071: Eric Hunsader – Rigged Markets, Stealing and Corrupt Regulators w/ Founder of Nanex
Chat With Traders
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How to Spot HFT Activity in High Frequency Trading Data
When did you first begin to notice HFT activity in the data you were collecting? I remember looking at just checking on how the compression was doing and seeing quotes from certain issues. Then it wasn't until the flash crash came along that I overwhelmed the data systems throughout Wall Street. The beauty of the NCOR is you can go back to any day and replay that day just like it happened in real time.
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