May 6'th 2010 Flash Crash Analysis Continuing Developments Latency On Demand? Publication Date: August 23, 2010 Back to Table Of Contents Update 20-Sep-2012: We found a similar delay in Nasdaq Quotes. We wanted to see the extent of the delay between NYSE quotes from CQS and OpenBook on a more recent trading [...]
May 6'th 2010 Flash Crash Analysis Continuing Developments The NBBO is Broken Publication Date: August 18, 2010 Back to Table Of Contents As stated in our initial Flash Crash Analysis report, at 14:42:46 PM on May 6, 2010, quotes from the NYSE began to lag. These quotes were time stamped as if they were [...]
What Happened to CSCO (Cisco Systems) on 07/29/2010 May 6'th 2010 Flash Crash Analysis - Continuing Developments Publication Date 08/10/2010 Back to Table Of Contents What Happened to CSCO on 07/29/2010 After the Flash Crash of May 6'th 2010, new rules were set by the SEC in order to help [...]
May 6'th 2010 Flash Crash Analysis - Continuing Developments PSA - 07-22-2010. Back to Table Of Contents Date: July 22, 2010 Symbol: PSA (Public Storage) Listed Exchange: NYSE Market Capitalization: Approximately $17 Billion Index/ETF membership: http://finance.yahoo.com/q/ct?s=PSA+Components S&P 500 stock. The following video shows a quote screen for the NYSE stock [...]
Quote and Trade Rates Back to Table Of Contents Chart 1: Chart 2: Chart 3: Chart 4:
Analysis of the "Flash Crash" Date of Event: May 6, 2010 Publication Date: June 18, 2010 07-08-2010: We have added new data and information regarding the Flash Crash. In order to keep our report in-tact as originally published, please CLICK HERE for all new Flash Crash related information from Nanex. On the [...]