RETF Algo - Week Two Back to RETF Algo Contents On week two the algo begins to affect both the bid and the ask price and also begins to run on numerous additional symbols. It does not take the bid price to zero but to a much lower level before stopping, while the ask price continues to rise: 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. Symbol IFNA Chart #1: The first 300 quotes: Chart #2: 1000 quotes: Chart #3: 5000 quotes: Chart #4: 84,000 quotes: Inquiries: pr@nanex.net Publication Date: 06/13/2011 http://www.nanex.net This report and all material shown on this website is published by Nanex, LLC and may not be reproduced, disseminated, or distributed, in part or in whole, by any means, outside of the recipient's organization without express written authorization from Nanex. It is a violation of federal copyright law to reproduce all or part of this publication or its contents by any means. This material does not constitute a solicitation for the purchase or sale of any securities or investments. The opinions expressed herein are based on publicly available information and are considered reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT with respect to this report. Any person using this material does so solely at their own risk and Nanex and/or its employees shall be under no liability whatsoever in any respect thereof.