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.

  • September 27, 2010

    Eerie similarities to Flash Crash Occurred a Week Earlier

  • September 27, 2010

    Flash Crash Summary Report

  • September 9, 2010

    Detailed Analysis of Stub Quote trades in Flash Crash

  • September 8, 2010

    Did Quote Stuffing Cause the Flash Crash? – Analysis of the 50 millisecond rule

  • August 23, 2010

    Latency on Demand – Manufacturing delays on NYSE

  • August 18, 2010

    The NBBO is Broken – Further ramifications of our analysis

  • August 10, 2010

    What Really Happened to CSCO – or How to Trip a Circuit Breaker

  • August 6, 2010

    Video clip of high quote rates for PSA on 7-22-2010

  • July 8, 2010

    Messages Rates 2004-2010

  • June 18, 2010

    Original Flash Crash Report

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