"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

Tuesday, January 17, 2012

High Frequency Trading Recap For January 17th, 2012

This shows that HFT may have known about the Yahoo! resignations well in advance or at least one specific program did.  For more information on what you see below, click here.  Make sure to check out the action on RIMM from this morning also.

Massive spike at mid day was between the NYSE and BATS

Oddly, ALL of the following stocks are [.com] stocks

Enpro Industries (NPO) - 23667 Quotes, 0 Trades

Verint Systems Inc (VRNT) - 37,279 Quotes, 13 Trades

More Verint (VRNT - 12314 Quotes, 0 Trades) and guess what?   
Remember Carbonite Inc (CARB) They saw 19,928 Quotes and 9 Trades

More CARB - 17,023 Quotes, 0 Trades

Micromet Inc (MITI) - 19,857 Quotes, 18 Trades

Alpha Natural Inc (ANR) - 29,480 Quotes, 37 Trades

Lastly, CSX Corp takes two on the chin going into the close