Nanex ~ Rise Of The Machines ~ 2006 2013 ~ Vivid

Описание

Turn on annotations (if off). Run in full screen and 1080p for maximum effect. There is no sound.
Chronicling the rise of the HFT Algo Machines running in the U.S. Stock market from January 2006 through February 2013. This is an update to our animated GIF published last year (Feb 2012)
http://www.nanex.net/aqck/2804.HTML
Follow us on twitter: @nanexllc
We processed a trillion records to create this video. For those not in congress, that's 1,000,000,000,000. A thousand billions, or a million millions.
Activity from each exchange is color coded according to the legend at top right.
X - scale shows time of day in Eastern Time (Regular session trading: 9:30 to 16:00).
Y- scale shows a measurement of HFT quote spamming.
Basically, each time you see a colored line, it's showing where a high frequency trading (HFT) algorithm quote spammed (stuffed) the market. An illegal activity. An activity the regulator believes doesn't exist. Be sure to report any colored lines that show up.
In 1999, at the height of the internet bull market, the maximum number of quotes per second for all stocks was 1,000. Today, that number is 1.5 million (1,500,000) - a rate that occurs every trading day, regardless of activity or news. All due to High Frequency Trading: creating an edge for themselves at the expense of everyone else.


NYSE.MD