Nanex ~ 17-Aug-2012 ~ Flash Crash Times 5

In spite of the recent low trading volume, the network capacity required to receive stock quotes is 5 times higher than the capacity we had during the flash crash.

The chart below shows the network capacity needed to receive stock quotes for listed stocks on NYSE, AMEX, and NYSE-Arca between 2008 and August 16, 2012. It does not includes Nasdaq. This is an update to one we published earlier. Each day is plotted in a separate color over the course of a trading day (9:30 to 16:00 Eastern): older data uses colors towards the violet end of the spectrum, recent data towards the red end of the spectrum. The capacity during the flash crash was 250,000 (bottom of solid green lines).

Nanex Research

Inquiries:pr@nanex.net