Nanex Research
Nanex ~ 04-Sep-2013 ~ Quote Black-out II
The chart below plots the count of messages from the SIP (Securities Information Processor
- the consolidated feed) processing Tape C Line 5, which carries quotes from Nasdaq Listed stocks between 11:33 and 11:51 EDT on September 4, 2013. The flat line indicates a complete outage. More on this outage
here.
1. Tape C, Line 5.
The SIP sends quotes for all Nasdaq listed symbols over 6 multicast lines: each line carries
a subset of stocks grouped by symbol (for example, multicast line #1 carries symbols between
"A" and "CDZZZZ") as shown in the following table:
| Multicast Line |
Symbol Start |
Symbol End |
| 1 |
A |
CDZZZZ |
| 2 |
CE |
FDZZZZ |
| 3 |
FE |
LKZZZZ |
| 4 |
LL |
PBZZZZ |
| 5 |
PC |
SPZZZZ |
| 6 |
SQ |
ZZZZZZ |
2. Tape C Message Counts.
2. Tape C Message Count by Reporting Exchange.
See also
Partial Blackout,
Partial Blackout Statistics, and Amazon's 2.5
Minute Outage.
Nanex Research
Inquiries: pr@nanex.net volatility