Nanex Research

Nanex ~ 20-Dec-2012 ~ Strike Three in EBAY

On December 20, 2012, EBAY had 3 separate "liquidity events".

1a. EBAY - 1 second interval chart showing trades color coded by exchange.
First Event.

1b. EBAY - 25 millisecond interval chart showing trades color coded by exchange.
First Event - Zoom 1.

1c. EBAY - 2 millisecond interval chart showing trades color coded by exchange. Chart shows 2 seconds of time.
First Event - Zoom 2.

2a. EBAY - 1 second interval chart showing trades color coded by exchange.
Second Event.

2b. EBAY - 25 millisecond interval chart showing trades color coded by exchange.
Second Event - Zoom 1.

2c. EBAY - 1 millisecond interval chart showing trades color coded by exchange. Chart shows 1 second of time.
Second Event - Zoom 2.

3a. EBAY - 1 second interval chart showing trades color coded by exchange.
Third Event.

3b. EBAY - 25 millisecond interval chart showing trades color coded by exchange.
Third Event - Zoom 1.

3c. EBAY - 1 millisecond interval chart showing trades color coded by exchange. Chart shows 1 second of time.
Third Event - Zoom 2. Note the late trade reports from EDGX (blue diamonds).

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