Nanex ~ 13-Feb-2014 ~ HFT Quote Spammer Redux

Update August 14, 2014

The spammer responsible for the onslaught of bogus quotes has been identified and fined. According to Nasdaq, the culprit was Citadel. Citadel again! (we just wrote about another incident involving Citadel last week).

The date of the Nasdaq document naming Citadel as the offender is June 16, 2014 - which is almost 2 months ago. The question we have, since this hasn't been reported:

where have all the financial reporters gone?

The second question we have:

why is that paragraph (image above) missing from FINRA's document of the same events?

Read the rest of this update (too much to fit here).

During regular market trading hours on February 13, 2014, we found 633 extreme high frequency trading (HFT) quote spamming events. We define an event when 1 symbol has 6,000 or more quotes and less than 300 trades in 1 second of time. Events like these are rare, usually only a few appear in a trading day. There were 633 such events on February 13.

In the 135 affected symbols, there was a total of 11.2 million quotes during the events compared to 100 million quotes over the entire trading day. Which means that 11.3% of these symbol's quotes were from a HFT quote spamming algo. In some stocks, the percentage of HFT quote spam was much higher: in 12 stocks it was over 50%.

The first event appeared at 13:31:17 and the last event at 15:27:00. The highest number of quotes in one symbol in one second was 37,306. Because several seconds had more than 1 symbol meeting the criteria, the highest quote spam during 1 second was 58,902 quotes.

The chart below shows other instances of high quote spamming events (more than 6,000 quotes in 1 stock in 1 second) for all NMS stocks since 2009. The dots are sized to the number of quotes in an event second. The red color indicates when the number of quotes in a second exceeded 25,000.

See this page for more details.

Percent Spam 11.3%

Spam Quotes 11,263,962

Total Quotes 99,928,706

Peak Second 58,902

Peak 1-Symbol Second 37,306

Events 633

Symbols 135

First Event 13:31:17

Last Event 15:27:00

Listed Exg Symbol %Spam Spam Quotes Total Quotes Max Second Seconds First Last Trades Total Trades %Trades

