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
