Nanex - Strange Days 06/03/2011

Strange Days 06/03/2011

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On 06/03/2011 the stock BITA went from $6.9 to $0.09 in two seconds in pre-market trading before quickly recovering (Time and Sales prints and cancellations shown below charts):

BITA - BITAUTO HOLDINGS

View 1 - Trade and Quote Prices:

View 2 - Trade and Quote Prices and Sizes:

The Time and Sales prints:

;ts|BEGINSTREAM|eBITA|20110603|090000||
;ts|t|Symbol|Listed Exg|Reporting Exg|Date|Seq #|Exg Time|Price|Size|TCondition|
t|eBITA|NYSE|PACF|20110603|4203|09:00:55|6.910|1200|FormT|
t|eBITA|NYSE|NQEX|20110603|4204|09:00:55|6.730|200|FormT|
t|eBITA|NYSE|PACF|20110603|4205|09:00:55|6.910|100|FormT|
t|eBITA|NYSE|PACF|20110603|4206|09:00:55|6.300|900|FormT|
t|eBITA|NYSE|NQEX|20110603|4207|09:00:55|6.330|1000|FormT|
t|eBITA|NYSE|PACF|20110603|4208|09:00:55|6.300|300|FormT|
t|eBITA|NYSE|PACF|20110603|4209|09:00:55|6.230|100|FormT|
t|eBITA|NYSE|NQEX|20110603|4210|09:00:55|6.330|200|FormT|
t|eBITA|NYSE|PACF|20110603|4211|09:00:55|6.130|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4212|09:00:55|6.310|800|FormT|
t|eBITA|NYSE|PACF|20110603|4213|09:00:55|6.110|400|FormT|
t|eBITA|NYSE|NQEX|20110603|4214|09:00:55|6.310|100|FormT|
t|eBITA|NYSE|NQEX|20110603|4215|09:00:55|6.220|100|FormT|
t|eBITA|NYSE|NQEX|20110603|4216|09:00:55|6.120|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4217|09:00:55|6.030|300|FormT|
t|eBITA|NYSE|NQEX|20110603|4218|09:00:55|5.860|700|FormT|
t|eBITA|NYSE|NQEX|20110603|4219|09:00:55|5.740|900|FormT|
t|eBITA|NYSE|NQEX|20110603|4220|09:00:55|5.710|1000|FormT|
t|eBITA|NYSE|NQEX|20110603|4221|09:00:55|5.710|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4222|09:00:55|5.620|800|FormT|
t|eBITA|NYSE|PACF|20110603|4223|09:00:55|6.110|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4224|09:00:55|5.620|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4225|09:00:55|5.170|1900|FormT|
t|eBITA|NYSE|NQEX|20110603|4226|09:00:55|5.170|100|FormT|
t|eBITA|NYSE|NQEX|20110603|4227|09:00:55|5.170|100|FormT|
t|eBITA|NYSE|PACF|20110603|4228|09:00:57|0.090|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4229|09:00:57|0.090|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4230|09:00:57|0.090|200|FormT|
t|eBITA|NYSE|BATS|20110603|4231|09:00:57|0.090|100|FormT|
t|eBITA|NYSE|PACF|20110603|4232|09:00:57|0.090|100|FormT|
t|eBITA|NYSE|EDGX|20110603|4233|09:00:57|0.090|100|FormT|
t|eBITA|NYSE|NQEX|20110603|4234|09:00:58|0.090|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4235|09:00:58|0.090|200|FormT|
t|eBITA|NYSE|PACF|20110603|4236|09:00:58|0.090|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4237|09:00:58|0.090|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4238|09:00:58|0.090|100|FormT|
t|eBITA|NYSE|NQEX|20110603|4239|09:00:58|0.090|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4240|09:00:58|0.100|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4241|09:00:58|0.100|200|FormT|
t|eBITA|NYSE|PACF|20110603|4242|09:00:58|0.100|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4243|09:00:58|0.100|400|FormT|
t|eBITA|NYSE|PACF|20110603|4244|09:00:58|0.090|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4245|09:00:58|0.090|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4246|09:00:58|0.090|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4247|09:00:58|0.090|400|FormT|
t|eBITA|NYSE|PACF|20110603|4248|09:00:58|0.090|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4249|09:00:58|0.090|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4250|09:00:58|0.090|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4251|09:00:58|0.090|400|FormT|
t|eBITA|NYSE|PACF|20110603|4252|09:00:58|0.100|400|FormT|
t|eBITA|NYSE|BATS|20110603|4253|09:00:58|0.100|200|FormT|
t|eBITA|NYSE|EDGX|20110603|4254|09:00:58|0.100|200|FormT|
t|eBITA|NYSE|PACF|20110603|4255|09:00:58|0.110|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4256|09:00:58|0.110|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4257|09:00:58|0.110|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4258|09:00:58|0.110|400|FormT|
t|eBITA|NYSE|PACF|20110603|4259|09:00:58|0.120|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4260|09:00:58|0.120|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4261|09:00:58|0.120|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4262|09:00:58|0.120|400|FormT|
t|eBITA|NYSE|BATS|20110603|4263|09:00:58|0.100|100|FormT|
t|eBITA|NYSE|PACF|20110603|4264|09:00:58|0.100|100|FormT|
t|eBITA|NYSE|EDGX|20110603|4265|09:00:58|0.100|100|FormT|
t|eBITA|NYSE|PACF|20110603|4266|09:00:58|0.120|600|FormT|
t|eBITA|NYSE|NQEX|20110603|4267|09:00:58|0.120|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4268|09:00:58|0.120|200|FormT|
t|eBITA|NYSE|NQEX|20110603|4269|09:00:58|0.120|400|FormT|
t|eBITA|NYSE|PACF|20110603|4271|09:00:58|0.120|100|FormT|
t|eBITA|NYSE|PACF|20110603|4272|09:00:58|0.120|900|FormT|
t|eBITA|NYSE|NQEX|20110603|4273|09:00:58|0.090|800|FormT|
t|eBITA|NYSE|NQEX|20110603|4274|09:00:58|0.090|200|FormT|
t|eBITA|NYSE|PACF|20110603|4275|09:00:58|0.120|100|FormT|
t|eBITA|NYSE|PACF|20110603|4276|09:00:58|0.120|900|FormT|
t|eBITA|NYSE|NQEX|20110603|4277|09:00:58|0.120|1000|FormT|
t|eBITA|NYSE|PACF|20110603|4278|09:00:58|0.120|100|FormT|
t|eBITA|NYSE|PACF|20110603|4279|09:00:58|0.120|900|FormT|
t|eBITA|NYSE|BATS|20110603|4280|09:00:58|0.120|100|FormT|
t|eBITA|NYSE|BATS|20110603|4281|09:00:58|0.120|900|FormT|
t|eBITA|NYSE|EDGX|20110603|4282|09:00:58|0.120|100|FormT|
t|eBITA|NYSE|EDGX|20110603|4283|09:00:58|0.120|900|FormT|
t|eBITA|NYSE|NQEX|20110603|4285|09:00:59|6.300|1500|FormT|
t|eBITA|NYSE|NQEX|20110603|4286|09:00:59|6.300|1300|FormT|
;ts|ENDSTREAM|eBITA|20110603|090000|@|