NYSE ABT 44.0% 450,907 1,025,488 37,271 17 14:35:28 15:01:58 46 37,137 0.1%

NYSE ABX 0.4% 7,093 1,890,300 7,093 1 14:19:01 14:19:01 67 86,625 0.1%

NQ-GM ACTG 61.6% 79,626 129,188 24,862 5 14:51:40 14:51:44 6 3,033 0.2%

NYSE AEE 18.3% 49,173 268,758 36,122 3 14:50:18 14:50:20 2 10,317 0.0%

NYSE AEP 7.6% 38,637 510,096 22,305 3 14:29:56 15:20:49 26 17,553 0.1%

NYSE AIG 8.1% 56,871 699,415 30,944 3 14:31:37 14:31:50 16 48,594 0.0%

NYSE AMTD 47.0% 333,461 710,196 37,306 11 13:51:16 14:19:05 32 18,836 0.2%

NQ-GM APOL 35.8% 135,489 377,943 34,470 11 15:06:39 15:22:39 26 13,582 0.2%

NYSE ATI 42.7% 163,786 383,800 36,389 6 13:33:46 13:37:55 29 14,533 0.2%

NYSE BAX 40.4% 126,453 313,193 34,603 5 13:57:53 13:57:57 11 15,954 0.1%

NYSE BCE 80.5% 627,679 779,337 22,187 32 14:55:25 14:56:48 2 4,578 0.0%

NYSE BMR 15.6% 21,523 137,841 13,087 2 14:37:27 15:07:15 63 5,839 1.1%

NYSE BRFS 13.5% 32,568 240,360 19,839 2 13:39:54 13:39:55 0 10,248 0.0%

NQ-GM BRKR 61.9% 106,039 171,352 28,951 6 15:01:58 15:02:04 2 4,725 0.0%

NYSE BVN 18.0% 42,962 238,108 15,538 4 15:01:46 15:03:23 22 12,807 0.2%

NYSE CBS 24.3% 217,723 894,440 29,174 12 13:55:21 15:23:06 118 71,987 0.2%

NQ-GM CDNS 17.9% 37,444 209,759 16,191 3 14:58:48 14:58:50 87 10,102 0.9%

NYSE CHK 1.3% 7,259 578,558 7,259 1 13:46:58 13:46:58 17 40,701 0.0%

NQ-GM CMCSA 1.9% 70,671 3,696,637 16,611 7 13:58:55 15:08:05 235 357,182 0.1%

NQ-GM CMCSK 10.2% 103,323 1,015,682 24,766 7 14:07:32 15:05:15 304 56,075 0.5%

NYSE CNX 8.0% 20,796 260,568 11,487 2 15:23:39 15:23:40 8 17,172 0.0%

NYSE COG 2.7% 14,447 536,499 14,447 1 15:09:56 15:09:56 12 49,886 0.0%

NYSE CPB 6.2% 11,587 188,358 11,587 1 15:01:40 15:01:40 1 16,617 0.0%

NYSE CPN 32.5% 253,712 779,870 29,483 10 14:25:53 14:46:19 106 46,861 0.2%

NQ-GM CSCO 1.7% 28,657 1,671,954 28,657 1 14:23:23 14:23:23 8 296,709 0.0%

NYSE CTL 1.3% 7,389 552,273 7,389 1 13:31:17 13:31:17 137 64,951 0.2%

NQ-GM CTRP 12.6% 69,912 552,978 26,726 3 15:24:30 15:24:32 4 124,030 0.0%

NYSE CUBE 20.6% 27,947 135,716 27,947 1 14:16:18 14:16:18 0 6,442 0.0%

NYSE CVS 18.3% 148,216 809,689 32,036 6 14:14:58 14:19:15 17 36,102 0.0%

NYSE CVX 28.2% 517,779 1,837,251 37,120 17 14:51:05 15:23:16 2 36,643 0.0%

NYSE CX 6.4% 45,191 704,287 18,164 3 13:45:51 13:45:53 3 27,733 0.0%

NYSE DG 28.9% 85,583 295,828 28,143 5 14:44:44 15:27:00 62 27,277 0.2%

NYSE DHI 1.1% 6,550 577,793 6,550 1 14:52:23 14:52:23 7 30,040 0.0%

NYSE DO 20.5% 34,741 169,729 14,400 3 14:59:37 15:08:06 13 14,013 0.1%

NYSE DPS 14.5% 29,146 201,113 29,146 1 14:46:38 14:46:38 2 21,975 0.0%

NQ-GM EBAY 3.5% 39,541 1,126,288 21,778 3 13:47:52 14:52:39 57 61,103 0.1%

NYSE ENI 34.8% 50,607 145,457 32,280 2 14:59:57 14:59:58 1 3,860 0.0%

NY-Arca EWZ 3.1% 55,840 1,783,171 25,320 3 14:06:09 14:06:14 178 59,569 0.3%

NYSE EXC 3.0% 13,193 437,660 13,193 1 14:44:24 14:44:24 194 38,837 0.5%

NQ-GM FAST 31.2% 66,486 212,801 18,574 6 15:16:44 15:16:49 3 15,188 0.0%

NY-Arca FEZ 15.8% 71,004 450,809 32,593 3 15:20:18 15:20:20 67 4,823 1.4%

NYSE FIG 11.3% 10,915 96,321 10,915 1 14:17:09 14:17:09 7 13,930 0.1%

NYSE FIO 13.3% 20,880 157,002 20,880 1 15:17:04 15:17:04 0 6,329 0.0%

NQ-GM FOX 1.4% 6,357 451,031 6,357 1 14:27:55 14:27:55 29 25,963 0.1%

NQ-GM FOXA 2.1% 15,746 759,387 9,456 2 14:17:59 14:18:00 13 63,112 0.0%

NQ-GM FTNT 58.9% 244,950 416,160 18,863 17 14:17:26 15:07:53 77 12,910 0.6%

