Free flash crash tick data

Discussion in 'Data Sets and Feeds' started by ZBZB, Nov 29, 2019.

  1. ZBZB


  2. qlai


    Nice, thanks for posting! I tried to replay the flash crash via TOS recently only to find out it was not available anymore. Time flies.
  3. I still have it embedded in my memory. Told everyone to buy, I think I remember a few people who bought "too low" getting cancelled out.
    qlai likes this.
  4. Metamega


    I remember a Vpro documentary where Eric Hundsader, owner of NAnex showed some replays of the data.

    The crazy part was the lag everyone got. The timestamps vs the actual time was way behind. Only people catching the real market were those co-located.
  5. raddo


  6. ZBZB


    Metamega likes this.