The Kraft Event

October 3, 2012

Nanex ~ 3-Oct-2012 ~ KRFT Explosion/Implosion

View a spread sheet of all trades in KRFT during the first minute. Kraft had 4 similar extreme price moves just days and weeks earlier. Many of these trades were later canceled.

1. What you saw:

2. What the algos saw: (How to read this chart)

3. Zoom in time:

4. KRFT 5 millisecond interval chart showing trades color coded by exchange.

5. KRFT 5 millisecond interval chart showing trades color coded by exchange.

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