NQ-GM FULT 7.2% 6,488 90,128 6,488 1 13:52:07 13:52:07 1 4,703 0.0%

NY-Arca FXI 4.9% 53,978 1,092,375 19,102 3 14:41:51 14:41:53 150 49,429 0.3%

NQ-GM GILD 1.0% 7,046 700,951 7,046 1 14:11:10 14:11:10 1 58,168 0.0%

NYSE GM 1.2% 16,874 1,355,964 16,874 1 14:02:32 14:02:32 83 99,382 0.1%

NYSE GME 5.4% 14,951 278,846 14,951 1 14:35:11 14:35:11 26 23,279 0.1%

NYSE GPS 18.5% 124,265 673,521 19,955 9 14:11:33 15:26:13 8 27,544 0.0%

NQ-GM GT 3.3% 28,175 843,730 18,122 2 14:25:17 14:25:18 2 88,003 0.0%

NQ-GM HA 11.5% 12,670 110,190 12,670 1 14:05:19 14:05:19 12 4,636 0.3%

NYSE HAL 0.9% 10,367 1,205,580 10,367 1 14:23:50 14:23:50 2 44,454 0.0%

NYSE HD 35.8% 339,212 948,305 30,037 16 13:59:00 14:37:56 16 42,530 0.0%

NYSE HES 28.5% 115,912 406,589 28,214 5 14:55:23 14:55:27 13 17,990 0.1%

NQ-GM HOLX 31.6% 95,846 303,652 22,158 5 15:00:00 15:16:36 18 17,906 0.1%

NQ-GM HTLD 57.6% 95,187 165,359 25,630 6 14:32:04 14:32:09 1 4,786 0.0%

NYSE HTZ 1.2% 7,552 639,637 7,552 1 14:28:22 14:28:22 35 40,584 0.1%

NYSE HUN 15.8% 86,762 550,775 23,934 5 13:35:15 15:03:52 1 24,887 0.0%

NQ-GM INTC 1.2% 7,632 624,473 7,632 1 13:45:24 13:45:24 33 75,029 0.0%

NY-Arca ITB 1.8% 8,083 439,663 8,083 1 13:58:04 13:58:04 48 12,221 0.4%

NYSE IVZ 5.4% 21,017 392,497 21,017 1 14:52:25 14:52:25 0 18,520 0.0%

NY-Arca IWM 1.5% 76,154 5,102,458 19,538 7 13:46:45 14:34:13 141 133,872 0.1%

NQ-GM JASO 59.6% 148,855 249,945 18,638 9 14:27:23 14:27:39 3 7,431 0.0%

NYSE JBL 31.5% 116,385 369,781 17,024 9 15:06:09 15:08:17 3 11,849 0.0%

NQ-GM LKQ 56.0% 175,718 313,731 20,878 10 13:57:39 15:20:50 33 14,335 0.2%

NQ-GM LLTC 35.1% 150,238 428,311 26,702 11 13:35:20 14:52:46 139 21,242 0.7%

NYSE LPX 18.4% 121,770 661,560 32,166 7 13:56:13 14:19:53 79 42,150 0.2%

NQ-GM LRCX 8.3% 16,887 202,355 16,887 1 14:46:55 14:46:55 0 26,206 0.0%

NYSE LUK 10.0% 14,630 146,352 14,630 1 15:26:50 15:26:50 1 7,589 0.0%

NQ-GM LULU 28.0% 66,234 236,732 23,953 3 14:03:56 14:03:58 2 27,067 0.0%

NYSE LVLT 17.4% 36,361 209,480 24,665 2 14:51:12 14:51:13 21 13,923 0.2%

NYSE M 4.6% 16,986 369,166 16,986 1 15:00:55 15:00:55 16 15,894 0.1%

NYSE MBI 22.6% 101,281 448,146 21,147 7 14:00:30 14:05:29 30 22,203 0.1%

NYSE MCD 14.5% 77,339 532,093 30,298 3 14:52:28 14:52:30 5 27,218 0.0%

NQ-GM MENT 11.0% 10,831 98,104 10,831 1 13:51:24 13:51:24 1 5,288 0.0%

NYSE MET 3.9% 20,445 519,037 20,445 1 14:57:32 14:57:32 1 39,897 0.0%

NYSE MHR 52.2% 195,564 374,463 17,658 13 13:41:18 14:39:27 65 9,207 0.7%

NYSE MOS 4.4% 21,998 500,706 14,194 2 14:33:55 15:11:24 3 22,781 0.0%

NYSE MS 2.5% 31,025 1,248,777 19,036 2 14:52:23 14:52:24 20 67,928 0.0%

NYSE NBR 5.4% 25,944 482,974 10,986 3 13:53:45 14:40:49 94 25,418 0.4%

NYSE NEM 4.7% 29,553 624,897 13,950 3 14:17:22 14:34:27 12 54,175 0.0%

NYSE NFX 8.2% 23,536 288,287 9,065 3 13:58:04 14:42:26 65 19,440 0.3%

NYSE NLSN 34.1% 143,276 420,360 30,286 6 14:04:09 14:04:14 9 19,736 0.0%

NYSE NOK 11.0% 44,745 406,894 29,257 2 14:21:23 14:21:24 59 29,826 0.2%

NYSE NRG 36.4% 214,929 590,358 24,146 13 14:04:00 14:52:24 141 24,323 0.6%

NQ-GM NTAP 20.6% 153,364 745,566 24,837 10 14:05:20 15:26:05 144 66,764 0.2%

NYSE NWL 3.3% 7,014 209,583 7,014 1 15:05:34 15:05:34 12 12,134 0.1%

NY-Arca OEF 13.9% 66,070 476,404 29,674 3 14:40:44 14:40:46 6 3,154 0.2%

NYSE PBI 2.6% 9,377 363,884 9,377 1 15:23:00 15:23:00 26 17,619 0.1%

