bot activity
19-Apr-2012 ~ ES.M12 10:00 News/Liquidity Vacuum
19-Apr-2012 ~ PRE.PR.E
19-Apr-2012 ~ ES.M12 8:30 News/Liquidity Vacuum
18-Apr-2012 ~ SPLK, TUMI - IPOs
18-Apr-2012 ~ ALB - things that make you go hmm
18-Apr-2012 ~ MTDR
18-Apr-2012 ~ DON - stub quoting is alive and well at Direct Edge
18-Apr-2012 ~ BIOF - Quote pigs
18-Apr-2012 ~ FET
18-Apr-2012 ~ Crude futures liquidity evaporation at 10:30
18-Apr-2012 ~ MDU - Whac-a-mole returns
18-Apr-2012 ~ FXA, FXB, FXC, FXE, FXF, FXY Premarket high quote rates
18-Apr-2012 ~ NLY - details from 29-Jul-2011
17-Apr-2012 ~ INTC
17-Apr-2012 ~ INTC - 2
17-Apr-2012 ~ CRK
17-Apr-2012 ~ FRX
17-Apr-2012 ~ MLNX
16-Apr-2012 ~ ECYT - The Speed of the Market
16-Apr-2012 ~ ECYT
16-Apr-2012 ~ DDD
16-Apr-2012 ~ YPF
16-Apr-2012 ~ eMini 8:30am liquidity evaporation
16-Apr-2012 ~ SPY - Quote outage at EDGE, trades fine
13-Apr-2012 ~ TYL
13-Apr-2012 ~ UNG
13-Apr-2012 ~ ORIG
13-Apr-2012 ~ MIPS - 2
13-Apr-2012 ~ MIPS - 3
13-Apr-2012 ~ VNO.PR.I
13-Apr-2012 ~ FCAN
13-Apr-2012 ~ AAPL
13-Apr-2012 ~ ONG
13-Apr-2012 ~ eMini Liquidity Evaporation
13-Apr-2012 ~ The High Freaks Are Back
13-Apr-2012 ~ DWSN
12-Apr-2012 ~ The SEC Redefines Liquidity (when it's convenient)
12-Apr-2012 ~ eMini 8:30 liquidity evaporation
12-Apr-2012 ~ CWH.PR.D
12-Apr-2012 ~ CWH.PR.D - Zoom
12-Apr-2012 ~ CNH
12-Apr-2012 ~ UNG
12-Apr-2012 ~ Natural Gas NG.K12 10:30 liquidity evaporation
11-Apr-2012 ~ Crude Oil Liquidity Evaporation
11-Apr-2012 ~ Bots Heating Up
11-Apr-2012 ~ ZAGG
11-Apr-2012 ~ HEAT
11-Apr-2012 ~ MHE
11-Apr-2012 ~ GMLP
11-Apr-2012 ~ DDD
10-Apr-2012 ~ FAST
10-Apr-2012 ~ HMIN
10-Apr-2012 ~ GLD
10-Apr-2012 ~ Bots Heating Up
10-Apr-2012 ~ DOW
10-Apr-2012 ~ T
10-Apr-2012 ~ BSTC
10-Apr-2012 ~ KFY
09-Apr-2012 ~ EWMD
09-Apr-2012 ~ GRPN
09-Apr-2012 ~ DBEF
09-Apr-2012 ~ DBEF - 2
09-Apr-2012 ~ DBEF - 3
09-Apr-2012 ~ ENR and CBI
05-Apr-2012 ~ HEAT
05-Apr-2012 ~ IOC
05-Apr-2012 ~ Bots Heating Up
05-Apr-2012 ~ DON
05-Apr-2012 ~ ERIE
05-Apr-2012 ~ Stub quotes PSTR, XWES, OMAB, FBRK, HDNG
04-Apr-2012 ~ Video: Flash Crash Animation
04-Apr-2012 ~ SPY - #HFT infestation
04-Apr-2012 ~ eMini 10am liquidity evaporation
04-Apr-2012 ~ HFT Alert - Bot blast
04-Apr-2012 ~ USO - 125 Milliseconds
04-Apr-2012 ~ USO - 2
04-Apr-2012 ~ IFGL - Look at all these garbage quotes from EDGX
04-Apr-2012 ~ THOR - THORassic algo park (just a small slice)
04-Apr-2012 ~ HTR - What you see in one minute, what the algos see in 2 seconds
04-Apr-2012 ~ eMini 8:30am liquidity vacuum
03-Apr-2012 ~ CGNX - Quotes: 16,000 Trades: 0 Timeframe: 1 second
03-Apr-2012 ~ QIHU - What you see in 1 minute, what the algos see in 9 seconds
03-Apr-2012 ~ TNGO - 9 second faceplant/facelift
02-Apr-2012 ~ ORVL, NWK, TMNG, CASM, WPCS - Daily #NYSE-Arca #PACF stub quoters
02-Apr-2012 ~ PSB.PR.H - What meaningless Quote Spam looks like
01-Apr-2012 ~ eMini Depth 10am

March 2012

30-Mar-2012 ~ STSA - What 8,971 quotes, 0 trades in 1 second looks like
30-Mar-2012 ~ STSA - 2
30-Mar-2012 ~ BCOV - Quote/Trade Ratio: 15,900 to 0. Timeframe: 1 second
30-Mar-2012 ~ BCOV - 2
30-Mar-2012 ~ AAPL - New ride at Disneyland: AppleCoaster
30-Mar-2012 ~ NBN - Nice #NYSE-Arca #PACF stub-quoter going to zero
30-Mar-2012 ~ ESBF - Friday robotics
30-Mar-2012 ~ DG
29-Mar-2012 ~ HFT Alert - Bot spikes
29-Mar-2012 ~ URTH - Will someone call NYSE-Arca (PACF) and ask them to turn this stupid algo off!
29-Mar-2012 ~ GLD - 3 seconds in the GoLDen bubblegum machine
28-Mar-2012 ~ SIR - premarket liquidity
28-Mar-2012 ~ WFT - 50 milliseconds
28-Mar-2012 ~ URTH - Someone on PACF is ramming idiotic quotes all morning
28-Mar-2012 ~ URTH - Zoom
28-Mar-2012 ~ URTH - Zoom 2
28-Mar-2012 ~ MSTR - Dear #SEC, can you tell me WHY this stock has 86,000+ quotes in 19 seconds with 0 trades?
