"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, December 13, 2012

This Morning's Multi-Symbolic Flash Crash

HPQ (traded down to $3 from $14 in 100ms), S (from $5.50 to $2.75 in 150ms), GS (from $117 to $94 in 45ms) and C (from $36.00 to $20.00 in 90ms) are among the NOT fat-finger moves we saw this AM as the charts below show.
 
Via Nanex (these original charts can be found here):
HPQ - All quotes and trades

HPQ - Only NASDAQ quotes and trades

S - All quotes and trades

S - Only NASDAQ quotes and trades

C - All quotes and trades

C - Only NASDAQ quotes and trades

WU - All quotes and trades

WU - Only NASDAQ quotes and trades

KR - All quotes and trades

KR - Only NASDAQ quotes and trades

WFC - All quotes and trades

WFC - Only NASDAQ quotes and trades

GS - All quotes and trades

GS - Only NASDAQ quotes and trades

T - All quotes and trades

T - Only NASDAQ quotes and trades


How to read this chart