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I think this was due to a rogue market-maker with bad algos. Market data was all over the place this morning. Nobody had a clear view on what the market order b
by anonu 11y ago
I think this was due to a rogue market-maker with bad algos. Market data was all over the place this morning. Nobody had a clear view on what the market order book looked like. I'm pretty sure theres a market-making firm out there that may not be in business tomorrow.