Nanex Research
Nanex ~ 12-Nov-2012 ~ WY
On November 12, 2012, there were three separate sell events which temporarily drops
the price over 2% in the stock of Weyerhaeuser Co (symbol WY). You have to zoom
in below 1 second resolution to clearly see the events.
1. WY ~ 1 second interval chart showing trades color coded by exchange.
At this resolution it, the drop appears to be one event.
2. WY ~ 100 millisecond interval chart showing trades color coded by exchange.
Now we can see there were 3 separate sell events.
3. WY ~ 25 millisecond interval chart showing trades color coded by exchange.
4. WY ~ 25 millisecond interval chart showing bids and asks color coded by exchange.
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