28-Mar-2012 ~ MSTR - Zoom
28-Mar-2012 ~ TYC
28-Mar-2012 ~ TYC - 2
28-Mar-2012 ~ FIRE
28-Mar-2012 ~ FIRE - 2
28-Mar-2012 ~ GLD - explosion
28-Mar-2012 ~ GLD - 2
28-Mar-2012 ~ GLD - It's not a stock market, it's a gumball machine!
27-Mar-2012 ~ GLD - The GOLD Event on March 27, 2012
27-Mar-2012 ~ WFT - The Weatherford Intl Event
27-Mar-2012 ~ Stub Quote Improvement
27-Mar-2012 ~ MAR - The Marriot Event - just wow
27-Mar-2012 ~ GLD
27-Mar-2012 ~ BCOV - Quote/Trade Ratio: 42,355 to 0. Elapsed time: 5 seconds
27-Mar-2012 ~ BCOV - 2
27-Mar-2012 ~ FIO - first leg up
27-Mar-2012 ~ FIO - 2
27-Mar-2012 ~ FIO - 3
27-Mar-2012 ~ UVXY
26-Mar-2012 ~ AAPL - You'd think they would learn - this "glitch" is doomed to repeat itself
26-Mar-2012 ~ BIDU - BATS-Y glitch or just business as usual?
26-Mar-2012 ~ HFT Alert - Big Bot Spike
26-Mar-2012 ~ PVFC - Your daily stub quote chart
26-Mar-2012 ~ FAST - Some very curious trades
25-Mar-2012 ~ AAPL - See where the BATS-Y exchange was quoting one day PRIOR to the trading halt on 03/23/2012
25-Mar-2012 ~ AAPL - trades on 03/20/2012, executing on the BATS-Y exchange (trades were later cancelled)
23-Mar-2012 ~ eMini Depth at 10am
23-Mar-2012 ~ AAPL - Stub quoting happens EVERY DAY - It's not a 1 time error it's only luck more stubs are not executed on
23-Mar-2012 ~ BATS - IPO faceplant
23-Mar-2012 ~ HFT Alert - Bot spikes
23-Mar-2012 ~ FRNK, OPAY, ABCD - Someone on the PACF exchange wants to play the stub-quote game
22-Mar-2012 ~ Quite a bit of algo activity this am
22-Mar-2012 ~ CHKR - 4 seconds
22-Mar-2012 ~ VFC
22-Mar-2012 ~ UNG
22-Mar-2012 ~ NG.J12 10:30am liquidity evaporation
22-Mar-2012 ~ YTEK, OVRL - Random daily PACF stub quoters
22-Mar-2012 ~ OVRL
22-Mar-2012 ~ DMND
22-Mar-2012 ~ DMND - Zoom
22-Mar-2012 ~ SGYP - 150 Milliseconds
22-Mar-2012 ~ SGYP
22-Mar-2012 ~ CBKN - Stub Quotes
22-Mar-2012 ~ THO
22-Mar-2012 ~ PSA.PR.P - Deep discovery
22-Mar-2012 ~ PSA.PR.P - Zoom
22-Mar-2012 ~ WRS - Yet again some Hi-Freak blasting quotes
22-Mar-2012 ~ WRS - Zoom
22-Mar-2012 ~ WRS - Zoom 2
22-Mar-2012 ~ BVSN
22-Mar-2012 ~ EQL - faceplace/recovery
21-Mar-2012 ~ RIO
21-Mar-2012 ~ BRLI - quote spam (garbage)
21-Mar-2012 ~ BRLI - Zoom
21-Mar-2012 ~ BRLI - Zoom 2
21-Mar-2012 ~ CPA - 500 Milliseconds
21-Mar-2012 ~ LULU
20-Mar-2012 ~ 14:16:45 Event
20-Mar-2012 ~ WRS - Algo test at NYSE & ARCA
20-Mar-2012 ~ SPY
20-Mar-2012 ~ BGG
20-Mar-2012 ~ SPY - 9:52 - Things that make you go hmmm
20-Mar-2012 ~ SPY - 9:52 - Zoom
20-Mar-2012 ~ AAPL
20-Mar-2012 ~ GLD
20-Mar-2012 ~ NFLX, GLD - BAT dung
20-Mar-2012 ~ FMCN
20-Mar-2012 ~ WRS - NYSE/PACF in algo-quote slinging contest
20-Mar-2012 ~ WRS - Zoom
19-Mar-2012 ~ BELFA - Dear Mary, does anyone at the SEC monitor banned practices, like stub quotes?
19-Mar-2012 ~ MAT
19-Mar-2012 ~ MAT - 2
15-Mar-2012 ~ eMini 10am Liquidity evaporation
15-Mar-2012 ~ AMCX - Got bots?
15-Mar-2012 ~ HFT Alert - Bot spikes
14-Apr-2012 ~ Are High-Freaks starting to behave themselves?
14-Apr-2012 ~ SKF
14-Apr-2012 ~ SKF - Zoom
14-Apr-2012 ~ IYF
14-Apr-2012 ~ UYG
14-Apr-2012 ~ UYG - Zoom
14-Mar-2012 ~ PGTI, NASB, HBCP - Random Quote Stubbing Snapshots first hour of trading
14-Apr-2012 ~ SLV
14-Apr-2012 ~ SLV - Zoom 1
14-Apr-2012 ~ SLV - Zoom 2
14-Apr-2012 ~ SLV - Zoom 3
14-Mar-2012 ~ HFT Alert - Bot activity picking up
14-Mar-2012 ~ CJES - Flash Smash - what you see and what the algos see
14-Mar-2012 ~ BVSN - Daily faceplant
14-Mar-2012 ~ UYG - Todays early morning blast
13-Mar-2012 ~ SPY - Market on Close Volume
13-Mar-2012 ~ CPGI - Dear Mary, your stub quote ban could use some fixin'
13-Mar-2012 ~ DWSN
13-Mar-2012 ~ UYG - Premarket Bot Blasters
12-Mar-2012 ~ HFT Alert - Bot spikes
10-Mar-2012 ~ Since the arrival of HFT, quote spreads have become more erratic and wider during Fed Announcements
10-Mar-2012 ~ eMini Depth 8:30am news
10-Mar-2012 ~ VIX - Index Spike Event on January 25, 2012
10-Mar-2012 ~ When HFT goes away, so do all the problems.
10-Mar-2012 ~ eMini Depth of Book Recovery?