NQ-GM PDCO 60.0% 117,520 195,719 20,322 8 14:18:54 14:57:24 37 8,119 0.5%

NQ-GM PENN 77.9% 254,477 326,473 17,630 16 13:32:49 13:33:04 12 8,600 0.1%

NYSE PEP 7.9% 61,377 776,319 20,047 4 13:51:19 15:14:54 47 70,022 0.1%

NYSE PIR 9.9% 9,640 97,807 9,640 1 14:00:53 14:00:53 42 7,097 0.6%

NQ-GM QCOM 17.2% 274,172 1,597,651 29,999 15 13:49:23 14:59:57 50 49,185 0.1%

NY-Arca QLD 0.4% 9,379 2,551,632 9,379 1 14:28:33 14:28:33 30 19,268 0.2%

NQ-GM QQQ 0.3% 17,017 5,404,390 17,017 1 14:03:39 14:03:39 1 71,221 0.0%

NYSE RAD 27.6% 137,723 498,629 30,472 6 15:05:37 15:05:42 159 29,569 0.5%

NQ-GM ROST 9.0% 17,801 198,830 10,331 2 13:57:39 13:57:41 3 12,087 0.0%

NQ-GM RRD 53.1% 164,420 309,907 29,508 7 14:32:03 14:53:06 78 11,623 0.7%

NQ-GM SBUX 6.3% 36,118 571,980 21,914 2 13:59:43 13:59:44 1 31,367 0.0%

NYSE SCI 4.5% 14,095 311,592 14,095 1 14:05:07 14:05:07 25 19,967 0.1%

NQ-GM SCSS 18.8% 25,216 134,058 13,689 2 14:13:56 14:13:57 1 5,857 0.0%

NYSE SDRL 8.5% 28,927 340,251 21,519 2 14:42:35 14:42:36 14 25,546 0.1%

NYSE SE 53.3% 384,239 720,802 29,898 15 14:09:03 14:09:24 7 15,493 0.0%

NYSE SLB 9.0% 97,207 1,085,245 25,758 7 14:51:45 15:26:29 11 33,893 0.0%

NYSE SLW 2.1% 20,135 947,104 11,907 2 13:41:38 14:12:00 16 29,408 0.1%

NQ-GM SNTA 8.6% 10,878 126,688 10,878 1 13:53:31 13:53:31 34 10,423 0.3%

NYSE SO 6.1% 22,779 374,949 15,502 2 14:52:40 14:52:41 0 25,644 0.0%

NY-Arca SPY 0.1% 15,125 10,237,791 8,269 2 14:30:49 15:15:23 65 277,315 0.0%

NYSE ST 22.3% 30,433 136,439 19,119 2 15:24:59 15:25:00 30 8,551 0.4%

NYSE SUNE 30.3% 153,971 507,413 24,196 11 13:48:09 14:00:07 36 39,715 0.1%

NYSE SWC 35.5% 71,343 201,019 27,523 4 14:30:48 14:30:51 6 6,387 0.1%

NYSE SWFT 27.8% 83,158 299,191 16,318 7 14:29:00 15:07:08 52 17,842 0.3%

NYSE TJX 2.0% 9,320 462,142 9,320 1 13:59:00 13:59:00 2 22,040 0.0%

NYSE TLM 9.6% 29,450 305,217 19,947 2 15:01:17 15:01:18 21 10,273 0.2%

NYSE TSN 11.0% 38,831 353,187 20,663 3 14:26:00 14:52:42 46 24,475 0.2%

NYSE TWX 22.8% 134,910 592,185 28,410 7 15:15:59 15:26:52 5 34,336 0.0%

NYSE UDR 63.3% 527,983 834,550 29,400 22 14:27:23 14:56:13 146 13,137 1.1%

NYSE UN 10.2% 35,521 347,228 20,668 2 13:32:15 13:32:32 0 5,859 0.0%

NQ-GM URBN 34.2% 78,328 229,280 21,830 5 14:08:24 14:08:28 24 11,693 0.2%

NYSE USB 1.0% 7,758 746,498 7,758 1 14:28:35 14:28:35 0 24,525 0.0%

NYSE VLO 7.7% 45,673 592,812 22,338 3 14:55:37 15:06:49 24 45,111 0.1%

NY-Arca VNQ 7.8% 48,948 625,820 16,511 3 15:02:22 15:02:24 0 15,002 0.0%

NY-Arca VXX 1.2% 36,553 3,158,142 19,164 2 15:12:33 15:12:34 72 142,405 0.1%

NYSE WAG 4.3% 35,581 818,080 19,299 2 15:20:21 15:20:22 56 66,801 0.1%

NQ-GM WETF 19.1% 40,985 214,469 18,828 3 14:49:31 15:10:50 36 13,993 0.3%

NQ-GM WOOF 61.9% 120,709 194,903 35,796 6 14:55:15 14:56:25 14 6,307 0.2%

NY-Arca XHB 2.0% 17,790 899,558 17,790 1 14:19:41 14:19:41 4 8,674 0.0%

NY-Arca XLE 0.7% 17,010 2,431,582 10,891 2 14:52:23 14:52:24 25 43,049 0.1%

NY-Arca XLI 4.4% 69,313 1,563,070 18,721 5 13:39:54 14:21:38 20 30,327 0.1%

NQ-GM XOMA 51.2% 129,124 252,187 17,849 8 14:28:22 14:28:29 1 4,341 0.0%

NQ-GM ZNGA 2.6% 8,640 332,834 8,640 1 15:01:02 15:01:02 4 52,897 0.0%

Percent Spam	11.3%
Spam Quotes	11,263,962
Total Quotes	99,928,706
Peak Second	58,902
Peak 1-Symbol Second	37,306
Events	633
Symbols	135
First Event	13:31:17
Last Event	15:27:00

