2 ms·
No 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 s
by nomurrcy 16y ago
No 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.