10-Mar-2012 ~ ES.H12 Depth of Book
09-Mar-2012 ~ BODY - Note the quote stuffing before explosion up
09-Mar-2012 ~ BODY
09-Mar-2012 ~ MHS - 250 Milliseconds of trading
08-Mar-2012 ~ Momentum Ignition Event Growth (12 noon)
08-Mar-2012 ~ IYF - Premarket Acid Rainbots
08-Mar-2012 ~ NG.J12 news vacuum
07-Mar-2012 ~ Direct Edge Quote Spam
06-Mar-2012 ~ SPY - Market Closing Prices and VWAP
06-Mar-2012 ~ GTSI - Stub quoting is alive and well despite any so-called "ban"
05-Mar-2012 ~ AKRX - One minute: what you see and what the algos see
02-Mar-2012 ~ NBBO Spread Ignition Events for every minute of the trading day (9:30 to 16:00) between July 2006 and March 2012
02-Mar-2012 ~ P - 13 seconds in Pandoras box of quotes
02-Mar-2012 ~ GAGA, MAYS, AFFM - After hour stub quoters making a mockery of the NBBO
02-Mar-2012 ~ eMini depth 10am
01-Mar-2012 ~ eMini Shell-shocked from Disruptor
01-Mar-2012 ~ HFT Alert - bot spikes

February 2012

29-Feb-2012 ~ SLV - 150 milliseconds
29-Feb-2012 ~ GLD
29-Feb-2012 ~ Treasury Futures Event of February 29, 2012
29-Feb-2012 ~ GLD
29-Feb-2012 ~ DLG
29-Feb-2012 ~ END - Collapses and goes on a roller-coaster ride. What you see and what the algos see
29-Feb-2012 ~ RY - Royal Bank of Canada whacked in 25 milliseconds!
29-Feb-2012 ~ AGQ - 44 seconds in a robotic playgound
29-Feb-2012 ~ USLV - Nothing but stability today
29-Feb-2012 ~ BSFT
28-Feb-2012 ~ Quote Spread Disintegration - Instant Instability!
28-Feb-2012 ~ KNOL - rocketship. What you see and what the algos see
28-Feb-2012 ~ SMB - From $17.84 to $25.54 in 5 seconds!
28-Feb-2012 ~ BARL
28-Feb-2012 ~ CPNO
25-Feb-2012 ~ eMini depth 8:30am liquidity evaporation
24-Feb-2012 ~ HMIN
24-Feb-2012 ~ Depth Pinger
23-Feb-2012 ~ ARII - It's not a stock market, it's a rodeo!
23-Feb-2012 ~ CHSI - Smash Down Smash Up all in a robotic wonderland
23-Feb-2012 ~ LBTYK - tanks and recovers in 100 milliseconds
23-Feb-2012 ~ HFT Alert - Bots are warming up again
22-Feb-2012 ~ WASH - 10,000 quotes in 2 seconds
22-Feb-2012 ~ GCAP - Anyone else notice the 1 second faceplant?
22-Feb-2012 ~ ANSS - Nice open
21-Feb-2012 ~ EIA - What is the bid price of this stock (750 ms slice)
21-Feb-2012 ~ EIA - 2
21-Feb-2012 ~ EIA - 3
21-Feb-2012 ~ HBA.PR.H - Preferreds are off and running
21-Feb-2012 ~ HBA.PR.H - 2
21-Feb-2012 ~ HFT Alert - Algo activity picking up
17-Feb-2012 ~ SKF - Zoom of the pre-market bots
17-Feb-2012 ~ SKF - Zoom 2 of the pre-market bots
17-Feb-2012 ~ UYG - Zoom of the pre-market bots
17-Feb-2012 ~ UYG - Zoom 2 of the pre-market bots
17-Feb-2012 ~ IYF - Zooms of the pre-market bots
17-Feb-2012 ~ DISCA - faceplant
17-Feb-2012 ~ LPNT - Crocjaw Springloader
17-Feb-2012 ~ How to see quote-spam with no charts
17-Feb-2012 ~ BRCD
17-Feb-2012 ~ P - Pandora's box of quotes - 14,000 in one second, 0 trades
16-Feb-2012 ~ STRA - Guess it didn't get the tight-spread memo either
16-Feb-2012 ~ H - Hyatt Hotels
16-Feb-2012 ~ Hi Freak Invaders - Welcome to My Nightmare!
16-Feb-2012 ~ BUD
16-Feb-2012 ~ IYF - PreMarket Bots running hot
15-Feb-2012 ~ SUSQ
15-Feb-2012 ~ TOBC - Nice open: what you see and what the algos see
15-Feb-2012 ~ BSBR
15-Feb-2012 ~ STSA - What 6,800+ quotes and 0 trades in 875 milliseconds looks like
15-Feb-2012 ~ STSA - Zoom
15-Feb-2012 ~ PBR
15-Feb-2012 ~ PBR
15-Feb-2012 ~ RRGB
14-Feb-2012 ~ KORS - Where robots roam free
14-Feb-2012 ~ FIO - What you see in a minute, what the algos see in 1.8 seconds
14-Feb-2012 ~ ICLR
13-Feb-2012 ~ FDX - Nasdaq Trading Through NYSE example
13-Feb-2012 ~ SFI.PR.G - What is the ask price of this stock?
13-Feb-2012 ~ HUB.A - From $71 to $81 in 2.7 seconds
13-Feb-2012 ~ HUB.A - From $71 to $81 in 2.7 seconds (Zoom)
13-Feb-2012 ~ USO
13-Feb-2012 ~ USO - Zoom
13-Feb-2012 ~ WDTI
13-Feb-2012 ~ WDTI - Zoom
13-Feb-2012 ~ PKD - The 775 millisecond plunge, the 1 second recovery, how it looked to algos and how it looked to you
13-Feb-2012 ~ WLK
13-Feb-2012 ~ SFI.PR.G
10-Feb-2012 ~ URA - Radioactive ETF whacked. What you see and what the algos see
10-Feb-2012 ~ EP.PR.C - Just a normal day of algos dumping 20k quotes a minute into a stock for no good reason
10-Feb-2012 ~ BRF - smashup. What you see and what the algos see
09-Feb-2012 ~ MCP - Event on Feb 9, 2012
08-Feb-2012 ~ HFT Alert - Bot Spikes
06-Feb-2012 ~ LPLA - Anyone else see the wild open? Here's 57 seconds worth
05-Feb-2012 ~ IPGP - How it looked to you and how it looked to the algos
03-Feb-2012 ~ Ground Zero, Rise of the Machines
01-Feb-2012 ~ DLB - rollercoaster
01-Feb-2012 ~ PCL - What you see in a minute and the actual 550 millisecond event
01-Feb-2012 ~ HAYN - Nice open

January 2012

31-Jan-2012 ~ NBBO Opening Stability: Look how much the first 20 seconds of trading has changed from $HFT
31-Jan-2012 ~ SPY - 10am
31-Jan-2012 ~ SGS - goes from $3 to $200,000 at the open!
