Nanex - Strange Days July 19'th, 2011

Strange Days July 19'th, 2011 - ED.PR.C

On July 19'th the stock ED.PR.C traded from $91.83 to $87.55 in 10 seconds and then quickly recovered. During those 10 seconds, we see an algo run with an eerie similarity to the RETF Algo running in a Preferred Stock. Once again, the bid/ask spread goes from "tight" to worthless at the speed of light.

ED.PR.C - CONSOLIDATED EDISON

Price and Size:

Price Only:

Time and Sales prints:

;ts|BEGINSTREAM|eED.PR.C|20110719|151400||
;ts|t|Symbol|Listed Exg|Reporting Exg|Date|Seq #|Exg Time|Price|Size|TCondition|PFlags|
t|eED.PR.C|NYSE|NYSE|20110719|1149232|15:15:53|91.83|23|Regular|7|
t|eED.PR.C|NYSE|NYSE|20110719|1149233|15:15:53|90.52|100|IntermarketSweep|5|
t|eED.PR.C|NYSE|NYSE|20110719|1149234|15:15:53|90.50|200|IntermarketSweep|5|
t|eED.PR.C|NYSE|BATS|20110719|1149235|15:15:53|91.82|100|IntermarketSweep|1|
t|eED.PR.C|NYSE|NYSE|20110719|1149755|15:16:04|87.55|577|Regular|5|
t|eED.PR.C|NYSE|NYSE|20110719|1149847|15:16:06|89.05|10|Regular|1|
t|eED.PR.C|NYSE|BATS|20110719|1149857|15:16:06|89.94|20|IntermarketSweep|1|
t|eED.PR.C|NYSE|NYSE|20110719|1150104|15:16:06|90.55|10|Regular|1|
t|eED.PR.C|NYSE|BATS|20110719|1150609|15:16:09|91.28|20|IntermarketSweep|1|
t|eED.PR.C|NYSE|PACF|20110719|1151488|15:16:21|91.30|200|MCOfficialOpen|0|
t|eED.PR.C|NYSE|PACF|20110719|1151489|15:16:21|91.30|200|IntermarketSweep|1|
t|eED.PR.C|NYSE|PACF|20110719|1151490|15:16:21|91.30|50|IntermarketSweep|1|
t|eED.PR.C|NYSE|NYSE|20110719|1151566|15:16:23|91.82|50|Regular|1|
;ts|ENDSTREAM|eED.PR.C|20110719|151400|@|

Inquiries: pr@nanex.net

Publication Date: 07/19/2011
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