Nanex ~ Order Routing Animation ~ Fluttering Quotes in JC Penny
Автор: EricHunsader
Загружено: 2013-05-16
Просмотров: 1113
Описание:
1/3 second of quotes in JC Penny on May 16, 2013. No trades executed during this period. Pay close attention to the prices in the box at 6 o'clock: the top line shows the exhange and price of the National Best Offer, the bottom line shows the exchange and price of the National Best Bid. Note how much it changes over 1/3 of a second of time.
Each box represents one exchange. The SIP (CQS in this case) is the box at 6 o'clock. It shows the National Best Bid/Offer. Watch how much it changes in a fraction of a second. The shapes represent quote changes which are the result of a change to the top of the book at each exchange. The time at the bottom of the screen is Eastern Time HH:MM:SS:mmm (mmm = millisecond). We slow time down so you can see what goes on at the millisecond level. A millisecond (ms) is 1/1000th of a second.
http://www.nanex.net/Research/IsNBBOI...
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