31-Jan-2012 ~ AMEX Outage on January 31, 2012
31-Jan-2012 ~ AMZN - After hours madness. Let's face it, the NBBO is dead. Long live $HFT
31-Jan-2012 ~ SGS - This has got to be the largest spread in trading history
31-Jan-2012 ~ SPY
31-Jan-2012 ~ COCO - What you see and what the algos see
31-Jan-2012 ~ QQQ
31-Jan-2012 ~ TMP - Quick, what is the ask price of this stock? (red dots=best ask)
31-Jan-2012 ~ TMP - Quick, what is the ask price of this stock? (red dots=best ask) (Zoom)
31-Jan-2012 ~ EQR - 850 millisecond smash up smash down
31-Jan-2012 ~ SBSI - What you see and what the algos see
30-Jan-2012 ~ DRE.PR.O - Does anyone really believe any of these orders were intended to execute?
30-Jan-2012 ~ DRE.PR.O - Zoom
27-Jan-2012 ~ AMGN - What you see and what the algos see
27-Jan-2012 ~ TMX - Explodes in 775 milliseconds
27-Jan-2012 ~ TMX - 2
27-Jan-2012 ~ TMX - 3
27-Jan-2012 ~ BKS - Rocketship
27-Jan-2012 ~ BKS - Market Structure
27-Jan-2012 ~ BKS - Market Structure 2
27-Jan-2012 ~ ABCS - from $21.75 to $50 and it's LUCKY it didn't goto $550 given where NSDQ quotes went!
27-Jan-2012 ~ ABCS - Zoom in of ABCS Smashup
26-Jan-2012 ~ KNX - Wild ride in KNX this am
26-Jan-2012 ~ MSCC - Nice open
25-Jan-2012 ~ NFLX
25-Jan-2012 ~ NFLX - 2
25-Jan-2012 ~ NFLX - 3
25-Jan-2012 ~ Very chaotic algo activity this morning
25-Jan-2012 ~ HES
25-Jan-2012 ~ HES - 2
25-Jan-2012 ~ HES - 3
25-Jan-2012 ~ HES - 4
25-Jan-2012 ~ WINN - Dear Mary, the people at WINN think your stub quote ban needs some fixin
24-Jan-2012 ~ ANGO - newsbots take it down
24-Jan-2012 ~ ANGO - 2
24-Jan-2012 ~ ANGO - 3
24-Jan-2012 ~ CA - HFT stuff you all night long
24-Jan-2012 ~ NFLX - Movie Bots!
24-Jan-2012 ~ NFLX - 2
23-Jan-2012 ~ ITT
23-Jan-2012 ~ HSBC.PR.B
23-Jan-2012 ~ HSBC.PR.B - 2
23-Jan-2012 ~ HSBC.PR.C - Screamer, 675 ms view
20-Jan-2012 ~ JNJ
20-Jan-2012 ~ JNJ - 2
20-Jan-2012 ~ HFT Alert - Bot activity picking up
20-Jan-2012 ~ SPE
20-Jan-2012 ~ SPE - 2
20-Jan-2012 ~ SPE - 3
20-Jan-2012 ~ SHPGY - takes a 1 second faceplant and quickly recovers
19-Jan-2012 ~ TROS - Order entry error exposes HFT bid withdrawal on other exchanges before possible
19-Jan-2012 ~ XOM
19-Jan-2012 ~ XOM - 2
19-Jan-2012 ~ XOM - 3
19-Jan-2012 ~ ASH - 75 milliseconds
19-Jan-2012 ~ TROW - slaughtered in 375 milliseconds
19-Jan-2012 ~ TROW - 2
19-Jan-2012 ~ TROW - 3
19-Jan-2012 ~ PLOW - Can you do 10,000 orders in 925 milliseconds? Bots can
19-Jan-2012 ~ PLOW - 2
19-Jan-2012 ~ Something on EDGE plowing through stock after stock. Look at the areas shaded in blue
19-Jan-2012 ~ KSU
19-Jan-2012 ~ KSU - 2
19-Jan-2012 ~ RCKY
19-Jan-2012 ~ CARB - HFT Posterchild
19-Jan-2012 ~ GOOG
19-Jan-2012 ~ JNJ - gets worked
18-Jan-2012 ~ DON
18-Jan-2012 ~ DON - 2
18-Jan-2012 ~ AAPL
18-Jan-2012 ~ AAPL - 2
18-Jan-2012 ~ PMCS
18-Jan-2012 ~ HFT Alert - bots are off and running
17-Jan-2012 ~ FLT - nice open
17-Jan-2012 ~ EDU - Stub quotes
17-Jan-2012 ~ CARB - HFT Algoritm Test
17-Jan-2012 ~ CARB - If the SEC wants to find examples of price manipulation, look at CARB (on any day)
17-Jan-2012 ~ CARB - 2
17-Jan-2012 ~ CARB - 3
17-Jan-2012 ~ CARB - 4
17-Jan-2012 ~ CARB - 5
17-Jan-2012 ~ eMini Depth of Book Recovering?
17-Jan-2012 ~ AAPL - HFT Algoritms Running Wild
17-Jan-2012 ~ RIMM
13-Jan-2012 ~ GGC - Pre-market smash up
13-Jan-2012 ~ MIC
13-Jan-2012 ~ MIC - 2
13-Jan-2012 ~ MIC - HFT Algoritm Test
13-Jan-2012 ~ CARB - bots making a mockery of the NBBO
13-Jan-2012 ~ CARB - 2
13-Jan-2012 ~ HFT Algoritms Running Wild
13-Jan-2012 ~ BKU - 1 sec 225 ms smash up
13-Jan-2012 ~ ADS - flash smash
12-Jan-2012 ~ IMPV - What is the ask price of this stock?
