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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