Quote from rallymode:
Ah the good old days of buying front into the close and reversing the last few seconds. I can think of atleast a few ways i exploited the order flow that came in like clockwork 2-3 years ago. All of that is mostly gone with the exception of a few EOD instances.
Seriously, those days were sweet! But so binary, could either make 50K in 2 seconds or wait overnight with like 300 cal spreads and try to hedge with ... something. Nail-biting.
The real glory days of vix were in 2006-2007. Market orders blowing through the book like clockwork.
It should be changing to a 24 hours schedule about a year from now. Maybe then we will get new interesting things.