"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

Thursday, March 8, 2012

HFT Hits A New Max

Just in case it still isn't clear that this is a co-located, news reading, automated market, here's the blast when the Greek bond swap participation level was released.  The computer activity peaked at 14:52:12.  At that time, 600 stocks had HFT Algorithmic sequences in them and simultaneously 850+ Stocks had HFT quotes.  You'll notice the day ended at the level at which the computers entered in impressive size.

Here's the Raw Quote Bursts from HFT Alert Pro:

And the Quote Fluttering on VXX and DIA exchange traded funds on BATS exchange