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Preferred Algos - Part 4, Additional Examples

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In the following charts, trades and 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. When quotes are the NBBO, a red circle is drawn for the Best Ask, and a Green circle for the Best Bid. Click on any chart for a high resolution image.

RNR.PR.D, 05/23/2011. 2,200 quotes: RNR.PR.D, 05/23/2011. 180 quote zoom, bids only:
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DDR-PR-I, 05/23/2011. 20,000 quotes: DDR-PR-I, 05/23/2011. 400 quotes:
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AGO.PR.E, 06/02/2011. 18,000 quotes: AGO.PR.E, 06/02/2011. 110 quote zoom, bids only:
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WNA.PR, 06/02/2011. 4,000 quotes: WNA.PR, 06/02/2011. 200 quote zoom, bids only:
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ELS.PR.A, 06/09/2011. 5,000 quotes, bids only: ELS.PR.A, 06/09/2011. 60 quotes, bids only:
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APA.PR.D, 06/28/2011. 5,000 quotes: APA.PR.D, 06/28/2011. 250 quotes, bids only:
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DFT-PR-A, 06/28/2011. 1,500 quotes, bids only: DFT-PR-A, 06/28/2011. 75 quotes, bids only:
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UR.PR.A, 07/06/2011. 3,000 quotes: UR.PR.A, 07/06/2011. 180 quotes, asks only:
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Publication Date: 07/12/2011
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