12-Jan-2012 ~ CARB
12-Jan-2012 ~ CARB - 2
12-Jan-2012 ~ CARB - 3
12-Jan-2012 ~ CARB - 4
12-Jan-2012 ~ CARB - 5
12-Jan-2012 ~ CARB - 6
12-Jan-2012 ~ CARB - 7
12-Jan-2012 ~ HFT Algoritms Running Wild
12-Jan-2012 ~ HFT Algoritms Running Wild 2
12-Jan-2012 ~ Someone's testing a one sided bid-price algo on about 7-8 stocks this am
11-Jan-2012 ~ IMPV
11-Jan-2012 ~ IMPV - 2
11-Jan-2012 ~ IMPV - 3
11-Jan-2012 ~ IMPV - 4
11-Jan-2012 ~ IMPV - 5
11-Jan-2012 ~ VGIT
09-Jan-2012 ~ SKX
09-Jan-2012 ~ SKX - What the algos see in 1 minute
10-Jan-2012 ~ WTW - Weight Watchers Rollercoaster
09-Jan-2012 ~ EFA - Algo seen this am in dozens of issues was a size climber
09-Jan-2012 ~ EFA - 2
09-Jan-2012 ~ WPX Faceplant
09-Jan-2012 ~ PRE.PR.E - Preferred quote waste algos are off and running
09-Jan-2012 ~ PRE.PR.E - 2
09-Jan-2012 ~ BOH - Once
09-Jan-2012 ~ BOH - 2
09-Jan-2012 ~ IPCM - What 20,000 quotes and 0 trades in 1.7 seconds looks like
09-Jan-2012 ~ IPCM - 2
06-Jan-2012 ~ Was Reg NMS secretly rescinded? Proof positive (again) exchange routing not following rules
06-Jan-2012 ~ ESI
06-Jan-2012 ~ GBX
06-Jan-2012 ~ GBX 2
06-Jan-2012 ~ GBX 3
06-Jan-2012 ~ PSMT
06-Jan-2012 ~ VRX
06-Jan-2012 ~ VRX - 2
06-Jan-2012 ~ CBS
06-Jan-2012 ~ CBS - 2
06-Jan-2012 ~ CBS - 3
06-Jan-2012 ~ CBS - 4
06-Jan-2012 ~ CVS
06-Jan-2012 ~ CVS - 2
06-Jan-2012 ~ CVS - 3
06-Jan-2012 ~ CVS - 4
06-Jan-2012 ~ CVS - 5
06-Jan-2012 ~ CVS - 6
06-Jan-2012 ~ CVS - 7
06-Jan-2012 ~ DBC
06-Jan-2012 ~ DBC - 2
06-Jan-2012 ~ DBC - 3
06-Jan-2012 ~ PACW - 50,000 quotes, 0 trades, 5 secs
06-Jan-2012 ~ PACW - 50,000 quotes, 0 trades, 5 secs (Zoom)
06-Jan-2012 ~ Somebody's testing something new pre-market
05-Jan-2012 ~ NOG
05-Jan-2012 ~ SPRD
05-Jan-2012 ~ SODA
04-Jan-2012 ~ GMLP
04-Jan-2012 ~ NFLX - Netflix blows a gasket!
03-Jan-2012 ~ CNS - From $29 to $159 and back again
03-Jan-2012 ~ MAT - 50 millisecond reverse smash up
03-Jan-2012 ~ NDRO - 9,992 quotes, 0 trades in 975 Milliseconds
03-Jan-2012 ~ NDRO - 2
03-Jan-2012 ~ FLDM 50,000 quotes in 5 secs
03-Jan-2012 ~ FLDM - 2
03-Jan-2012 ~ FLDM - 3
03-Jan-2012 ~ MBI

December 2011

22-Dec-2011 ~ BLT - 50,993 quotes, 0 trades in 5 Seconds
22-Dec-2011 ~ BLT - 2
22-Dec-2011 ~ TNC - 7,000 quotes in 675 milliseconds
22-Dec-2011 ~ TNC - 2
22-Dec-2011 ~ TNC - 3
22-Dec-2011 ~ TNC - 4
22-Dec-2011 ~ LRE - Blowup
22-Dec-2011 ~ LRE - 2
22-Dec-2011 ~ LRE - 3
21-Dec-2011 ~ RDW
21-Dec-2011 ~ UGP
21-Dec-2011 ~ UGP - 2
21-Dec-2011 ~ IPAR - 10,000 quote, 0 trades in 950 milliseconds
21-Dec-2011 ~ IPAR - 2
21-Dec-2011 ~ IPAR - 3
20-Dec-2011 ~ CCOI
20-Dec-2011 ~ IPAR
20-Dec-2011 ~ HFT Alert - bot spike
20-Dec-2011 ~ SMH
16-Dec-2011 ~ GRMH - Guess stub quotes to 0 are ok after normal market hours
16-Dec-2011 ~ MLPI - Blow-up
16-Dec-2011 ~ STEI - 3 Second Faceplant
16-Dec-2011 ~ BBSI
16-Dec-2011 ~ BBSI - 2
16-Dec-2011 ~ DLTR - 1.5 minute meltdown-meltup
16-Dec-2011 ~ DLTR - 2
16-Dec-2011 ~ PRGO - meltup-meltdown
16-Dec-2011 ~ PRGO - 2
16-Dec-2011 ~ Crude Oil Futures Depth ~ Aug 2010 - Dec 2012
15-Dec-2011 ~ NDSN - Botastic! Algo wonderland
15-Dec-2011 ~ NDSN - Zoom
15-Dec-2011 ~ NDSN - Zoom 2
15-Dec-2011 ~ LEAP
15-Dec-2011 ~ PLP - Acid Rainbot on steroids
15-Dec-2011 ~ PLP - Acid Rainbot on steroids - Zoom
15-Dec-2011 ~ PLP - Acid Rainbot on steroids - Zoom 2
15-Dec-2011 ~ DAG
15-Dec-2011 ~ AGA
15-Dec-2011 ~ CLCT
15-Dec-2011 ~ ADBE - After hours newsbots
15-Dec-2011 ~ ADBE
15-Dec-2011 ~ TIGR - Ever wonder how a stock goes to 0.0?
