Nanex Research
Nanex ~ 27-Aug-2012 ~ ALOT 530,495 Quotes, 1 Trade
On August 27, 2012 a second stock, Astro-Med, Inc. was annihilated with quotes from an out of control HFT algo. The symbol was aptly named ALOT. The other stock with ultra high quotes was TYD. As of 12:40 EDT, there were 530,495 quotes and 1 trade
in ALOT.
1. ALOT - 1 second interval chart showing all bids and offers color-coded by reporting exchange.
2. ALOT - 1 second interval chart showing best bids and offers color-coded
by reporting exchange (zoom of Chart 1).
3. ALOT - 25 millisecond interval chart showing best bids and offers color-coded by reporting exchange (zoom of Chart 2).
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