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RETF Algo - 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.

RXL, 05/20/2011, 2,000 quotes:
Click for a larger image		 RXL, 05/20/2011, 84,000 quotes:
Click for a larger image


RETL, 05/20/2011, 2,000 quotes:
Click for a larger image		 RETL, 05/20/2011, 10,000 quotes:
Click for a larger image


GASL, 05/27/2011, 15,000 quotes:
Click for a larger image		 GASL, 05/27/2011, 84,000 quotes:
Click for a larger image


UKW, 05/27/2011, 3,800 quotes:
Click for a larger image		 UKW, 05/27/2011, 84,000 quotes:
Click for a larger image


GASX, 06/01/2011, 2,000 quotes:
Click for a larger image		 GASX, 06/01/2011, 84,000 quotes:
Click for a larger image


MWN, 06/01/2011, 500 quotes:
Click for a larger image		 MWN, 06/01/2011, 84,000 quotes:
Click for a larger image


UGE, 06/01/2011, 600 quotes:
Click for a larger image		 UGE, 06/01/2011, 84,000 quotes:
Click for a larger image


RETS, 06/01/2011, 800 quotes:
Click for a larger image		 RETS, 06/01/2011, 84,000 quotes:
Click for a larger image


SBM, 06/09/2011, 8,000 quotes:
Click for a larger image		 SBM, 06/09/2011, 85,000 quotes:
Click for a larger image



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Publication Date: 06/10/2011
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