14-Dec-2011 ~ SUSQ
14-Dec-2011 ~ FRP - 1.5 Second blowup
14-Dec-2011 ~ FRP - 2
14-Dec-2011 ~ FRP - 3
14-Dec-2011 ~ FRP - 4
14-Dec-2011 ~ WAB - Blowup
14-Dec-2011 ~ WAB - 2
14-Dec-2011 ~ TFM - Nice open
09-Dec-2011 ~ VBK - 16,000 quotes and 0 trades in 975 milliseconds
09-Dec-2011 ~ VBK - 2
09-Dec-2011 ~ DMND - Diamond bots
09-Dec-2011 ~ DLPH
09-Dec-2011 ~ TITN
09-Dec-2011 ~ PDLI - Crazy Algo
09-Dec-2011 ~ PDLI - 2
09-Dec-2011 ~ PDLI - 3
09-Dec-2011 ~ BAC
09-Dec-2011 ~ PDLI
09-Dec-2011 ~ MMLP - Bizarre rapid fire algo
09-Dec-2011 ~ MMLP - 2
09-Dec-2011 ~ MMLP - 3
09-Dec-2011 ~ CTSH
09-Dec-2011 ~ AOM
09-Dec-2011 ~ AOM - 2
08-Dec-2011 ~ AMGN
08-Dec-2011 ~ CONN
08-Dec-2011 ~ CONN - 2
08-Dec-2011 ~ CSTR - Hot potatoes in the morning
08-Dec-2011 ~ CSTR - 2
08-Dec-2011 ~ YRCWD
08-Dec-2011 ~ F
08-Dec-2011 ~ F - 2
08-Dec-2011 ~ HBA.PR.H - what is the ask price of this stock?
08-Dec-2011 ~ HBA.PR.H - 2
08-Dec-2011 ~ UAL
08-Dec-2011 ~ UAL 2
07-Dec-2011 ~ OXM
07-Dec-2011 ~ OXM - 2
07-Dec-2011 ~ AMGN - a few nice trades this morning
02-Dec-2011 ~ EDMC - Another day at the casino
02-Dec-2011 ~ JVA - Coffee bot
02-Dec-2011 ~ PVH - Robots OUT OF CONTROL
02-Dec-2011 ~ PVH - 2
02-Dec-2011 ~ PVH - 3
02-Dec-2011 ~ PVH - The next minute
02-Dec-2011 ~ KONA - I'd like my liquidity medium rare please
02-Dec-2011 ~ GRPN - Robots like a good deal too
02-Dec-2011 ~ SPRD - 20,000 quotes and 0 trades in 2 seconds
02-Dec-2011 ~ SPRD - 2
02-Dec-2011 ~ SPRD - 3
02-Dec-2011 ~ HMA
01-Dec-2011 ~ LZB - Nice open
01-Dec-2011 ~ PKT - travelling robot circus
01-Dec-2011 ~ BFIN
01-Dec-2011 ~ TXI - Texas Style Hot Potatoes
01-Dec-2011 ~ TXI - 2
01-Dec-2011 ~ TXI - 3
01-Dec-2011 ~ TXI - 4

November 2011

30-Nov-2011 ~ BML.PR.J - Quick, what is the Ask Price of this stock?
30-Nov-2011 ~ BML.PR.J - 2
30-Nov-2011 ~ BML.PR.J - 3
30-Nov-2011 ~ PBR - faceplant
30-Nov-2011 ~ WBMD - Hot Potatoes
30-Nov-2011 ~ WBMD - 2
30-Nov-2011 ~ WBMD - 3
30-Nov-2011 ~ WBMD - 4
28-Nov-2011 ~ PSLV - Liquidity
28-Nov-2011 ~ PSLV - 2
28-Nov-2011 ~ PSLV - 3
28-Nov-2011 ~ Charts showing the Infinium algo that went out of control on Oct 28, 2009
28-Nov-2011 ~ LMCA - open
23-Nov-2011 ~ MVG
23-Nov-2011 ~ CMVT
23-Nov-2011 ~ CMVT - 2
23-Nov-2011 ~ HFT Alert - bot spikes
22-Nov-2011 ~ CISG - Nice little plunge hiccup
22-Nov-2011 ~ CISG - 2
21-Nov-2011 ~ VIT - Nice open
21-Nov-2011 ~ QCOR
21-Nov-2011 ~ BAC.PR.B
21-Nov-2011 ~ FMCN - Something's not quite right here
21-Nov-2011 ~ FMCN - 2
21-Nov-2011 ~ FMCN - 3
21-Nov-2011 ~ FMCN - 4
18-Nov-2011 ~ SCVL - Nice open in Shoe Carnival (carnival being the key term)
18-Nov-2011 ~ SCVL - 2
18-Nov-2011 ~ USB.PR.H - Acid Rainbot roaming the preferreds
18-Nov-2011 ~ USB.PR.H - 2
18-Nov-2011 ~ ACHN - explosion
18-Nov-2011 ~ ACHN - 2
18-Nov-2011 ~ DLR.PR.E - Quote like an egyptian
18-Nov-2011 ~ DLR.PR.E - 2
18-Nov-2011 ~ DLR.PR.E - 3
17-Nov-2011 ~ WFT - WTF
17-Nov-2011 ~ WFT - 2
17-Nov-2011 ~ WFT - 3
16-Nov-2011 ~ XLB - enters the 20,000 quotes, 0 trades, under 1 second club
16-Nov-2011 ~ XLB - 2
16-Nov-2011 ~ HFT Alert - bots heating up
16-Nov-2011 ~ CLI - mini smash
14-Nov-2011 ~ GGB - 50,000 quotes and 0 trade in under 2 seconds
14-Nov-2011 ~ GGB - 2
10-Nov-2011 ~ UYG - Nice smash, sea of bots
09-Nov-2011 ~ SGI - nice spreads!
09-Nov-2011 ~ C.PR.H - The preferreds are off and running, 85,000 quotes, 0 trades
09-Nov-2011 ~ C.PR.H - 2
09-Nov-2011 ~ PPL.PR.U - What's the Ask Price of this stock?
