Nanex Research
Nanex ~ 05-Sep-2013 ~ Market Curves
1. September 2013 eMini (ES) Futures Depth of Book (how
to read).
ADP Employment came out at 8:15, while
Jobless Claims and
Productivity and Costs came out at 8:30. Other than
liquidity vanishing, the HFT algos left the market alone.
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