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Legal Limit Algo - Part 5, Additional examples.


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In the following charts quotes are plotted sequentially as they occur. As such, no data is lost. Exchange's bid and ask prices are colored according to the legend on the left. To keep the charts clearer we have filtered out trades and quotes from exchanges not shown. Quotes from the NSDQ exchange are plotted only as a reference. Click on any chart for a high resolution image.

PG, 06/28/2011. PG, 06/28/2011. Zoom in
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NVS, 06/28/2011. NVS, 06/28/2011. Zoom in
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EWY, 07/01/2011. EWY, 07/01/2011. Zoom in.
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ZMH, 07/01/2011. ZMH, 07/01/2011. Zoom in
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JBHT, 07/01/2011. JBHT, 07/01/2011. Zoom in.
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D, 07/06/2011. D, 07/06/2011. Zoom in.
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NVLS, 07/08/2011. NVLS, 07/08/2011. Zoom in.
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SDRL, 07/08/2011. SDRL, 07/08/2011. Zoom in.
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Publication Date: 07/11/2011
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