3 ms·
Just a minor point, but I've never seen a 75,000 lot rip through ES in one order.
by vecter 16y ago
Just a minor point, but I've never seen a 75,000 lot rip through ES in one order.
- nomurrcy 16y agoNo body just dumps all 75,000 in one transaction. The order is filled over a period of time. W/R didn't dump either, actually further analysis shows that they sold the majority of their contracts after the crash http://www.zerohedge.com/article/refuting-secs-lies-core-flash-crash-analysis http://www.zerohedge.com/article/refuting-secs-lies-core-fla... The blog here is zerohedge, but the data is from nanex.