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On February 29, 2012 at 10:47:21, the ETF SPDR Gold Shares (Symbol GLD) dropped about
1 percent
in 1/3 of a second.
The chart below is a 1 millisecond interval chart shows 1/2 second of trades (shapes, colored by reporting exchange) and the NBBO (shaded:
gray = normal, yellow = locked, red = crossed).
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