09-Nov-2011 ~ PPL.PR.U - 2
09-Nov-2011 ~ CFC.PR.B - Wild ride in a preferred
09-Nov-2011 ~ CFC.PR.B - 2
09-Nov-2011 ~ RMBS
09-Nov-2011 ~ RMBS - 2
09-Nov-2011 ~ FMCN - Nice open
08-Nov-2011 ~ TRAK - $1 spread in a $25 stock
08-Nov-2011 ~ RTLA
08-Nov-2011 ~ robot shopping spree
08-Nov-2011 ~ DGIT
07-Nov-2011 ~ AMZN - Bizarre quoting activity on several NSDQ issues continue
07-Nov-2011 ~ AMZN - 2
07-Nov-2011 ~ AAPL - Bizarre quoting activity on several NSDQ issues continue
07-Nov-2011 ~ AAPL - Just bizarre and it's been going all day on numerous issues
07-Nov-2011 ~ AAPL - 2
07-Nov-2011 ~ URBN - Nice action. up-down. Check out the blast of 11,000 quotes (in one sec) that breaks it up a bit
04-Nov-2011 ~ PLAB
04-Nov-2011 ~ CHK
04-Nov-2011 ~ CBS
04-Nov-2011 ~ CNW
04-Nov-2011 ~ EXAM
04-Nov-2011 ~ EXAM - 2
04-Nov-2011 ~ EXAM - 3
04-Nov-2011 ~ TGH
04-Nov-2011 ~ TGH - 2
04-Nov-2011 ~ ITT
04-Nov-2011 ~ GRPN - Groupon, Groupoff
04-Nov-2011 ~ GRPN - 2
04-Nov-2011 ~ GRPN - 3
04-Nov-2011 ~ Lots of NSDQ issues with bizarre quoting activity this AM
03-Nov-2011 ~ KAMN
03-Nov-2011 ~ KAMN - 2
03-Nov-2011 ~ MCHX
03-Nov-2011 ~ TTEC
03-Nov-2011 ~ VRX
03-Nov-2011 ~ GDP
03-Nov-2011 ~ GDP - 2
03-Nov-2011 ~ STRA - nice spreads at the open
03-Nov-2011 ~ VRX
03-Nov-2011 ~ MTRX
03-Nov-2011 ~ MTRX - 2
03-Nov-2011 ~ BIDU
03-Nov-2011 ~ BIDU - 2
03-Nov-2011 ~ BIDU - 3
03-Nov-2011 ~ BIDU - 4
03-Nov-2011 ~ TSL - Mini blow-up
03-Nov-2011 ~ TSL - 2
03-Nov-2011 ~ TSL - 2
03-Nov-2011 ~ TSL - 3
03-Nov-2011 ~ PCRX
03-Nov-2011 ~ JEF
03-Nov-2011 ~ JEF - 2
03-Nov-2011 ~ VVUS - explosion/implosion
03-Nov-2011 ~ VVUS - 2
03-Nov-2011 ~ VVUS - 3
03-Nov-2011 ~ VVUS - 4
03-Nov-2011 ~ DDS
03-Nov-2011 ~ QQQ
03-Nov-2011 ~ QQQ - 2
03-Nov-2011 ~ QQQ - 3
03-Nov-2011 ~ ITT - Nice open
01-Nov-2011 ~ DMND - Diamond in the rough
02-Nov-2011 ~ DMND - 2
02-Nov-2011 ~ CTSH - implosion
02-Nov-2011 ~ CTSH - 2
02-Nov-2011 ~ HFT Alert - hot potato time
02-Nov-2011 ~ AMRN - Quote Pig Record Holder! 42,000 quotes, 0 Trades in 975 milliseconds!
02-Nov-2011 ~ AMRN - 2
01-Nov-2011 ~ CVGI
01-Nov-2011 ~ HCA
01-Nov-2011 ~ SPY
01-Nov-2011 ~ SPY - 2
01-Nov-2011 ~ SPY - 3
01-Nov-2011 ~ SPY - 4
01-Nov-2011 ~ HFT Alert - bot spikes
01-Nov-2011 ~ AMED - bloodbot
01-Nov-2011 ~ AMED - 2
01-Nov-2011 ~ AMED - 3
01-Nov-2011 ~ MTOR - meteor
01-Nov-2011 ~ MTOR - 2
01-Nov-2011 ~ MTOR - 3
01-Nov-2011 ~ MTOR - 4
01-Nov-2011 ~ MTOR - 5
01-Nov-2011 ~ HFT Alert - bots really heated up
01-Nov-2011 ~ HFT Alert - hot potato war
01-Nov-2011 ~ HFT Alert - bots are on fire
01-Nov-2011 ~ KCG - Meltdown/up
01-Nov-2011 ~ KCG - 2
01-Nov-2011 ~ KCG - 3
01-Nov-2011 ~ NDAQ - Last leg of the implosion
01-Nov-2011 ~ NDAQ - 2
01-Nov-2011 ~ NDAQ - 3

October 2011

September 2011

30-Sep-2011 ~ RP - Nice open
30-Sep-2011 ~ LCPAD
30-Sep-2011 ~ RUSL - This is NOT a Mini-Smash-Up, it's a reverse "Berman"
30-Sep-2011 ~ ETFC - Blatant Stub Quoting in ETrade
30-Sep-2011 ~ ONVI - Stub Quoting seems to be a trend today
30-Sep-2011 ~ NSTC - Stub Quoting down to 1 PENNY again!
30-Sep-2011 ~ ATPG
30-Sep-2011 ~ NFLX - Apparently it takes 15,000 quotes (in 2 secs) to get 2 trades done
30-Sep-2011 ~ CPA - Algo etchings
30-Sep-2011 ~ CASM - Is Stub Quoting OK again?
30-Sep-2011 ~ TWMC - Guess someone didn't get the memo
30-Sep-2011 ~ HFT Alert - the bots awaken
30-Sep-2011 ~ IBM - It now takes 60,000 quotes (in 5 secs) to get 1 trade done
30-Sep-2011 ~ RECN - What goes up must come down, VERY QUICKLY!!
30-Sep-2011 ~ GLD - Anyone else see this at the close?
30-Sep-2011 ~ LSTZA - Nice open
30-Sep-2011 ~ JOE - Nice open
30-Sep-2011 ~ INTU - Nice open
29-Sep-2011 ~ HCN.PR.I - AcidRainBot running wild
29-Sep-2011 ~ UNG - Some odd activity this morning
29-Sep-2011 ~ HFT Alert - lots of bot spikes
29-Sep-2011 ~ AMD - sets the record! 51,000 quotes and 0 trades in 2 seconds
29-Sep-2011 ~ HZNP - pulls a reverse "Berman"
29-Sep-2011 ~ HFT Alert - Bot spikes
29-Sep-2011 ~ EVT - AcidRainSizeBot - Some bot has a real interest
29-Sep-2011 ~ Notice any saturation problems here (CQS on Sep 22)
29-Sep-2011 ~ ASIA - got a bit goofy after the close and pulls a reverse "Berman"
29-Sep-2011 ~ ASIA - So long as there's no crosses or anything
29-Sep-2011 ~ AGQ
28-Sep-2011 ~ AGQ
28-Sep-2011 ~ GAK - Nice open. Nice spreads
28-Sep-2011 ~ FMCN
28-Sep-2011 ~ COH - Quote/Trade ratio: 9,500 to 0, in 2 seconds
28-Sep-2011 ~ HFT Alert - Bots heating up
28-Sep-2011 ~ DPG - This is not a "mini flash crash" but a "mini market structure failure"
28-Sep-2011 ~ C.PR.M - Preferred's are off and running
28-Sep-2011 ~ MLG - AcidRainBot of the day
28-Sep-2011 ~ SXCI - Quote/Trade Ratio: 17,500 to 0. Timeframe: 2 Seconds
28-Sep-2011 ~ FIRE
27-Sep-2011 ~ AH
27-Sep-2011 ~ GE.PR.A - AcidRainBot - Preferred's are running
27-Sep-2011 ~ BRK.A - They are loving Berkshire today
27-Sep-2011 ~ SCHN - Quote/Trade Ratio: 30,000 to 0, in 4 seconds
26-Sep-2011 ~ MXI - Quote/Trade Ratio: 62,000 to 0. Averaging 4,400 quotes per second
26-Sep-2011 ~ AGQ - Has become a pre-open robotic playground
23-Sep-2011 ~ CERN - Neutrinos aren't the only thing that move fast
23-Sep-2011 ~ APC
22-Sep-2011 ~ IRE - joins the 10k club. 10,000 quotes, 0 trades, 1 sec timeframe
22-Sep-2011 ~ RENT
22-Sep-2011 ~ The $500M question (fees to exchanges for CQS data last year). No fees for flickering quotes!
