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.

  • August 31, 2011

    Overloading Options Market

  • August 18, 2011

    HFT is Out-of-Control

  • August 11, 2011

    Letter to Mary Schapiro re: Stub Quote Violations

  • August 3, 2011

    SEC Limit Up/Down Would Have Made Flash Crash Worse!

  • July 27, 2011

    Direct Feed Delays in Flash Crash

  • July 25, 2011

    CQS Delays in Flash Crash

  • July 22, 2011

    One Million Quotes per Second Is Not Enough

  • July 14, 2011

    Is the NBBO Being Ignored?

  • July 12, 2011

    The ‘Preferred’ Algos

  • July 11, 2011

    The Legal Limit Algo

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