Listed Exg	Symbol	%Spam	Spam Quotes	Total Quotes	Max Second	Seconds	First	Last	Trades	Total Trades	%Trades
NYSE	ABT	44.0%	450,907	1,025,488	37,271	17	14:35:28	15:01:58	46	37,137	0.1%
NYSE	ABX	0.4%	7,093	1,890,300	7,093	1	14:19:01	14:19:01	67	86,625	0.1%
NQ-GM	ACTG	61.6%	79,626	129,188	24,862	5	14:51:40	14:51:44	6	3,033	0.2%
NYSE	AEE	18.3%	49,173	268,758	36,122	3	14:50:18	14:50:20	2	10,317	0.0%
NYSE	AEP	7.6%	38,637	510,096	22,305	3	14:29:56	15:20:49	26	17,553	0.1%
NYSE	AIG	8.1%	56,871	699,415	30,944	3	14:31:37	14:31:50	16	48,594	0.0%
NYSE	AMTD	47.0%	333,461	710,196	37,306	11	13:51:16	14:19:05	32	18,836	0.2%
NQ-GM	APOL	35.8%	135,489	377,943	34,470	11	15:06:39	15:22:39	26	13,582	0.2%
NYSE	ATI	42.7%	163,786	383,800	36,389	6	13:33:46	13:37:55	29	14,533	0.2%
NYSE	BAX	40.4%	126,453	313,193	34,603	5	13:57:53	13:57:57	11	15,954	0.1%
NYSE	BCE	80.5%	627,679	779,337	22,187	32	14:55:25	14:56:48	2	4,578	0.0%
NYSE	BMR	15.6%	21,523	137,841	13,087	2	14:37:27	15:07:15	63	5,839	1.1%
NYSE	BRFS	13.5%	32,568	240,360	19,839	2	13:39:54	13:39:55	0	10,248	0.0%
NQ-GM	BRKR	61.9%	106,039	171,352	28,951	6	15:01:58	15:02:04	2	4,725	0.0%
NYSE	BVN	18.0%	42,962	238,108	15,538	4	15:01:46	15:03:23	22	12,807	0.2%
NYSE	CBS	24.3%	217,723	894,440	29,174	12	13:55:21	15:23:06	118	71,987	0.2%
NQ-GM	CDNS	17.9%	37,444	209,759	16,191	3	14:58:48	14:58:50	87	10,102	0.9%
NYSE	CHK	1.3%	7,259	578,558	7,259	1	13:46:58	13:46:58	17	40,701	0.0%
NQ-GM	CMCSA	1.9%	70,671	3,696,637	16,611	7	13:58:55	15:08:05	235	357,182	0.1%
NQ-GM	CMCSK	10.2%	103,323	1,015,682	24,766	7	14:07:32	15:05:15	304	56,075	0.5%
NYSE	CNX	8.0%	20,796	260,568	11,487	2	15:23:39	15:23:40	8	17,172	0.0%
NYSE	COG	2.7%	14,447	536,499	14,447	1	15:09:56	15:09:56	12	49,886	0.0%
NYSE	CPB	6.2%	11,587	188,358	11,587	1	15:01:40	15:01:40	1	16,617	0.0%
NYSE	CPN	32.5%	253,712	779,870	29,483	10	14:25:53	14:46:19	106	46,861	0.2%
NQ-GM	CSCO	1.7%	28,657	1,671,954	28,657	1	14:23:23	14:23:23	8	296,709	0.0%
NYSE	CTL	1.3%	7,389	552,273	7,389	1	13:31:17	13:31:17	137	64,951	0.2%
NQ-GM	CTRP	12.6%	69,912	552,978	26,726	3	15:24:30	15:24:32	4	124,030	0.0%
NYSE	CUBE	20.6%	27,947	135,716	27,947	1	14:16:18	14:16:18	0	6,442	0.0%
NYSE	CVS	18.3%	148,216	809,689	32,036	6	14:14:58	14:19:15	17	36,102	0.0%
NYSE	CVX	28.2%	517,779	1,837,251	37,120	17	14:51:05	15:23:16	2	36,643	0.0%
NYSE	CX	6.4%	45,191	704,287	18,164	3	13:45:51	13:45:53	3	27,733	0.0%
NYSE	DG	28.9%	85,583	295,828	28,143	5	14:44:44	15:27:00	62	27,277	0.2%
