Normally trades are undone or amended in price if they are executed far away (say 10%+) from what is determined to be reasonable market prices. And when amended

Normally trades are undone or amended in price if they are executed far away (say 10%+) from what is determined to be reasonable market prices. And when amended, they get amended to a price that's still in the same direction, so the market taker still loses a little bit compared to the fair price. KCG traded in such liquid instruments and in such a way that it didn't move the market that much. They lost a hundred dollars a trade on 4 million trades. The article says some stocks were moved by more than 10%, but as I recall that was a small fraction of them.