Nanex Research

Nanex ~ 12-Sep-2012 ~ HFT Inspired Music

On September 11, 2012 between 6:51 and 7:08 EDT, there were 280,905 quotes and 0 trades in the ETF ProShares Short MSCI EAFE (symbol EFZ). We thought we'd have some fun with this data, and mapped the bid/ask prices to notes on a piano and generated this music:

And this is how it sounds in real-time:

To listen to another stock, click here .

1. EFZ ~ 1 second interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).
280,905 quotes and 0 trades.

2. EFZ ~ 25 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

3. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

4. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

5. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

6. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

7. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

8. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

9. EFZ ~ 1 millisecond interval chart showing the best bids and offers color coded by reporting exchange and the NBBO (gray shade).

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