NYSE	DHI	1.1%	6,550	577,793	6,550	1	14:52:23	14:52:23	7	30,040	0.0%
NYSE	DO	20.5%	34,741	169,729	14,400	3	14:59:37	15:08:06	13	14,013	0.1%
NYSE	DPS	14.5%	29,146	201,113	29,146	1	14:46:38	14:46:38	2	21,975	0.0%
NQ-GM	EBAY	3.5%	39,541	1,126,288	21,778	3	13:47:52	14:52:39	57	61,103	0.1%
NYSE	ENI	34.8%	50,607	145,457	32,280	2	14:59:57	14:59:58	1	3,860	0.0%
NY-Arca	EWZ	3.1%	55,840	1,783,171	25,320	3	14:06:09	14:06:14	178	59,569	0.3%
NYSE	EXC	3.0%	13,193	437,660	13,193	1	14:44:24	14:44:24	194	38,837	0.5%
NQ-GM	FAST	31.2%	66,486	212,801	18,574	6	15:16:44	15:16:49	3	15,188	0.0%
NY-Arca	FEZ	15.8%	71,004	450,809	32,593	3	15:20:18	15:20:20	67	4,823	1.4%
NYSE	FIG	11.3%	10,915	96,321	10,915	1	14:17:09	14:17:09	7	13,930	0.1%
NYSE	FIO	13.3%	20,880	157,002	20,880	1	15:17:04	15:17:04	0	6,329	0.0%
NQ-GM	FOX	1.4%	6,357	451,031	6,357	1	14:27:55	14:27:55	29	25,963	0.1%
NQ-GM	FOXA	2.1%	15,746	759,387	9,456	2	14:17:59	14:18:00	13	63,112	0.0%
NQ-GM	FTNT	58.9%	244,950	416,160	18,863	17	14:17:26	15:07:53	77	12,910	0.6%
NQ-GM	FULT	7.2%	6,488	90,128	6,488	1	13:52:07	13:52:07	1	4,703	0.0%
NY-Arca	FXI	4.9%	53,978	1,092,375	19,102	3	14:41:51	14:41:53	150	49,429	0.3%
NQ-GM	GILD	1.0%	7,046	700,951	7,046	1	14:11:10	14:11:10	1	58,168	0.0%
NYSE	GM	1.2%	16,874	1,355,964	16,874	1	14:02:32	14:02:32	83	99,382	0.1%
NYSE	GME	5.4%	14,951	278,846	14,951	1	14:35:11	14:35:11	26	23,279	0.1%
NYSE	GPS	18.5%	124,265	673,521	19,955	9	14:11:33	15:26:13	8	27,544	0.0%
NQ-GM	GT	3.3%	28,175	843,730	18,122	2	14:25:17	14:25:18	2	88,003	0.0%
NQ-GM	HA	11.5%	12,670	110,190	12,670	1	14:05:19	14:05:19	12	4,636	0.3%
NYSE	HAL	0.9%	10,367	1,205,580	10,367	1	14:23:50	14:23:50	2	44,454	0.0%
NYSE	HD	35.8%	339,212	948,305	30,037	16	13:59:00	14:37:56	16	42,530	0.0%
NYSE	HES	28.5%	115,912	406,589	28,214	5	14:55:23	14:55:27	13	17,990	0.1%
NQ-GM	HOLX	31.6%	95,846	303,652	22,158	5	15:00:00	15:16:36	18	17,906	0.1%
NQ-GM	HTLD	57.6%	95,187	165,359	25,630	6	14:32:04	14:32:09	1	4,786	0.0%
NYSE	HTZ	1.2%	7,552	639,637	7,552	1	14:28:22	14:28:22	35	40,584	0.1%
NYSE	HUN	15.8%	86,762	550,775	23,934	5	13:35:15	15:03:52	1	24,887	0.0%
NQ-GM	INTC	1.2%	7,632	624,473	7,632	1	13:45:24	13:45:24	33	75,029	0.0%
NY-Arca	ITB	1.8%	8,083	439,663	8,083	1	13:58:04	13:58:04	48	12,221	0.4%
NYSE	IVZ	5.4%	21,017	392,497	21,017	1	14:52:25	14:52:25	0	18,520	0.0%
NY-Arca	IWM	1.5%	76,154	5,102,458	19,538	7	13:46:45	14:34:13	141	133,872	0.1%
NQ-GM	JASO	59.6%	148,855	249,945	18,638	9	14:27:23	14:27:39	3	7,431	0.0%
NYSE	JBL	31.5%	116,385	369,781	17,024	9	15:06:09	15:08:17	3	11,849	0.0%
