Nanex Research
Nanex ~ 3-Oct-2012 ~ KRFT Explosion/Implosion
View a spread sheet of all trades in KRFT during the first
minute. Kraft had 4 similar extreme
price moves just days and weeks earlier.
Many of these trades were later
canceled.
1. What you saw:
2. What the algos saw: (How to read this chart)
3. Zoom in time:
4. KRFT 5 millisecond interval chart showing trades color coded by exchange.
5. KRFT 5 millisecond interval chart showing trades color coded by exchange.
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