22-Sep-2011 ~ CREE - joins the 10k club. 11,000 BS quotes, 0 trades, 1 second
22-Sep-2011 ~ PANL - Quote to Trade Ratio: 37,000 TO 0! Elapsed time 3 seconds (12,000+ per second)
22-Sep-2011 ~ VTUS - Acid rain bot hits. Nice spreads!
22-Sep-2011 ~ SNV.PR.T - The preferred algos are off and running
22-Sep-2011 ~ ZAGG - 11,000 quotes, 0 trades, 1 second timeframe
22-Sep-2011 ~ HFT Alert - bot spree
22-Sep-2011 ~ X - Quote / Trade Ratio: 20,000 to 0, in one second
22-Sep-2011 ~ BOS - gets the reverse 'Berman' treatement (don't call them mini-smashes!)
22-Sep-2011 ~ UUPT - Morning "Mini Market Structure Failure"
21-Sep-2011 ~ CAT - tried to break into the 10k club at 7,000 quotes per sec (0 trds) the algo needs to do better
21-Sep-2011 ~ C.PR.N - Preferred Citi liquidity bot
21-Sep-2011 ~ C.PR.N - 2
21-Sep-2011 ~ HFT Alert - bot dump
21-Sep-2011 ~ NW.PR.C - Preferred 'Berman' (don't call them mini flash crash's anymore!)
20-Sep-2011 ~ LBJ
16-Sep-2011 ~ GGC - Nice opening
16-Sep-2011 ~ K - Quote to Trade Ratio: 10,500 / 2 (in two seconds)
16-Sep-2011 ~ WTS - algo wins! 33,000 BS quotes in 2 seconds (16,000+ per second), 0 trades
15-Sep-2011 ~ YHOO - So many quotes reporting them lagged the actual trades
15-Sep-2011 ~ CDXS - HFT provides tight spreads and doesn't increase volatility?
15-Sep-2011 ~ DOO - Thank goodness for the liquidity providers
14-Sep-2011 ~ Dear Larry, please mark this as Exhibit A
14-Sep-2011 ~ HFT Alert - bots are very active this morning
14-Sep-2011 ~ CARB - Where a bot can take your order
14-Sep-2011 ~ TMV
14-Sep-2011 ~ TBT
14-Sep-2011 ~ MRT - Acid rain bot providing some liquidity
14-Sep-2011 ~ NETL - 24,000 quotes, 2 seconds flat. 0 trades
14-Sep-2011 ~ SKUL - joins the 10k club. 11,900 quote, 0 trades all in one second
13-Sep-2011 ~ MEDH - Some nice crocodile-jaw openings: 1
12-Sep-2011 ~ NFLX - Nice Quote BLAST immediately prior to line J-N blowing up
12-Sep-2011 ~ NFLX - Anyone know why quotes went dead between 11:06:49 and 11:12:56?
12-Sep-2011 ~ SZYM - SolaBOT all in about 12 seconds
12-Sep-2011 ~ DVA - Quote/Trade ratio - 12,500 to 1 all in ONE second
12-Sep-2011 ~ HFT Alert - Hot Bots
12-Sep-2011 ~ LM
09-Sep-2011 ~ NRF.PR.B - Acid rain bots rampant today
09-Sep-2011 ~ GLD - Bots play hot potato
09-Sep-2011 ~ AOL
09-Sep-2011 ~ IDCC - Rodeo Part I
09-Sep-2011 ~ IDCC - Zoom
09-Sep-2011 ~ GIII - smash up
08-Sep-2011 ~ WYN - Quote/Trade ratio: 20,000 to 0
08-Sep-2011 ~ RRTS - Nice open
08-Sep-2011 ~ EDMC
08-Sep-2011 ~ NFJ - 60,000 Quotes 0 Trades (20 sec duration, approx 3,000 quotes per sec)
08-Sep-2011 ~ VRUS - Blood Bot
08-Sep-2011 ~ HFT Alert - Bots are awakening
08-Sep-2011 ~ VRUS - Beware of blood bot
08-Sep-2011 ~ VRUS - Zoom
08-Sep-2011 ~ GS - Wild ride this morning
07-Sep-2011 ~ CRNT
07-Sep-2011 ~ AMG - Quote to Trade ratio: 11,000 to 1 in 2 seconds
07-Sep-2011 ~ XLF - Algo art
07-Sep-2011 ~ WLT - Smash in under 1 minute, take 10 to recover. Sounds a little familiar
07-Sep-2011 ~ FNFG - Whac-A-Mole after hours algo finds a new stock to play in
07-Sep-2011 ~ AFFX
02-Sep-2011 ~ STNG
02-Sep-2011 ~ RNWKD - Spreads wide enough to fit logos inbetween
02-Sep-2011 ~ ICFI - Nice open, nice tight spreads
01-Sep-2011 ~ OIH - Anyone else notice some of the WIDE openings in many stocks today? Like this
01-Sep-2011 ~ BNY - What goes up must come down QUICKLY
01-Sep-2011 ~ TDI - NY Blood bot
01-Sep-2011 ~ VNQ - Legal Limit Algo running hot today
01-Sep-2011 ~ LSCC - nice open

August 2011