NQ-GM	LKQ	56.0%	175,718	313,731	20,878	10	13:57:39	15:20:50	33	14,335	0.2%
NQ-GM	LLTC	35.1%	150,238	428,311	26,702	11	13:35:20	14:52:46	139	21,242	0.7%
NYSE	LPX	18.4%	121,770	661,560	32,166	7	13:56:13	14:19:53	79	42,150	0.2%
NQ-GM	LRCX	8.3%	16,887	202,355	16,887	1	14:46:55	14:46:55	0	26,206	0.0%
NYSE	LUK	10.0%	14,630	146,352	14,630	1	15:26:50	15:26:50	1	7,589	0.0%
NQ-GM	LULU	28.0%	66,234	236,732	23,953	3	14:03:56	14:03:58	2	27,067	0.0%
NYSE	LVLT	17.4%	36,361	209,480	24,665	2	14:51:12	14:51:13	21	13,923	0.2%
NYSE	M	4.6%	16,986	369,166	16,986	1	15:00:55	15:00:55	16	15,894	0.1%
NYSE	MBI	22.6%	101,281	448,146	21,147	7	14:00:30	14:05:29	30	22,203	0.1%
NYSE	MCD	14.5%	77,339	532,093	30,298	3	14:52:28	14:52:30	5	27,218	0.0%
NQ-GM	MENT	11.0%	10,831	98,104	10,831	1	13:51:24	13:51:24	1	5,288	0.0%
NYSE	MET	3.9%	20,445	519,037	20,445	1	14:57:32	14:57:32	1	39,897	0.0%
NYSE	MHR	52.2%	195,564	374,463	17,658	13	13:41:18	14:39:27	65	9,207	0.7%
NYSE	MOS	4.4%	21,998	500,706	14,194	2	14:33:55	15:11:24	3	22,781	0.0%
NYSE	MS	2.5%	31,025	1,248,777	19,036	2	14:52:23	14:52:24	20	67,928	0.0%
NYSE	NBR	5.4%	25,944	482,974	10,986	3	13:53:45	14:40:49	94	25,418	0.4%
NYSE	NEM	4.7%	29,553	624,897	13,950	3	14:17:22	14:34:27	12	54,175	0.0%
NYSE	NFX	8.2%	23,536	288,287	9,065	3	13:58:04	14:42:26	65	19,440	0.3%
NYSE	NLSN	34.1%	143,276	420,360	30,286	6	14:04:09	14:04:14	9	19,736	0.0%
NYSE	NOK	11.0%	44,745	406,894	29,257	2	14:21:23	14:21:24	59	29,826	0.2%
NYSE	NRG	36.4%	214,929	590,358	24,146	13	14:04:00	14:52:24	141	24,323	0.6%
NQ-GM	NTAP	20.6%	153,364	745,566	24,837	10	14:05:20	15:26:05	144	66,764	0.2%
NYSE	NWL	3.3%	7,014	209,583	7,014	1	15:05:34	15:05:34	12	12,134	0.1%
NY-Arca	OEF	13.9%	66,070	476,404	29,674	3	14:40:44	14:40:46	6	3,154	0.2%
NYSE	PBI	2.6%	9,377	363,884	9,377	1	15:23:00	15:23:00	26	17,619	0.1%
NQ-GM	PDCO	60.0%	117,520	195,719	20,322	8	14:18:54	14:57:24	37	8,119	0.5%
NQ-GM	PENN	77.9%	254,477	326,473	17,630	16	13:32:49	13:33:04	12	8,600	0.1%
NYSE	PEP	7.9%	61,377	776,319	20,047	4	13:51:19	15:14:54	47	70,022	0.1%
NYSE	PIR	9.9%	9,640	97,807	9,640	1	14:00:53	14:00:53	42	7,097	0.6%
NQ-GM	QCOM	17.2%	274,172	1,597,651	29,999	15	13:49:23	14:59:57	50	49,185	0.1%
NY-Arca	QLD	0.4%	9,379	2,551,632	9,379	1	14:28:33	14:28:33	30	19,268	0.2%
NQ-GM	QQQ	0.3%	17,017	5,404,390	17,017	1	14:03:39	14:03:39	1	71,221	0.0%
NYSE	RAD	27.6%	137,723	498,629	30,472	6	15:05:37	15:05:42	159	29,569	0.5%
NQ-GM	ROST	9.0%	17,801	198,830	10,331	2	13:57:39	13:57:41	3	12,087	0.0%
