"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 28, 2013

Vacuum Tubes Ramp And Camp

Proof of the computer driven late ay ES ramp and camp.  Note the "on the second" command to issue quotes.  The period in question is within the first group of vertical bars and again inside the second group:

From Nanex:

Nanex ~ 28-Mar-2013 ~ Stock Quoting Surge

On March 28, 2013 from 13:26:40 to 13:34:50, and then again from 13:57:25 to 14:05:50, the number of stocks quoted suddenly shot from around 1000 to over 3000. Close inspection shows all of the additional quotes came from Nasdaq, and were sent once per second on the second.

1. The first event. Showing percentage of quotes from each exchange.
Note the sudden jump in the gray shading - showing Nasdaq's percentage of quotes in all stocks.

2. The second event. Showing percentage of quotes from each exchange. 

3. Close up of first event showing bids and asks color coded by exchange in stocks priced between 0 and $140. 

4. Same as chart above, but showing bids and asks from Nasdaq in stocks priced between 0 and $140.