Research

Our business is supplying a real-time data service comprising trade and quote data for all US equity, option, and futures exchanges. We have archived this data since 2004 and have created and used numerous tools to help us sift through the enormous dataset: over 5 trillion quotes and trades as of March 2013. The flash crash (May 6, 2010) had approximately 7.6 billion trade, quote, and depth records.

  • February 23, 2012

    Nanex Presentation Materials

  • February 13, 2012

    Quote Stuffing Detected Week Before Flash Crash

  • February 10, 2012

    The Other Flash Crash

  • February 8, 2012

    The Liquidity Illusion

  • February 8, 2012

    The Tighter Spreads Lie

  • February 6, 2012

    The Rise of the HFT Machines

  • January 30, 2012

    Norwegian Interview – Charts

  • January 27, 2012

    9:45am NBBO Instability

  • December 21, 2011

    Flash Crash Revisited ~ Depth Charts of Order Books

  • December 21, 2011

    Quote Stuffing Banned!

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