NQ-GM	RRD	53.1%	164,420	309,907	29,508	7	14:32:03	14:53:06	78	11,623	0.7%
NQ-GM	SBUX	6.3%	36,118	571,980	21,914	2	13:59:43	13:59:44	1	31,367	0.0%
NYSE	SCI	4.5%	14,095	311,592	14,095	1	14:05:07	14:05:07	25	19,967	0.1%
NQ-GM	SCSS	18.8%	25,216	134,058	13,689	2	14:13:56	14:13:57	1	5,857	0.0%
NYSE	SDRL	8.5%	28,927	340,251	21,519	2	14:42:35	14:42:36	14	25,546	0.1%
NYSE	SE	53.3%	384,239	720,802	29,898	15	14:09:03	14:09:24	7	15,493	0.0%
NYSE	SLB	9.0%	97,207	1,085,245	25,758	7	14:51:45	15:26:29	11	33,893	0.0%
NYSE	SLW	2.1%	20,135	947,104	11,907	2	13:41:38	14:12:00	16	29,408	0.1%
NQ-GM	SNTA	8.6%	10,878	126,688	10,878	1	13:53:31	13:53:31	34	10,423	0.3%
NYSE	SO	6.1%	22,779	374,949	15,502	2	14:52:40	14:52:41	0	25,644	0.0%
NY-Arca	SPY	0.1%	15,125	10,237,791	8,269	2	14:30:49	15:15:23	65	277,315	0.0%
NYSE	ST	22.3%	30,433	136,439	19,119	2	15:24:59	15:25:00	30	8,551	0.4%
NYSE	SUNE	30.3%	153,971	507,413	24,196	11	13:48:09	14:00:07	36	39,715	0.1%
NYSE	SWC	35.5%	71,343	201,019	27,523	4	14:30:48	14:30:51	6	6,387	0.1%
NYSE	SWFT	27.8%	83,158	299,191	16,318	7	14:29:00	15:07:08	52	17,842	0.3%
NYSE	TJX	2.0%	9,320	462,142	9,320	1	13:59:00	13:59:00	2	22,040	0.0%
NYSE	TLM	9.6%	29,450	305,217	19,947	2	15:01:17	15:01:18	21	10,273	0.2%
NYSE	TSN	11.0%	38,831	353,187	20,663	3	14:26:00	14:52:42	46	24,475	0.2%
NYSE	TWX	22.8%	134,910	592,185	28,410	7	15:15:59	15:26:52	5	34,336	0.0%
NYSE	UDR	63.3%	527,983	834,550	29,400	22	14:27:23	14:56:13	146	13,137	1.1%
NYSE	UN	10.2%	35,521	347,228	20,668	2	13:32:15	13:32:32	0	5,859	0.0%
NQ-GM	URBN	34.2%	78,328	229,280	21,830	5	14:08:24	14:08:28	24	11,693	0.2%
NYSE	USB	1.0%	7,758	746,498	7,758	1	14:28:35	14:28:35	0	24,525	0.0%
NYSE	VLO	7.7%	45,673	592,812	22,338	3	14:55:37	15:06:49	24	45,111	0.1%
NY-Arca	VNQ	7.8%	48,948	625,820	16,511	3	15:02:22	15:02:24	0	15,002	0.0%
NY-Arca	VXX	1.2%	36,553	3,158,142	19,164	2	15:12:33	15:12:34	72	142,405	0.1%
NYSE	WAG	4.3%	35,581	818,080	19,299	2	15:20:21	15:20:22	56	66,801	0.1%
NQ-GM	WETF	19.1%	40,985	214,469	18,828	3	14:49:31	15:10:50	36	13,993	0.3%
NQ-GM	WOOF	61.9%	120,709	194,903	35,796	6	14:55:15	14:56:25	14	6,307	0.2%
NY-Arca	XHB	2.0%	17,790	899,558	17,790	1	14:19:41	14:19:41	4	8,674	0.0%
NY-Arca	XLE	0.7%	17,010	2,431,582	10,891	2	14:52:23	14:52:24	25	43,049	0.1%
NY-Arca	XLI	4.4%	69,313	1,563,070	18,721	5	13:39:54	14:21:38	20	30,327	0.1%
NQ-GM	XOMA	51.2%	129,124	252,187	17,849	8	14:28:22	14:28:29	1	4,341	0.0%
NQ-GM	ZNGA	2.6%	8,640	332,834	8,640	1	15:01:02	15:01:02	4	52,897	0.0%