An interesting analysis that Nanex twitted some weeks ago: http://parasec.net/transmission/order-book-visualisation/#shinanigans http://parasec.net/transmission

An interesting analysis that Nanex twitted some weeks ago: http://parasec.net/transmission/order-book-visualisation/#shinanigans http://parasec.net/transmission/order-book-visualisation/#sh... The visualization code (R) is available here: https://github.com/phil8192/ob-analytics https://github.com/phil8192/ob-analytics