Nanex Research
Nanex ~ 20-Nov-2013 ~ Abandoning The Dollar
Charts showing 4 instances of significant evaporation of liquidity in Dollar Index
Futures on November 20, 2013 between midnight at 10am.
1. December 2013 Dollar (DX) Futures Depth of Book (how
to read).
2. December 2013 Dollar (DX) Futures Depth of Book.
3. December 2013 Dollar (DX) Futures Depth of Book.
4. December 2013 Dollar (DX) Futures Depth of Book.
5. December 2013 Dollar (DX) Futures Depth of Book.
Not a drop in liquidity, but you can clearly see one type of algo turned off.
Nanex Research
Inquiries: pr@nanex.net