Nanex Research
Nanex ~ 15-May-2012 ~ Pepsi Flys with bursts of Extremely high Quote Rates.
On 15-May-2012 at 14:46:21, Pepsi (PEP) rocketed. On a 25 millisecond basis, the quote
rate often exceeded 20,000/second. Note some of the ultra-fast, ultra violent price
swings (chart 15).
Nanex Research