Nanex Research

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Nanex ~ 01-May-2012 ~ WMB

A fast drop followed by a quick  recovery. Participation from multiple exchanges. This was not a simple "bad tick".


01-May-2012 WMB 1 Second interval chart showing trades color coded by exchange.

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01-May-2012 WMB  1 Second interval chart showing NBBO (black: bid < ask, yellow: bid = ask, red bid > ask)

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01-May-2012 WMB 5 millisecond interval chart showing trades color coded by exchange.

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01-May-2012 WMB 5 millisecond interval chart showing NBBO (black: bid < ask, yellow: bid = ask, red bid > ask)

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01-May-2012 WMB 5 millisecond interval chart showing quotes color coded by exchange.

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Nanex Research