And the cancellations that followed:

;tc|BEGINSTREAM|20110603|
;tc|NxTime|Symbol|Listed Exg|Reporting Exg|CorrectionType|OrgSeq|OrgCond|OrgPrice|OrgSize|
09:33:06|eBITA|NYSE|BATS|Cancel;Busted;|4280|1|0.12000|100|
09:33:06|eBITA|NYSE|BATS|Cancel;Busted;|4281|1|0.12000|900|
09:33:06|eBITA|NYSE|BATS|Cancel;Busted;|4253|1|0.10000|200|
09:33:06|eBITA|NYSE|BATS|Cancel;Busted;|4263|1|0.10000|100|
09:33:06|eBITA|NYSE|BATS|Cancel;Busted;|4231|1|0.09000|100|
09:37:26|eBITA|NYSE|EDGX|Cancel;Busted;|4233|1|0.09000|100|
09:37:26|eBITA|NYSE|EDGX|Cancel;Busted;|4254|1|0.10000|200|
09:37:26|eBITA|NYSE|EDGX|Cancel;Busted;|4265|1|0.10000|100|
09:37:26|eBITA|NYSE|EDGX|Cancel;Busted;|4283|1|0.12000|900|
09:37:26|eBITA|NYSE|EDGX|Cancel;Busted;|4282|1|0.12000|100|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4216|1|6.12000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4217|1|6.03000|300|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4218|1|5.86000|700|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4219|1|5.74000|900|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4220|1|5.71000|1000|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4221|1|5.71000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4222|1|5.62000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4224|1|5.62000|600|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4225|1|5.17000|1900|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4226|1|5.17000|100|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4227|1|5.17000|100|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4229|1|0.09000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4230|1|0.09000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4234|1|0.09000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4235|1|0.09000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4237|1|0.09000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4238|1|0.09000|100|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4239|1|0.09000|600|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4240|1|0.10000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4241|1|0.10000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4243|1|0.10000|400|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4245|1|0.09000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4246|1|0.09000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4247|1|0.09000|400|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4249|1|0.09000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4250|1|0.09000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4251|1|0.09000|400|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4256|1|0.11000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4257|1|0.11000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4258|1|0.11000|400|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4260|1|0.12000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4261|1|0.12000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4262|1|0.12000|400|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4267|1|0.12000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4268|1|0.12000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4269|1|0.12000|400|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4273|1|0.09000|800|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4274|1|0.09000|200|
09:47:40|eBITA|NYSE|NQEX|Cancel;Busted;|4277|1|0.12000|1000|
;tc|ENDSTREAM|20110603|

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Publication Date: 06/03/2011
http://www.nanex.net

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