"We risk becoming the best informed society that has ever died of ignorance"
- Rubén Blades

"You can't make up anything anymore. The world itself is a satire. All you're doing is recording it"
- Art Buchwald

"It's getting exciting now, two and one-half. Think of everything we've accomplished, man. Out these windows, we will view the collapse of financial history. One step closer to economic equilibrium"
- Tyler Durden

"It is your corrupt we claim. It is your evil that will be sought by us. With every breath, we shall hunt them down."
- Boondock Saints

Friday, December 9, 2011

Evidence Of This Morning's HFT Action

We wrote last night about the damning nature of HFT in spite of the HFT sponsored research that claims they are nothing but awesome.  This is more real-time proof of what they do.  Here is what happened this morning already:


The "Count" column is the number of quotes from HFT Alert



@badalgo dropped this on Twitter just a few moments ago

Note:  Nanex lists the chart information across the top.  You can see, in this order:
the Ticker on the given Date - the Time - the Quotes and Trades.  Their time periods are not linear so always identify how the X-axis are labeled.  Red Dots are Best Ask, Green Dots are Best Bid, White Dots are Trades








































Posted by Paul Revere at 12/09/2011 09:44:00 AM