Nanex Research

Nanex ~ 14-Nov-2012 ~ Monster's Flash Crash

On November 14, 2012 at 15:11:14, the stock of Monster Worldwide, Inc (symbol MWW) dropped 9% in 1 second on 482 individual trade executions.

1. MWW ~ 1 second interval chart showing trades color coded by exchange.

2. MWW ~ 1 second interval chart showing bids and asks color coded by exchange.

3. MWW ~ 5 millisecond interval chart showing trades color coded by exchange.

4. MWW ~ 1 millisecond interval chart showing trades color coded by exchange.
This is one second of data.

5. MWW ~ 5 millisecond interval chart showing trades color coded by exchange.

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