Nanex Research
Nanex ~ 02-Jan-2013 ~ Soft Granite
On January 2, 2013 at 11:46:56, the stock of Granite Construction Inc. (symbol GVA)
tumbled 12.6% in 1 second on hundreds of trades (~50,000 shares). It recovered most
of that drop seconds later.
1. GVA - 1 second interval chart showing trades color coded by exchange.
2. GVA - 25 millisecond interval chart showing trades color coded by exchange.
3. GVA - 25 millisecond interval chart showing bids and asks color coded by
exchange.
4. GVA - 5 millisecond interval chart showing trades color coded by exchange.
Chart shows about 5 seconds of time.
5. GVA - Tick Chart
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